Systematic Trading Strategies and Next Level Trading Setups

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

This page is for members with the appropriate subscription.

There are two offerings at TrendInvestorPro:

SystemTrader offers quantified strategies, signal pages and strategy articles.

ChartTrader offers reports and videos with market analysis and trading setups.

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

By

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.

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

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

By

This page covers signals for the Rotation Investor Strategy for Nasdaq 100 stocks (RO-Investor-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.

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

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

By

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.

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

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

By

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.

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

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

By

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.

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

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

By

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.

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

Understanding Equity Curve Performance and Setting Realistic Expectation (Premium)

By

It is important to understand the ebb and flow of the equity curve when trading a strategy. How long is the strategy flat or down? How often do we see strong momentum runs? How often does the strategy experience double-digit drawdowns? How can we take advantage of drawdown? We will answer these questions and more.

Understanding Equity Curve Performance and Setting Realistic Expectation (Premium) Read More »

Do Overbought Filters Improve Performance for Momentum Rotation Strategies? (Premium)

By

Buying stocks that seem overbought is difficult, but this is often required when trading a momentum-rotation strategy. By design, these strategies buy the strongest stocks and many seem “overbought”. Momentum is all about buying high and selling higher. This report will test the original Rotation Investor strategies with the addition of an overbought filter. In other words, we will avoid stocks that are overbought. Does this filter help or hurt performance?

Do Overbought Filters Improve Performance for Momentum Rotation Strategies? (Premium) Read More »

Rotation Investor or Rotation Trader? Comparing and Contrasting (Premium)

By

This report explains the difference between the Rotation Trader strategies and the Rotation Investor Strategies. Key difference include: market timing models, trend indicators, rank indicators, positions, holding times and profit factors. In short, RO-Trader trades more often, has short holding periods and generates smaller average profits. RO-Investor trades less often, has longer holding periods and generates larger average profits.

Rotation Investor or Rotation Trader? Comparing and Contrasting (Premium) Read More »

Composite Breadth Model – Chart Signals, Performance Metrics and Methodology

By

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.

Composite Breadth Model – Chart Signals, Performance Metrics and Methodology Read More »

Rotation Investor S&P 500 – Performance Updates

By

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).

Rotation Investor S&P 500 – Performance Updates Read More »

Rotation Investor Nasdaq 100 – Performance Updates

By

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%).

Rotation Investor Nasdaq 100 – Performance Updates Read More »

Rotation Investor Nasdaq 100 – Explaining the Indicators, Universe, Methods & Signals

By

Rotation trading strategies capture the power of momentum by rotating into the strongest stocks and out of stocks that are losing upward momentum. This report explains Rotation Investor NDX (RO-Investor-NDX), which trades Nasdaq 100 stocks using weekly signals. We cover the required conditions, trend indicators, momentum rank, rotation thresholds and exit signals. This report concludes with an overview of the signal pages and the ranking tables used to trade these strategies.

Rotation Investor Nasdaq 100 – Explaining the Indicators, Universe, Methods & Signals Read More »

Rotation Investor S&P 500 – Explaining the Indicators, Universe, Methods & Signals

By

Rotation trading strategies capture the power of momentum by rotating into the strongest stocks and out of stocks that are losing upward momentum. This report explains the Rotation Investor SPX strategy (RO-Investor-SPX), which trades S&P 500 stocks using weekly signals. We cover the required conditions, trend indicators, momentum rank, rotation thresholds and exit signals. This report concludes with an overview of the signal pages and the ranking tables used to trade these strategies.

Rotation Investor S&P 500 – Explaining the Indicators, Universe, Methods & Signals Read More »

Rotation Trader SPX & NDX – Explaining the Indicators, Universe, Methods & Signals

By

This report explains the two Rotation Trader strategies (RO-Trader), which trade using weekly signals. These strategies use the same indicators and methods, but trade different universes. One trades stocks in the Nasdaq 100, while the other trades stocks in the S&P 500 (without financials). We cover the required conditions, trend indicators, momentum rank, rotation thresholds and exit signals. This report concludes with an overview of the signal pages and the ranking tables used to trade these strategies.

Rotation Trader SPX & NDX – Explaining the Indicators, Universe, Methods & Signals Read More »

SystemTrader – How to Start Trading a Strategy – Good Times and Bad (Premium)

By

Everyone has a trading plan until they go into drawdown. The Dual Momentum Rotation Strategies are off to a great start here in 2024. This is the easy part. Don’t forget that RISK is always lurking in the equity markets and this is something we must always take into account. There is no reward without risk.

SystemTrader – How to Start Trading a Strategy – Good Times and Bad (Premium) Read More »

SystemTrader – Diversification Benefits – Recency Bias – Dealing with Drawdowns – Tweaks (Premium)

By

The Dual Momentum Rotation Strategies started out with a bang this year and produced big gains in the first three months. Market action then turned mixed with tech-related stocks falling sharply. The Nasdaq 100 strategy moved into a deep drawdown the last five weeks (NDX update here). The S&P 500 strategy is holding up well because

SystemTrader – Diversification Benefits – Recency Bias – Dealing with Drawdowns – Tweaks (Premium) Read More »

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

By

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.

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

Rotation Trader S&P 500 – Performance Updates

By

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.

Rotation Trader S&P 500 – Performance Updates Read More »

Scroll to Top