This is the signal table for Mean-Reversion Strategy that trades stocks in the Russell 1000. The default sort places current MR-Setups at the top with three column sorts. These are Conditions (Pass), Oversold (MR-Setup) and StdDev (entry preference).
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This table is for the Trend & Normalized ROC strategy that trades 74 stock-based ETFs. It tracks the Composite Breadth Model, Trend Composite, eSlope and Normalized ROC.
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Today’s report will update performance for the Rotation Strategies that trade stocks in the S&P 500 and the Nasdaq 100. Performance from 2007 until 2021 was stellar, but performance since 2022 has been subpar. 2022 was a down year and the strategies recouped
Traders can use this page to run a rotation strategy that trades stocks in the S&P 500 (excluding financials). The page starts with a signal summary for the last two weeks. This includes recent entries and exits. We then show the ranking tables for the current week and prior week.
Traders can use this page to run a rotation strategy that trades stocks in the Nasdaq 100. The page starts with a signal summary for the last two weeks. This includes recent entries and exits. We then show the ranking table for the current week.
This article will update the mean-reversion strategy that trades stocks in the Russell 1000. Mean-reversion setups and trades come in clusters, such as now. This means we often get periods with
This report updates the Trend and Momentum Strategy that trades 74 stock-based ETFs. This strategy went through a rough patch from January 2022 to May 2023, but rebounded the last two months
Today’s article introduces a rotational strategy that trades stocks. As the name implies, rotational strategies buy top ranked stocks and then sell when they drop below a certain rank. For example, buy the top ten and sell when they drop out of the top twenty. This
This article introduces a mean-reversion strategy to trade Russell 1000 stocks. I will cover some of the key concepts behind the strategy and provide a sneak-peak at the equity curve. In contrast to the rotation strategy trading
Today’s report will test the Trend Composite & Normalized ROC Strategy on stocks. We will first review the testing parameters and signals for the strategy. I will then test on stocks in the S&P 500 and three other indexes. The overall returns are positive, but the
Today’s article will show how Normalized ROC performs in a rotational trading strategy. This rotational strategy builds on the prior strategy by using the same indicators (Trend Composite, eSlope, Normalized ROC).
This articles covers the indicators and signals for a trend-momentum strategy to trade stock-based ETFs. The Composite Breadth Model defines market conditions. The Trend Composite and eSlope120 are used for trend identification, and Normalized ROC delivers the momentum rank. We show performance metrics for this strategy and provide a signal table.
We are making progress. After a big hiccup on Thursday, I reworked the strategy and will cover the basics in this article. Here are some of the changes. First, the strategy trades stocks in the Russell 1000 to capture more beta. Second, I tightened the volatility filter by requiring the standard deviation to be below 50%. Third, I added price,
This report updates the strategy that trades the 50 All-Weather ETFs using the Trend Composite for trend status and StochClose for price rank. I am updating this strategy because the Composite Breadth Model turned
This article covers the indicators and signals for a trend-rank strategy to trade the 50 ETFs in the All Weather List. The Composite Breadth Model defines market conditions, the Trend Composite identifies the trend and StockClose provides the rank. We show performance metrics for this strategy and provide a signal table.
This report will introduce the criteria, indicators and signals for a mean-reversion strategy that trades ETFs. The strategy buys after excessive declines and sells after the first bounce. Buy the dip and sell the rip. This is a very picky