The rules of the strategies are available for sale. The PSI5 strategy/algo 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.
Strategies/Algos
| Strategy/Algo | Description | Price* |
| PSI5 | Mean-reversion/Trend-following algo/strategy | Contact us |
| REPA | CTA Replication Strategy For Hedge Funds | Contact us |
*Limited-time offers or algo sales may be terminated without prior notice.
Delivery: We provide a PDF with a detailed description of the strategy/algo rules for informational purposes only.
The rules* of four strategies are available for sale separately and in a bundle. The strategies have simple rules and do not expect anything complicated.
The price for all four strategies plus the bonus strategy is $3,980. Contact us for any available discounts using the form below.
| Strategy | Description | Markets | Price |
| MRETF | Mean-reversion/breakouts | Long-only SPY, QQQ, TLT | $495 |
| MRETFLS | Mean-reversion/breakouts | Long-short SPY, QQQ, TLT | $995 |
| B2S2 | Mean-reversion | Long-only Dow 30 stocks | $1,495 |
| TFDLS | Trend-following | Futures long-short | $1,495 |
| TFRUTLS | Trend-following | Small cap stocks long-short | Bonus |
*The rules we provide are sufficient for programming the strategies on a trading platform. 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.
The rules of MRETF are offered as a free bonus to All in One subscribers after their first three-month renewal. Offer not valid with discount coupons or other promotions unless otherwise specified.
Performance (Last update: Close of March 28, 2023)
| Strategy | Start Date | CAGR | Max. DD | Correlation* | Skew** |
| MRETF | 01/02/2003 | 5.5% | -8.7% | +0.42 | -1.2 |
| MRETFLS | 01/02/2003 | 5.8% | -15.2% | +0.08 | -1.7 |
| B2S2 | 01/02/1993 | 17.5% | -30.5% | +0.87 | -1.2 |
| TFDLS | 01/03/2000 | 13.1% | -39.6% | -0.13 | +3.8 |
*5,000-day correlation with S&P 500 index. ** Skew of trade % Profit.
Correlation matrix (5,340 returns, as of March 28, 2023)
Delivery: The trading rules are in the form of “locked content” in the articles links above and are unlocked after paying for a subscription to the strategies. For more information and to order, use the form below.
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
- Combining Trend-Following and Mean-Reversion
- PSI5 Algo Trend-following Performance
- PSI5 Algo Mean-Reversion Performance
- PSI5 Mean-Reversion Win Rate
- Structural Versus Random Edges
- Large-cap trading in a weekly timeframe
- PSI5 Strategy Performance in Weekly SPY ETF
- Mean-Reversion Strategy For Futures
- Weekly Mean-Reversion Strategy For Futures
- Importance of Stability of Trading Strategy Win Rate
REPA CTA Replication Strategy For Hedge Funds
General information
CTA Replication Strategy For Hedge Funds
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 remarkably 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.
Timeframe: Daily.
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.
Timeframe: Daily.
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?
For placing an order contact us below. Please include the following:
For updated strategy 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.