Welcome to System Trader!
Algorithmic Strategies and Timing Models that Generate Alpha
Super charge your portfolio by harnessing the momentum edge with System Trader. We combine market timing models, trend filters and momentum ranks to create portfolios that generate above-average returns with lower risk. Our systematic strategies start with breadth models to define market conditions for the S&P 500 and Nasdaq 100. We then use trend filters and proprietary momentum ranks to trade the leading stocks in each index. These strategies exit stocks when they no longer lead and rotate into the new leaders. There is always a horse in the race.
System Trader Main Pages & Navigation
There are four main pages for System Trader subscribers:
- System Trader Strategies
- System Trader Signals
- System Trader Marking Timing
- System Trader Articles
The Strategies page contains full reports for each strategy. These reports include indicator explanations, signal examples, trading frequency and performance metrics. Note that we update performance metrics at the beginning of every month. These reports also explain the signal tables.
The Signals page shows the signal pages for each strategy.
- Rotation Trading for S&P 500 Stocks (w/o Financials)
- Rotation Trading for Nasdaq 100 Stocks
- Trend-Momentum Trading for ETFs
The Market Timing page contains the Composite Breadth Model (CBM), SPX Breadth Model and NDX Breadth Mode. We update this page every Saturday (before 6AM ET).
The Articles page contains special reports related to systematic trading. Past reports covered the following:
- The AI Boom (NVDA) vs the Internet Boom (CSCO)
- How to Get Started with Momentum Strategies
- Zweig Breadth Thrust: Testing and Adding a Twist
- Skip the Noise, Focus on the Signal, Effectively Use the 200-day
- Market Timing Models Improve Long-term Performance
The navigation links are at the top of every webpage. System Trader page links are under the “System Trader” menu.
System Trader Schedule, Vacation & Email Alerts
We update the market timing models and signal pages on Saturdays (before 6AM ET).
We send email alerts when there is a new report or weekend update. If you are NOT on the list and would like to be added, click here for the signup form.
Tools of the Trade
First and foremost, I use Amibroker and Norgate data for system development, backtesting and explorations. It is one of the fastest, cleanest and most versatile platforms out there. There is quite a learning curve because it requires detailed coding.
Second, I sometimes link charts in commentaries to an equivalent chart from StockCharts.com, which I also use at times.
I also created the TIP Indicator Edge Plug-In for StockCharts ACP. This plugin includes 11 unique indicators for trend following, mean-reversion setups, trailing stops and volatility. See this article for complete explanations and chart examples.
Third, I use TradingView (affiliate link here) when following the markets during trading hours. They offer a wide array of indicators and data sources.