Please note: None of the strategies listed below was ever coded or disclosed in a social trading platform. The strategies are proprietary and based on sound hypotheses about price action behavior and formation of anomalies in weekly timeframe. Signals are from forward performance. Performance based on backtests is provided in the forward samples for informational purposes only. Note that all strategies may fail in the future if market conditions change.
Signals of strategies below are offered as part of the Premium Signals service. For a sample report click here. The strategy logic is also available for sale to professional traders and hedge funds subject to acceptance of a non-disclosure agreement.
|ETF2RW||SPY, TLT||Long-only||Rotation/Hold up to two ETFs|
|ETF4RW||SPY, TLT, GLD, SHY||Long-only||Rotation/Hold up to two ETFs|
|DOWW||30 Dow stocks||Long/short||Top 6/Bottom 6 based on DLPAL LS rank|
|MRDOWW||30 Dow stocks||Long-only||Mean-reversion, up to 20 positions|
*The long-short variant SPYLSMAW is included for comparison purposes. Short signals are ignored in the case of long-only strategy SPYLMAW.
The weekly timeframe applies to the signals of all strategies. All entry and exit signals are for the open price of the following weekly bar except when a stop-loss is triggered.
SPYLMAW is a long-only for trading SPY based on adaptive moving averages.
SPYLSMAW is a long-short (exit long and reverse to short) strategy for trading SPY based on adaptive moving averages. The long-only part of the strategy can be also used.
MRSPYW is mean-reversion strategy for SPY ETF based on sound mathematics that generates long-only signals while avoiding bear markets.
ETF2RW trades SPY and TLT long-only based on momentum and can hold one of those ETFs or both based on a ranking method.
ETF4RW trades, SPY, TLT, GLD and SHY long-only based on momentum and can hold up to two ETFs at a time based on a ranking method.
DOWW is a long/short strategy that trades the top 6 and bottom 6 of the Dow 30 group of stocks using a ranking method based on features generated by DLPAL LS software.
MRDOWW is a mean-reversion strategy based on sound mathematics that generates long-only signals in Dow 30 stocks while avoiding bear markets.
* Performance is adjusted for dividends and does not include any leverage. Commissions of $0.01/share are included in all performance calculations. Click here for a disclaimer.
2017 performance based on backtests (01/03/2017-12/29/2017)
*Backtested performance net of $0.01 per share commission with no leverage. Disclaimer.
Historical performance (Equity and underwater equity charts )
Starting date to 03/23/2018. All backtests include commission of $0.01 per share.
SPYLSMAW – Starting date 01/29/1993
|Parameter||SPYLSMAW||SPY Buy and hold|
MRSPYW – Starting date 01/29/1993
|Parameter||MRSPYW||SPY Buy and hold|
ETF2RW – Starting date 01/02/2004
|Parameter||ETF2RW||Buy and hold|
ETF4RW – Starting date 01/03/2007
|Parameter||ETF4RW||Buy and hold|
DOWW – Starting date 01/04/2016
|Parameter||DOWW||SPY Buy and hold|
Note: This is a long/short strategy and comparison to buy and hold should be made in context.
MRDOWW – starting date 01/03/2000
|Parameter||MRDOWW||SPY Buy and hold|
- Equity performance is based on backtests
- All trades are placed at the open of the next weekly bar.
- Commission of $0.01/share is included in all backtests above.
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