Data-Driven Strategies and Next Level Analysis

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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)
  • Russell 1000 Mean-Reversion Strategy (daily signals)
  • A market timing strategy using a 14-indicator breadth model

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

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 January 2024. The Compound Annual Returns were in the 14 to 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 this 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 this strategy.

The next image shows the equity curve for the Mean-Reversion Strategy that trades stocks in the Russell 1000 index. This strategy does not use a market filter, which means it trades during bull markets and bear markets. It is designed to complement the dual momentum rotation strategies.

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