The weekly systematic trading reports include a market recap, open positions, new signals, and the performance of six trading strategies. Access to the report requires a Market Signals or All-in-One subscription.
1. Market Recap and Comments.
2. Ensemble Performance.
3. Positions and Performance of Strategies.
4. Signal Summary for Next Week.
1. Market Recap and Comments (August 14 – August 18, 2023)
For a second week in a row, all markets fell this week, with volatility increasing, except for the US dollar, which gained 0.7%. International stocks (VEU) were down the most on the back of a strengthening US dollar.
Commodities (DBC) fell 1.1%. The US dollar index rebound continued for a fifth week in a row, with the UUP ETF adding 0.7%. Large caps (SPY) fell 2.1%. The GLD ETF dropped 1.3%. Long-duration bonds (TLT) lost 1.7%.
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Charting and backtesting program: Amibroker. Data provider: Norgate Data
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