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Year-to-Date Performance of Seven Trading Strategies – July 20, 2021

Performance of seven strategies from 01/04-2021 to 07/20/2021.

All strategies operate in the daily timeframe except ROTM that operates in the monthly timeframe. For more information about the strategies click here.

Note that these seven strategies are not related to the seven strategies used for in Weekly Signals premium reports.

Performance results (backtests): 01/04-2021 to 07/20/2021.

PSI51 PSI52 ADAPT VOLZ MRDJ B2S2 ROTM
Return 14.4% 19.1% 16% 45% 15% 9.0% 14.9%
MDD -2.9% -6.4% -4.1% -18.7% -4.9% -5.4% -3.4%
Sharpe 2.91 2.75 2.65 3.20 2.20 1.00 1.00
Trades 24 342 1 6 115 203 1402
Win% 79.2% 70.2% 100% 83.3% 67.8% 63.0% 53.8%

1. SPY performance.
2. Dow 30 stocks performance.
Commission: $0.01/share for SPY and UVXY and $0.005/share for Dow 30 stocks. 

Note that ADAPT (aka TADAPT) has tracked buy and hold year-to-date. SPY ETF year-to-date return is 15.1%.

The descriptions of VOLZ and MRDJ strategies are available for free to All in One subscribers.

For articles about the strategies with more details click here.

Disclaimer: The strategies are provided as educational trading tools for informational purposes only and do not constitute investment advice. We do not warrant the accuracy, completeness, fitness or timeliness for any particular purposes of any strategy. Under no circumstances the strategies should be treated as financial advice. Please read our Disclaimer and Terms and Conditions.

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