Systematic Trading Strategies and Next Level Trading Setups

Rotation Investor Nasdaq 100 – Portfolio, Signals and Rank Table (Premium)

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ETF-Signals: Trend Momo Profit Target Strategy for Stock ETFs (Premium)

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This page covers signals for the ETF Trend Momentum & Profit Target strategy trading 74 stock-based ETFs. We first cover the Composite Breadth Model for timing. A table then shows the portfolio with a gain/loss column, profit targets and new entry/exit signals. A sidebar shows the current ETF ranking and there is a separate table for closed positions. This page includes a complete ranking table with indicators and sortable columns.

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Rotation Investor S&P 500 – Portfolio, Signals and Rank Table (Premium)

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This page covers signals for the Rotation Investor Strategy S&P 500 stocks (RO-Investor-SPX). We first cover the SPX Breadth Model for timing. A table then shows the portfolio with a gain/loss column and the new entry/exit signals. The sidebar makes it easy to compare the current ranking with the prior week’s ranking. This page includes a complete ranking table with sortable columns, sector identifiers and rank values.

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Rotation Trader S&P 500 – Portfolio, Signals and Rank Table (Premium)

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This page covers signals for the Rotation Trader Strategy for S&P 500 stocks (RO-Trader-SPX). We first cover the SPX Breadth Model for timing. A table then shows the portfolio with a gain/loss column and the new entry/exit signals. The sidebar makes it easy to compare the current ranking with the prior week’s ranking. This page includes a complete ranking table with sortable columns, sector identifiers and rank values.

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Rotation Trader Nasdaq 100 – Portfolio, Signals and Rank Table (Premium)

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This page covers signals for the Rotation Trader Strategy for Nasdaq 100 stocks. (RO-Trader-NDX). We first cover the NDX Breadth Model for timing. A table then shows the portfolio with a gain/loss column and the new entry/exit signals. The sidebar makes it easy to compare the current ranking with the prior week’s ranking. This page includes a complete ranking table with sortable columns, sector identifiers and rank values.

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Market Timing Models – Weekly Signal Updates for Composite, SPX and NDX Breadth Models

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Updated at the end of every week (usually Saturday mornings), this page shows charts and current signals for the three market timing models. The Composite Breadth Model is a broad-based breadth model, the SPX Breadth Model is geared towards large-caps and the NDX Breadth Model focuses on tech stocks. Traders can use these models to time different market segments and assess market conditions.

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ETF-Signals: Trend & StochClose Strategy for All Weather ETFs (Premium)

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Using a 270 ETF universe, this page covers Trend Composite signals for trend and StochClose values for ranking. Users can identify new trend signals, track existing signals and see the percentage change. Sortable columns make it easy to filter for uptrends and then sort by StochClose to rank trend strength. The table includes links to a StockCharts chart with corresponding indicators.

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Thrust Signals using %Above SMA – Theory, Practice, Reality

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Besides the Zweig Breadth Thrust, chartists can identify bullish thrusts using short-term breadth indicators, such as the percentage of stocks above their 20 and 50 day SMAs (simple moving averages). Breadth thrust signals reflect a sharp turnaround in participation that can foreshadow an extended uptrend. Thrust signals start with a setup that shows very few stocks

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Zweig Breadth Thrust – NYSE Original – Modern Version AD%

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Developed by the late great Marty Zweig, the Zweig Breadth Thrust uses advance-decline data to identify material shifts in participation. This indicator sets up with when the advance-decline data becomes oversold and triggers when there is a sharp broadening in upside participation (advancing stocks). It is a time sensitive indicator that must trigger within a 10 day window.

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Stocks Surge, but Was it Enough for a Breadth Thrust?

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Short-term breadth became oversold on April 4th and stocks surged on April 9th with SPY gaining 10%. SPY then fell 6.5% into Monday and became short-term oversold again. Stock rebounded on Tuesday with SPY gaining 2.6%. Trading is very choppy, but SPY is currently experiencing an oversold bounce. This is still considered a bear market bounce because the market regime indicators are net bearish and we have yet to see a bullish breadth thrust.

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Improving the Odds and Reducing Whipsaws – Trend Trio Indicator and Strategy Preview

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Successful trading strategies use filters to improve the odds. Market filters tell traders when to trade and when not to trade. Trend filters decide which names to trade and which to avoid. For equity strategies, traders can improve their odds by trading only in bull markets, and only trading names that are in uptrends. This report first covers market and trend filters, and then shows how the Trend Trio indicator can reduce whipsaws.

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Defining Oversold Extremes – Capitulation Index Sets Up, but Bearish Until Thrust Signal ($)

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Price and breadth indicators are hitting panic levels as investors indiscriminately dump stocks. Several key indicators already reached extremes that could foreshadow a bounce. However, these extremes result from strong selling pressure and increasing downside momentum, which is bearish. The vast majority of stocks moved into long-term downtrends and new lows surging. Such serious technical damage is unlikely to be reversed with the first bounce.

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2024 Report Card, RO-Trader Shines, RO-Investor Starts Rough, ETF Strategy Maintains Edge

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2024 was a good year, even though it finished with a drawdown in December. The rotation trader strategies put in solid performances, especially RO-Trader-SPX. The rotation investor strategies started off well in November, but took a hit in December as the market fell. Momentum rotation strategies follow the ebb

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ETF Trend Momo Profit Target Strategy – Performance Updates

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This report shows performance metrics for the ETF Trend, Momentum and Profit Target strategy trades 74 stock-based ETFs. Trading on a weekly basis, this strategy outperforms buy-and-hold for the S&P 500 with much lower drawdowns. The Composite Breadth Model kept drawdowns in check with timely exits ahead of bear markets. A strong Win Rate and solid gain/loss ratio produced a Profit Factor well above 2.

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SPX and NDX Breadth Models – Chart Signals, Performance Metrics and Methodology

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This report covers the SPX Breadth Model and NDX Breadth Model. As the names suggest, they provide market timing signals for their respective rotation strategies. We show recent signals on the charts, analyze the long-term performance metrics and provide a signal breakdown. This page concludes with an explanation of the models and several chart examples with breadth indicators.

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Composite Breadth Model – Chart Signals, Performance Metrics and Methodology

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Market timing is an integral part of any strategy that trades or invests in stocks. The Composite Breadth Model uses breadth indicator based on small-caps, mid-caps and large-caps. It is a broad-based breadth model that extends beyond large-caps and tech stocks. We start with the chart signals and then show the performance metrics. This page concludes with an explanation of the model and several chart examples.

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Rotation Investor Nasdaq 100 – Performance Updates

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The table below shows performance metrics for the Rotation Investor Nasdaq 100 Strategy (RO-Investor-NDX) and $NDX buy-and-hold. The strategy handily outperforms buy-and-hold (+19.93% vs 14.67%), and the strategy’s Maximum Drawdown (-20.83%) is less than half that of buy-and-hold (-53.60%). The Average Drawdown was also significantly lower (-20.28% vs -31.5%).

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Rotation Investor S&P 500 – Performance Updates

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The table below shows performance metrics for the S&P 500 Rotation Trader Strategy and $SPX buy-and-hold. The strategy outperformed buy-and-hold with a significantly higher Compound Annual Return (CAR): +14.57% vs +8.91% (green shading). Just as important, the strategy’s Maximum Drawdown (-18.91%) is around a third that of buy-and-hold (-56.59%) and the Average Drawdown is in the -16% range (blue shading). Clearly, risk (drawdown) is being appropriately rewarded (return).

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Rotation Trader S&P 500 – Performance Updates

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The Rotation Trader strategy trading S&P 500 stocks outperforms buy-and-hold by a wide margin and does so with much lower drawdowns. This page shows performance metrics that include the Compound Annual Return, Average Drawdown, Win Rate and Profit Factor. We include charts for the equity curve, annual returns and drawdowns, as well as a breakdown of monthly returns since 2003.

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