Data-Driven Strategies and Next Level Analysis

System Trader

Data-driven Strategies and Signals that Beat the Market and Preserve Capital

A membership to System Trader includes:

  • Nasdaq 100 Dual Momentum Rotation Strategy (weekly signals)
  • S&P 500 Dual Momentum Rotation Strategy (weekly signals)
  • Composite Breadth Model for broad market timing

Trading and investing involves risk.
Past performance does not guarantee future performance.

A subscription includes two special reports with videos:

Trend-Following Indicators to Catch Big Trends and Find Leading Stocks

In this report/video, we break down eight trend-following indicators with detailed explanations and signal tweaks to improve performance. This report covers classic impulse signals, in-state signals and signal thresholds. Five of these indicators can also be used to quantify momentum.

Timing the Market and Quantifying Risk using Breadth Indicators

In this report/video, we build and test a breadth model using indicators from the Nasdaq 100 and S&P 500. These include the percentage of stocks above their 200 and 150 moving averages, 52-week High-Low Percent and 26-week High-Low Percent.

System Trader offers rules-based trading strategies for stocks. These quantified strategies delivered double-digit returns in historical testing. Not only did these strategies significantly outperform buy-and-hold, but they did so with lower drawdowns.

The image below shows some basic performance metrics for these strategies from January 2003 until the end of March 2024. The Compound Annual Returns were in the 15 percent range and the Maximum Drawdowns were in the 15 to 26 percent range. Drawdowns are unavoidable because there is no reward without risk.

Equity Curves

The next images show the equity curves for these strategies (green lines). The black lines show the equity curves for the benchmarks. This first image is the equity curve for the Nasdaq 100 Dual Momentum Rotation Strategy. $NDX is the benchmark. Notice how the strategy avoided the big drawdowns in 2008 and 2022. $NDX (black line) fell sharply during these periods. The strategy flat-lined because it moves to cash when a bear market signals. Click here for full details on the Nasdaq 100 strategy.

The next image shows the equity curve for the S&P 500 Dual Momentum Rotation Strategy. $SPX is the benchmark. The strategy is up almost three times more than the benchmark. Click here for full details on the S&P 500 strategy.

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