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 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.
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
Stocks advanced from late December to early February with the S&P 500 SPDR (SPY) gaining over 10% from low to high. SPY then pulled back last week with a 2.5% decline from the
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