Strategies are available for sale only to qualified professional traders and hedge funds. Contact us for details.
Our strategies include: PSI5, AMAV, MADAPT, FLUX and VOLZ. The code and signals of these strategies are also available for sale only to professional traders and hedge funds subject to acceptance of a non-disclosure agreement. Please read our disclaimer before ordering.
PSI5 MEAN-REVERSION STRATEGY
The strategy is not data-mined but based on a formula from probability theory. This is a mean-reversion strategy and can be used to trade long-only portfolios of large cap stocks, as well-as, ETFs and futures contracts.
Timeframe: daily and weekly.
Application examples
- Mean-Reversion Strategy For Dow 30 Stocks
- PSI5 Mean-Reversion Strategy Update
- Structural Versus Random Edges
- Mean-Reversion Recovers From March Drawdown
- PSI5 Mean-Reversion Strategy Performance in 2019
- S&P 500 Stocks Mean-Reversion with PSI5 Strategy
- Dow Stocks Volatility Adaptive Trend-Following with Mean-Reversion
- Large cap trading in daily timeframe
- Large cap trading in weekly timeframe
- PSI5 Strategy Performance in SPY ETF
- PSI5 Strategy Performance in Weekly SPY ETF
- Mean-Reversion Strategy For Futures
- Weekly Mean-Reversion Strategy For Futures
- Volatility Adaptive Trend-Following with Mean-Reversion For Futures
- Volatility Adaptive Trend-Following with Mean-Reversion
- Importance of Stability of Trading Strategy Win Rate
AMAV VOLATILITY ADAPTIVE MOVING AVERAGE STRATEGY
The volatility adaptive moving average uses volatility to adjust the period of a moving average in a crossover that signals uptrend start and end. The adaptive moving average speed changes as a result to better capture directional moves while minimizing losses due to whipsaw.
Timeframe: daily.
Application examples
- Systems Report
- Dow Stocks Volatility Adaptive Trend-Following with Mean-Reversion
- Volatility Adaptive Trend-Following with Mean-Reversion
- Volatility Adaptive Trend-Following with Mean-Reversion For Futures
MADAPT ADAPTIVE STRATEGY BASED ON RETURNS PROFILE
This is a long-short trend-following strategy that adapts a fast and a slow moving average to daily returns to follow trends. Long positions are reversed to short and vice versa so the strategy is always in the market.
Timeframe: daily.
Application examples
Trend-Following with Adaptation Mechanism Based on Daily Returns
For updated strategy performance contact us.
FLUX STRATEGY FOR SPY ETF AND DOW 30 STOCKS
This is a long-short trend-following strategy that may offer high convexity during market corrections. Long positions are reversed to short and vice versa so the strategy is always in the market.
Timeframe: daily.
Application examples
Strategy Based on Newtonian Fluxions
For updated strategy performance contact us.
VOLZ VOLAITLITY TRADING STRATEGY
The strategy trades UVXY long/short in the daily timeframe . The strategy is based on contango and backwardation conditions in VIX. This is not a data-mined strategy but is based on sound technical considerations. A volatility adaptation mechanism is used to boost returns and then the maximum drawdown is adjusted by applying risk management.
Timeframe: daily.
Application examples
Three Stages of Developing a Volatility Trading Strategy
For updated strategy performance contact us.
Price
There are discounts when purchasing more than one strategy. For price details contact us. Please include the following:
- Fund name or professional trader status declaration
- Your name and position
- Full address and telephone number
- Website (if any)
Disclaimer: The strategies are provided as educational trading tools 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.