Premium Market Analysis, Trader Education, Software, and Trading Strategies

Trading Strategies For Sale

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 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

The rules of eight 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 for all eight strategies is $2,995. Contact us for any available discounts using the form below.

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
D10S1 Tail Hunting Short-only Russell 3000 Stocks
ETFMR Mean-reversion Long-only SPY and QQQ
VOLZ Volatility Long and short
ETFSEAS Seasonality Strategy Long SPY, TLT, and GLD

 *Also sold separately. 

Performance based on backtests (Last update: November 20, 2023)

Strategy Start Date CAGR Max. DD Sharpe YTD Correlation* Skew**
MRETF 01/02/2002 5.0% -9.2% 0.75 1.1% +0.44 -1.1
MRETFLS 01/02/2003 5.2% -15.2% 0.55 -10.2% +0.10 -1.7
B2S2 01/02/1993 17.2% -30.5% 1.00 7.9% +0.85 -1.2
TFDLS 01/03/2000 13.4% -31.8% 0.73 1.5% -0.12 +3.9
D10S1 01/02/2002 14.5% -15.4% 1.22 9.2% -0.21 +3.2
MRFREE 01/02/2003 9.5% -22.9% 0.78 13.7% +0.66 -1.1
VOLZ 01/02/2012 39.2% -60.9% 0.77 26.8% +0.23 +4.4
ETFSEAS 1/03/2005 8.1% -13.3% 0.90 13.3% +0.17 +0.9

*Correlation with S&P 500 index.  ** Skew of trade % Profit/Loss. 

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.

 

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?

 

D10S1 Trading Strategy For Russell 3000 Stocks

This is a simple strategy for trading Russell 3000 stocks short-only.

Application examples

Trading Strategy For Russell 3000 Stocks

 

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

 

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.