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.
Report Contents
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%.
Access the full report with a Market Signals or All-in-One subscription.
By subscribing you have immediate access to hundreds of articles. Market Signals subscribers have immediate access to more than two hundred articles in the Premium Education section and All in One subscribers have access to all premium articles, books, premium insights, and market signals content.
Free Book
Subscribe for free notifications of new posts and updates from the Price Action Lab Blog and receive a PDF of the book “Profitability and Systematic Trading” (Wiley, 2008) free of charge.
Charting and backtesting program: Amibroker. Data provider: Norgate Data
Disclaimer: The Premium and Weekly Signals are provided 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 the Premium and Weekly Signals. Under no circumstances the Premium or Weekly Signals should be treated as financial advice. The author of this website is not a registered financial adviser. Before subscribing please read our Disclaimer and Terms and Conditions.
Copyright notice: Any unauthorized copy, reproduction, distribution, publication, display, modification, or transmission of any part of this report is strictly prohibited without prior written permission.
