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).
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 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.