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Performance of Price Action Lab Blog Strategies

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%.

Weekly Strategies 

Strategy YTD Strategy Type/Market(s)/Timeframe/Positions
TFD3W -8.0% Systematic Asset Allocation/ETFs/Weekly/Long-only
MRSPYW -9.5% Mean-reversion/SPY/Weekly/Long-only
ETF4RW -5.7% Cross-sectional Momentum/ETFs/Weekly/Long-only
ETFNRW -0.7% Cross-sectional Momentum/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
FACTWLS +3.1% Cross-sectional Momentum/ETFs/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 -5.1% 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. 

End-Of-Day Strategies

MRDJ -7.0% Mean-reversion breakouts/Dow 30 stocks/EOD/Long-only
MRETF -7.5% Mean-reversion/breakouts/ETFs/EOD/Long-only
MRETFLS +2.0% Mean-reversion/breakouts/ETFs/EOD/Long-short
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 Mean-Reversion 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.

For trend-following performance of 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.