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Systematic Trend-Following of NASDAQ-100 Stocks

The systematic trend-following strategy generates signals for NASDAQ-100 stocks. Rebalancing occurs monthly if there are new entry/exit signals. The signals of the strategy are now available to Market Signals and All in One Subscribers.

Key features of systematic trend-following of NASDAQ-100 stocks:

  • Systematic equity trend-following, no discretion allowed.
  • Maximum 7 open positions at any given time.
  • Equal allocation is used for position sizing.
  • Strategy continuously adapts to new market conditions.
  • Protection is included from broad market corrections.
  • Protection is included from individual stock corrections.
  • Monthly rebalancing occurs only if there are new signals.
  • Backtest starts in 1995 for larger sample and lower bias.
  • Backtest takes into account index constituent survivorship bias.


Backtest of Strategy Performance: 01/02/1996 to 12/07/2021

The top chart shows daily NASDAQ-100 index prices and the next chart is the index drawdown profile. The equity chart includes key performance metrics and below is the drawdown profile. For more details click here.

Now Market Signals (and All in One) subscribers have access to the signals of this strategy. In addition to weekly signals from seven strategies, Market Signals subscribers also have access to the following:

Articles in Premium Trader Education section.
Reports of highly overbought/oversold stocks. Click here for more details.
Systematic Tactical Allocation Signals. Click here for more details.
NASDAQ-100 Trend following. Click here for more details

Click here for more details about the Market Signals Subscription and click here for more details about the All in One subscription that includes in addition to the above the following:

Two online books
Premium Articles including weekly analysis reports
Premium Insights articles
Three trading strategies as a bonus after the first renewal.


Charting and backtesting program: Amibroker. Data provider: Norgate Data

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