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Weekly Signals For Position Traders

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. 

Strategy Trades Positions Strategy Type
SPYLMAW SPY Long-only Adaptive trend-following
MRSPYW SPY Long-only Mean-reversion
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 3/Bottom 6 based on DLPAL LS rank
MRDOWW 30 Dow stocks Long-only  Mean-reversion, up to 20 positions

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 strategy for trading SPY based on adaptive moving averages. 

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 3 and bottom 3 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. 

2019 performance (01/02/2019 -08/30/2019)

Strategy YTD
SPYLMAW +5.3% 
MRSPYW +12.4%
ETF2RW +12.7%
ETF4RW +15.1%
DOWW +0.3%
MRDOW +5.3%

Performance based on backtests with $0.01 comm/share

Historical performance based on backtests (Starting date to 07/31/2019)

* 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.

SPYLMAW – Starting date 01/29/1993

Parameter SPYLMAW SPY Buy and hold
CAGR +10.4% +9.6%
Max. DD -17.6% -55.2%
Sharpe 0.83 0.53
MAR 0.59 0.17

 

MRSPYW – Starting date 01/29/1993

Parameter MRSPYW SPY Buy and hold
CAGR +8.7% +9.6%
Max. DD -14.7% -55.2%
Sharpe 0.93 0.53
MAR 0.55 0.17

 

ETF2RW – Starting date 01/02/2004

Parameter ETF2RW Buy and hold (SPY, TLT)
CAGR +5.9% +7.7%
Max. DD -13.3% -19.7%
Sharpe 0.86 0.91
MAR 0.45 0.39

 

ETF4RW – Starting date 01/03/2007

Parameter ETF4RW Buy and hold (SPY, TLT, GLD)
CAGR +9.4% +7.6%
Max. DD -11.9% -21.0%
Sharpe 0.96 0.79
MAR 0.79 0.36

 

DOWW – Starting date 01/04/2016

Parameter DOWW SPY Buy and hold
CAGR +6.47% +14.4%
Max. DD -5.5% -19.4%
Sharpe 0.87 1.12
MAR 1.18 0.74

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
CAGR +7.0% +5.5%
Max. DD -14.4% -55.2%
Sharpe 0.83 0.29
MAR 0.49 0.10

Click here to subscribe to signals of all strategies above .

Notes

  • 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. 

Disclaimer: The Premium and Weekly Signals are provided as an educational trading tool 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 the Premium and Weekly Signals. Under no circumstances the Premium or Weekly Signals should be treated as financial advice. The author of this website is not a registered financial adviser. Before subscribing please read our Disclaimer and Terms and Conditions.

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