Please note: None of the strategies listed below was ever coded or disclosed in a social trading platform. The strategies are not data mined but are based on sound hypotheses about price action behavior and formation of anomalies in weekly timeframe. Performance is based on backtests and provided for informational purposes only. Note that all strategies can fail in the future if market conditions change. Past performance is no guarantee of future results.
|ETF2RW||SPY, TLT||Long-only||Rotation/Hold up to two ETFs|
|ETF4RW||Three ETFs||Long-only||Rotation/Hold up to two ETFs|
|ETFNRW||Six ETFs||Long-only||Rotation/Hold up to three ETFs|
|DOWW||30 Dow stocks||Long/short||Long/short up to 6 stocks based on DLPAL LS rank|
|MRDOWW||30 Dow stocks||Long-only||Mean-reversion, up to 6 open positions|
* Changed to Top 3/Bottom 3 in 2020 from Top 6/Bottom 6, in 2019.
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. After 2020 the strategy is using volatility targeting for position size determination.
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. After 2020, position is adjusted to 75% when there is only one position.
ETF4RW trades a number of ETFs long-only based on momentum and can hold up to two ETFs at a time based on a ranking method.
ETFNRW trades a number of ETFs long-only based on momentum and can hold up to three ETFs at a time based on a ranking method. Strategy was introduced in 2021.
DOWW is a long/short strategy that trades up tp 6 stocks long/short from the Dow 30 group of stocks using a ranking method based on features generated by DLPAL LS software. Before 2021 the strategy was dollar neutral; 3 long/3 short stocks.
MRDOWW is a mean-reversion strategy based on sound mathematics that generates up to 6 long-only signals in Dow 30 stocks while avoiding bear markets.
1 MDD (maximum drawdown is for latest version of strategies and does not include any changes from current year.) MDD is a random variable and refers only to past. Future values may increase.
2 Strategy introduced in 2021.
3 Average return does not include results from ETFNRW strategy.
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- 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.
- There is no leverage application.
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