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.
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Charting and backtesting program: Amibroker. Data provider: Norgate Data
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