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Trading Strategies For Sale

Trading success depends on three key factors: sufficient capitalization, discipline, and edge. We cannot do anything about the first two, but we can try to help with the third. The strategies we have developed are based on the following two principles: simplicity and economic value.

Simplicity reduces the probability of overfitting and data-mining bias. Economic value is necessary in the form of reasonable alpha and risk-adjusted returns.

The strategies are suitable for traders with basic knowledge of programming and testing rules on backtesting platforms. We provide the rules only and code examples in the case of the PSI5 strat/algo.

PSI5 Strategy/Algo

The PSI5 strategy/algo is based on a formula from a probability book and is sold subject to acceptance of a non-disclosure agreement. Please read our disclaimer before ordering. Contact us below using the form for a copy of the agreement and payment instructions.

Strategy/Algos Description Price
PSI5 Mean-reversion/Trend-following algo/strategy Contact us

Limited-time offers or algo sales may be terminated without prior notice. All sales are final, and no refunds will be made on any purchase. No refunds are given for cancellations or under any circumstances, and there is no exception. 

Delivery: We provide a PDF with a detailed description of the PSI5 strategy/algo rules for informational purposes only.  We include mean-reversion examples of strategies for ETFs and stocks and a trend-following example for futures, including the Amibroker AFL code.  

Terms: All sales are final, and no refunds will be made on any purchase. No refunds are given for cancellations or under any circumstances, and there is no exception.

Strategy Bundle

A new strategy addition on April 3, 2024: ETFMO

The MRMOM strategy has taken the place of the D10S1 strategy as of March 21, 2024. The D10S1 strategy may be offered as a bonus as part of special sales.

The rules of nine strategies are available for sale in a bundle. The rules we provide are sufficient for programming the strategies on a trading platform. The strategies are not data-mined and have simple rules. Do not expect anything overly complicated. Check the strategy articles for any periodic updates.

The price of the bundle is $3,995. This offer will end without notice.

Strategy Description Markets
MRETF Mean-reversion/breakouts Long-only SPY, QQQ, TLT
MRETFLS* Mean-reversion/breakouts Long-short SPY, QQQ, TLT
B2S2* Mean-reversion Long-only Dow 30 stocks
TFDLS* Trend-following 23 Futures, long-short
MRMOM* Regime switching Long-only SPY, QQQ, TLT, and GLD
ETFMR Mean-reversion Long-only SPY and QQQ
VOLZ Volatility Long and short
ETFSEAS Seasonality Strategy Long SPY, TLT, and GLD
ETFMO Seasonality Strategy Leveraged ETF

 *Also sold separately. 

Performance based on backtests (Last update: December 29, 2023)*

Strategy Start Year CAGR MDD Sharpe Correlation Skew Beta Alpha
MRETF 2002 5.0% -9.2% 0.75 +0.40 -0.37 0.14 2.7%
MRETFLS 2002 5.6% -17.2% 0.62 +0.06 -0.20 0.03 3.7%
B2S2 1993 17.4% -30.5% 1.00 +0.85 +0.51 0.79 4.2%
TFDLS 2000 13.1% -32.3% 0.70 -0.13 -0.39 -0.13 6.4%
MRMOM 2003 10.1% -16.5% 1.10 +0.67 +0.18 0.31 4.1%
ETFMR 2003 9.4% -22.9% 0.77 +0.67 +0.91 0.44 3.3%
VOLZ 2012 68.5% -60.9% 1.35 +0.03 +1.75 0.09 16.6%
ETFSEAS 2005 8.0% -13.3% 0.90 +0.22 +3.76 0.10 4.6%
ETFMO 2010 14.2% -21.3 0.92 -0.1 +1.42 -0.1 8.6%

*The correlation, beta, and alpha are with SPY ETF.  The skew is for the equity curve’s daily changes.

Delivery: The trading rules are in the form of “locked content” in the articles linked above and are unlocked after paying for a subscription to the strategies. For more information and to order, use the form below.

Terms: All sales are final, and no refunds will be made on any purchase. No refunds are given for cancellations or under any circumstances, and there is no exception.

Strategy code: We provide the rules in plain English. The customer will need to convert those rules to code before testing them on a backtesting platform. We use Amibroker AFL, and our support team might be able to help with customer-developed code in that language.

Data requirements: We use Norgate Data. The B2S2 strategy requires delisted series for accurate backtesting. If delisted series are not available, the results will be approximate. Testing the TFDLS strategy requires continuous back-adjusted futures contracts.

 

PSI5 Algo for Convergent and Divergent Strategies

The algo is not data-mined but based on a formula from probability theory. This algo can be used for mean-reversion and trend-following to trade portfolios of large-cap stocks, ETFs, and futures contracts.

Timeframe: daily and weekly.

Application examples and general information

 

B2S2 Mean-Reversion Strategy For Trading Dow 30 Stocks

This is a strategy for trading Dow 30 stocks with no parameters to optimize and no filters.

Application examples

Trading Strategy For Dow 30 Stocks
A simple trading strategy with exceptional performance

 

MRETF Mean-Reversion Strategy 

This is a long-only mean-reversion strategy for trading SPY, QQQ, and TLT based on price breakouts.

Application examples

Mean-Reversion Strategy For SPY, QQQ, and TLT

 

MRETFLS Mean-Reversion Strategy 

This is a long-short mean-reversion strategy for trading SPY, QQQ, and TLT based on price breakouts.

Application examples

Mean-Reversion Strategy For SPY, QQQ, and TLT

 

TFDLS Trend-following Strategy

This is a long-short trend-following strategy for trading futures contracts based on price breakouts.

Application examples

Trend-Following Strategy For Trading Futures
Dynamic Stops In Trend-Following. Do they Make A Difference?

 

Mean-reversion/Trend following Regime Switching

A long-only ETF trading strategy with mean-reversion and momentum regime switching

Application examples

Mean-Reversion and Momentum Regime Switching

 

Mean-Reversion Strategy For SPY and QQQ ETFs

The long-only mean-reversion strategy for trading SPY and QQQ is based on two popular indicators.

Application examples

Mean-Reversion Strategy For SPY and QQQ ETFs

 

Volatility Trading Strategy

This is a high-reward, high-risk long-short volatility strategy.

Application examples

Volatility Trading Strategy

 

ETF Seasonality Strategy

The ETF seasonality strategy trades long-only SPY, TLT, and GLD ETFs.

Application examples

ETF Seasonality Strategy

 

Leveraged ETF Seasonality Strategy

The strategy trades one leveraged ETF.

Application examples

Leveraged ETF seasonality strategy

 

To place an order, contact us below. Please include the following:

For updated performance, contact us.

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 of 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.