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

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

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.

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

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.

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

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.

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

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.

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

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.

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

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

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2024 Report Card, RO-Trader Shines, RO-Investor Starts Rough, ETF Strategy Maintains Edge

2024 was a good year, even though it finished with a drawdown in December. The rotation trader strategies put in solid performances, especially RO-Trader-SPX. The rotation investor strategies started off well in November, but took a hit in December as the market fell. Momentum rotation strategies follow the ebb

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ETF Trend Momo Profit Target Strategy – Performance Updates

This report shows performance metrics for the ETF Trend, Momentum and Profit Target strategy trades 74 stock-based ETFs. Trading on a weekly basis, this strategy outperforms buy-and-hold for the S&P 500 with much lower drawdowns. The Composite Breadth Model kept drawdowns in check with timely exits ahead of bear markets. A strong Win Rate and solid gain/loss ratio produced a Profit Factor well above 2.

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

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.

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Composite Breadth Model – Chart Signals, Performance Metrics and Methodology

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.

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Rotation Investor Nasdaq 100 – Performance Updates

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%).

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Rotation Investor S&P 500 – Performance Updates

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).

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Rotation Trader S&P 500 – Performance Updates

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.

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Beginning in the Midst of a Bull Run and Dealing with Drawdowns

Not all pullbacks result in long-term trend changes and not all drawdowns lead to bear markets. The odds favor the bulls as long as the bull market signal is valid and drawdowns provide opportunities during bull markets. Today’s report will analyze the drawdowns in the Rotation Investor strategies. We will show the Maximum Drawdown, Median Drawdown and a drawdown range for putting money to work.

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Revisiting Overbought Filters for Rotation Strategies – Can we Improve Performance with a Tweak?

Momentum-Rotation strategies get their edge from upward momentum. More often than not, this means there will be entry signals for stocks that seem overbought. Not all overbought stocks continue higher and some correct hard after becoming overbought. Can we improve performance by avoiding stocks that are extremely overbought? Today’s report will discuss the recency bias, show some overbought examples and puts an overbought filter to the test.

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Understanding Equity Curve Performance and Setting Realistic Expectation (Premium)

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.

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

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?

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

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.

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

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.

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