The weekly systematic trading updates include a market recap, open positions, new signals, and the performance of seven trading strategies. A Market Signals or All in One subscription is required to access the full report.
Announcement: Starting with this report, we include weekly signals of a long/short trend-following strategy for 12 commodity ETFs. This new strategy, along with the long/short strategy for factor ETFs introduced previously, is in the testing phase for addition to the ensemble next year. The trend-following strategy is based on an adaptation of our PSI5 algo for generating divergent signals in the weekly timeframe.
Report Contents
1. Market Recap and Comments.
2. Ensemble Performance.
3. Positions and Strategy Performance.
4. Signal Summary for Next Week.
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