Year-to-date performance results of seven systematic strategies as of close of July 6, 2018.
FAANG L/S and Dow Mean-reversion weekly signals are included in our weekly premium analysis. Weekly signals of all strategies are included in weekly premium signals report. Subscribers to Premium Signals receive the weekly premium analysis as a bonus and access to all premium content, including articles and books. Click here to register.
DOWW (top/bottom 3 stocks long/short) had the largest gain of +3.2% last week, followed by MRDOWW (Dow stocks mean-reversion) at +1.9%.
For more information about the strategies click the relevant links in the above table and also here.
- The above performance results are based on backtests. Performance is net of $0.01/share commission. Slippage is not included but may affect results. Please read our Disclaimer.
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