The year-to-date performance of Price Action Lab Blog Strategies.
Last update: August 5, 2022, after the market close.
Performance includes commission and it is based on backtests.
The year-to-date average performance of all strategies is -3.5%
S&P 500 year-to-date return: -13%.
|TFD3W||-8.0%||Systematic Asset Allocation/ETFs/Weekly/Long-only|
|DOWWN||+5.4%||Machine Learning/Dow 30 stocks/Weekly/Long-Short|
|MRDOWW||-1.3%||Mean-reversion/Dow 30 stocks/Weekly/Long-only|
The signals of the above strategies are available in weekly systematic trading reports for subscribers. Click here for more details.
|TFD3M||-5.1%||Systematic Asset Allocation/ETFs/Monthly/Long-only|
|MRDJ||-7.0%||Mean-reversion breakouts/Dow 30 stocks/EOD/Long-only|
|B2S2||-4.4%||Mean-reversion/Dow 30 stocks/EOD/Long-only|
The rules of MRDJ and MRETF strategies are offered as a free bonus to All in One subscribers after their first three-month renewal. The rules of MRDJ, MRETF, and MRETFLS strategies are offered as a free bonus to annual All in One subscribers. For more details click here.
PSI5 Algo Strategies
|PSI5ETF||-3.1%||PSI5 Algo Mean-reversion/breakouts/ETFs/EOD/Long-only|
|PSI5DOW||-6.8%||PSI5 Algo Mean-reversion/breakouts/Dow 30 stocks/EOD/Long-only|
For more information about the PSI5 algo click here.
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 for 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.
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.