Here is the long-term and year-to-date performance of the five trading strategies included in a bundle.
There are seven strategies in the bundle, five main and two that are offered as a bonus.
| Strategy | Description | Markets | Price |
| MRETF | Mean-reversion/breakouts | Long-only SPY, QQQ, TLT | Bundle |
| MRETFLS | Mean-reversion/breakouts | Long-short SPY, QQQ, TLT | Bundle |
| B2S2 | Mean-reversion | Long-only Dow 30 stocks | Bundle |
| TFDLS | Trend-following | 23 Futures long-short | Bundle |
| D10S1 | Tail Hunting | Short-only Russell 3000 Stocks | Bundle |
| TFRUTLS | Trend-following | Small cap stocks long-short | Bonus |
| MRFREE | Mean-reversion | Long-only SPY and QQQ | Bonus |
We provide the rules of the strategies for programming them on a trading platform. The strategies are not data-mined and have simple rules. Click here for more details.
Performance of the five main strategies based on backtests (Last update: Close of July 12, 2023)
| Strategy | Start Date | CAGR | Max. DD | Sharpe | YTD | Correlation* | Skew** |
| MRETF | 01/02/2002 | 5.3% | -8.7% | 0.80 | 6.4% | +0.42 | -1.2 |
| MRETFLS | 01/02/2003 | 5.9% | -15.2% | 0.62 | 1.0% | +0.08 | -1.7 |
| B2S2 | 01/02/1993 | 17.6% | -30.5% | 1.02 | 11.5% | +0.87 | -1.2 |
| TFDLS | 01/03/2000 | 13.2% | -31.7% | 0.72 | 9.0% | -0.13 | +3.8 |
| D10S1** | 01/02/2002 | 14.2% | -15.3% | 1.20 | 2.7% | -0.18 | +3.2 |
*Correlation with S&P 500 index. ** Skew of trade % Profit/Loss. ** Modified strategy.
Performance charts based on backtests
MRETF Strategy
MRETF LS Strategy
B2S2 Strategy
TFDLS Strategy
D10S1 Strategy
Delivery: The trading rules are in the form of “locked content” in the articles link above and are unlocked after paying for a subscription to the strategies. For more information and to order, use the form below.
Disclaimer: The strategies are provided for informational purposes only and do not constitute investment advice. We do not warrant the accuracy, completeness, fitness, or timeliness of 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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