Systematic Trading Strategies and Next Level Trading Setups
The table below shows performance metrics for the S&P 500 Rotation Investor Strategy (RO-Investor-SPX) and $SPX buy-and-hold. The strategy outperformed buy-and-hold with a significantly higher Compound Annual Return (CAR): +13.39% vs +7.76% (blue shading). Just as important, the strategy’s Maximum Drawdown
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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 (+18.03% vs +12.97%), and the strategy’s Maximum Drawdown (-21.52%) was less than half that of buy-and-hold
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RO-Investor-ETF is momentum rotation strategy that trades an all-weather ETF universe in bull markets and bear markets. This strategy starts with a breadth model for stock market timing. The strategy favors equity ETFs in bull markets, and bond ETFs in bear markets. With commodity and crypto ETFs in the universe, there is almost always a bull market somewhere. This report covers the trend indicator, the volatility condition, the ETF universe, the ranking indicator and the rotation rules. We also explain the signal/portfolio page and the ranking table.
Rotation Investor ETF – Strategy Details, Indicators, Universe, Signals, Tables Read More »
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 strategy that trades Nasdaq 100 stocks (RO-Investor-NDX). We cover the trend indicator, volatility condition, momentum rank, rotation threshold and exit signals. We also explain the signal/portfolio page and the ranking table.
Rotation Investor NDX100 – Strategy Details, Indicators, Signals, Rank Table Read More »
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 strategy that trades S&P 500 stocks (RO-Investor-SPX). We cover the trend filter, volatility condition, momentum rank, rotation threshold and exit signals. We also explain the signal/portfolio page and the ranking table.
Rotation Investor SPX500 – Strategy Details, Indicators, Universe, Signals, Tables Read More »
