Open positions, new signals and performance of six trading strategies for week of February 17, 2020. Use coupon MS20 for 20% off during this week only for new subscriptions and renewals.
U.S. financial markets will be closed Monday, Feb. 17, in observance of Presidents Day.
- Average year-to-date return of the six strategies is +4.2%.
- Tend-following and ETF rotation strategies gained on the week.
- Dow 30 mean-reversion remains in the black year-to-date.
- Equity long/short outperforms buy and hold year-to-date.
Year-to-date, the average return of the strategies is +4.2% while S&P 500 index is gaining +4.6%.
Adaptive trend-following and ETF rotation strategies had best performance this week. SPY mean-reversion and equity long/short had small losses due to lower weekly open while exiting positions.
Dow 30 mean-reversion performance is lagging, although in the black, and that causes a lower average.
Equity long short maintained its lead with 5.6% year-to-date return. In case of a correction, we expect higher returns from this strategy. However, if the uptrend continues with no correction, then there is possibility of performance reversion because usually equity long/short tends to outperform in downtrends and sideways markets.
Positions as of close of 02/14/2020
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