The previous article explained the methodology behind the Trend-Momo Bull-Bear ETF Strategy with signal and ranking table examples. This article will update performance by showing the equity curve relative to buy-and-hold, putting the June drawdown
Today’s article is the fifth installment of the Trend Composite strategy. The series was put on hold because of recent events and market volatility, but continues today and will complete before the end of the month. Today’s installment uses the highly curated All Weather ETF List, which covers most assets and has minimal overlap.
Today we put the individual trend-following indicators in the Trend Composite to the test and compare performance against the Trend Composite itself. These are “All Signals” tests that give us an idea of trade frequency (number of trades), Win Rate, Average Gain and Average Loss. We will also look at three other performance