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Weekly Signals Update – February 17, 2020 [Premium Signals]

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.

Weekly Recap

  • 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.

Comments

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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