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Performance of Price Action Lab Blog Strategies

Performance of 17 Price Action Lab Blog Strategies.

Last update: December 30, 2022, after the market close.
Performance includes commission and it is based on backtests.
2022 average performance of all 18 strategies is  +0.4%
S&P 500 2022 return: -19.4%.

End-Of-Day Strategies

MRETF -7.5% Mean-reversion/breakouts/ETFs/EOD/Long-only
MRETFLS +13.2% Mean-reversion/breakouts/ETFs/EOD/Long-short
B2S2 +6.7% Mean-reversion/Dow 30 stocks/EOD/Long-only
TFDLS +20.0% Trend-following/Futures (23)/EOD/Long-short
TFRUTLS -4.0% Trend-following/Russell 2000 stocks/EOD/Long-short

The rules of MRETF strategies are offered as a free bonus to All in One subscribers after their first three-month renewal. For more details click here. 

Weekly Strategies 

Strategy YTD Strategy Type/Market(s)/Timeframe/Positions
TFD3W -8.7% Systematic Asset Allocation/ETFs/Weekly/Long-only
MRSPYW -9.5% Mean-reversion/SPY/Weekly/Long-only
ETF4RW -8.3% Cross-sectional Momentum/ETFs/Weekly/Long-only
ETFNRW -0.8% Cross-sectional Momentum/ETFs/Weekly/Long-only
DOWWN +3.4% Machine Learning/Dow 30 stocks/Weekly/Long-Short
MRDOWW -14.2% Mean-reversion/Dow 30 stocks/Weekly/Long-only
FACTWLS +0.7% Cross-sectional Momentum/ETFs/Weekly/Long-short
ETFLSW +5.3% Trend-following/ETFs (commodities)/Weekly/Long-short

The signals of the above strategies are available in weekly systematic trading reports for subscribers. Click here for more details.

Monthly Strategy

TFD3M -7.0% Systematic Asset Allocation/ETFs/Monthly/Long-only

The monthly systematic asset allocation signals are provided to Market Signals or All in One premium subscribers as a bonus. Click here for more details. 

EOD PSI5 Algo Mean-Reversion/Breakouts Strategies

PSI5ETF -1.4% PSI5 Algo/ Mean-reversion/ETFs/EOD/Long-only
PSI5DOW -4.7% PSI5 Algo/Mean-reversion/Dow 30 stocks/EOD/Long-only
PSI5TF +25.3% -PSI5 Algo/breakouts/Futures (23)/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.

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