Premium Market Analysis, Trader Education, Software, and Trading Strategies

Premium Signals

Systematic Trading Update – August 28, 2023 [Premium Signals]

Photo by Alesia Kozik

The systematic trading weekly reports include a market summary, open positions, new signals, and the performance of six trading strategies. Access to this report requires a subscription to Market Signals or All-In-One.

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 21 – August 25, 2023)

For the week, all assets were up. (DBC) Commodities increased 1.1%. The UUP ETF added 0.8% as the US dollar index rose for the sixth week in a row. The SPY large-cap ETF rose by 0.8%. The GLD ETF increased by 1.3%. Bonds with a long maturity (TLT) and high yield (HYG) gained by 1.5% and 0.7%, respectively. International stocks saw a 0.7% increase (VEU).

Is it unusual for all assets to be up during the week? Below is a statistic and what we concluded from our analysis.

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.