TrendComp

The Trend-Momo Bull-Bear ETF Strategy Update (part 11) – Performance Update,  A Tough 2022, New Positions in December

Today’s report will update the Trend-Momo Bull-Bear ETF Strategy that trades the All Weather ETFs. 2022 has been a rough year and there are still two weeks left. The Composite Breadth Model turned positive on November 30th and this means stock-based ETFs became eligible for the strategy.

The Trend-Momo Bull-Bear ETF Strategy Update (part 11) – Performance Update,  A Tough 2022, New Positions in December Read More »

Trend-Momo Bull-Bear ETF Strategy (part 10) – Performance Update, Perspective on June Drawdown, First/Last Day of Week Entries

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

Trend-Momo Bull-Bear ETF Strategy (part 10) – Performance Update, Perspective on June Drawdown, First/Last Day of Week Entries Read More »

Trend-Momo Bull-Bear ETF Strategy (part 9) Update – Impulse vs In-State Signals, Understanding Entries, Leaders at the Start of a Bull Market

This is an update to the Trend-Momentum strategy that trades the All Weather ETF List. First introduced in February 2022, this strategy benefits from bull markets by focusing on stock-based ETFs when the Composite Breadth Model turns

Trend-Momo Bull-Bear ETF Strategy (part 9) Update – Impulse vs In-State Signals, Understanding Entries, Leaders at the Start of a Bull Market Read More »

Trend Composite Strategy (Part 8) – Increasing Trade Frequency and Total Return with Percent Profit Targets

Today’s article is the eighth installment of the Trend Composite strategy. Last week we looked at ATR Trailing Stops and time-based exits, but these did not add much value. Today we will add various profit targets based on percentage gains. The strategy will still sell when/if the Trend

Trend Composite Strategy (Part 8) – Increasing Trade Frequency and Total Return with Percent Profit Targets Read More »

Trend Composite Strategy (part 7) – Trend-Momo AllW50 BB ETF Strategy, the Nature of Trend-Following, Live Example with Signal/Ranking Table

The Composite Breadth Model turned bullish on Friday and this means the Market Regime is bullish. This also means the Trend Composite strategy outlined in part five can now choose trend-momentum signals in stock-related ETFs. Please review part five for details on this strategy.

Trend Composite Strategy (part 7) – Trend-Momo AllW50 BB ETF Strategy, the Nature of Trend-Following, Live Example with Signal/Ranking Table Read More »

Trend Composite Strategy (Part 6) – Applying an ATR Trailing Stop and Testing Different Time Exits

Today’s article is the sixth installment of the Trend Composite strategy. We will take the strategy a step further by adding an ATR Trailing Stop and a time exit based on the number of bars in the trade. Time exits are similar to, but not exactly the same as, rebalancing.

Trend Composite Strategy (Part 6) – Applying an ATR Trailing Stop and Testing Different Time Exits Read More »

Trend Composite Strategy (Part 5) – All Weather List, Cross versus In-State Signals, Bear Market Alternatives

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.

Trend Composite Strategy (Part 5) – All Weather List, Cross versus In-State Signals, Bear Market Alternatives Read More »

Trend Composite Strategy (Part 4) – Volatility-Adjusted Performance, Portfolios based on Trend and Price Performance, Bear Market ETFs

Today’s article is the fourth installment in the Trend Composite series. We started with an introduction to the Trend Composite, tested uptrend/downtrend signals and then moved to portfolio level testing using StochClose as the tiebreak. Today we focus more on StochClose rank by using

Trend Composite Strategy (Part 4) – Volatility-Adjusted Performance, Portfolios based on Trend and Price Performance, Bear Market ETFs Read More »

Trend Composite Strategy (Part 3) – Portfolio Level Testing, StochClose Ranking, Market Regime Filter, Optimizing Number of Positions

Today’s article is the third installment of the Trend Composite series, which is working towards a trend-momentum strategy for trading ETFs. Today we will move from “All Signals” testing to portfolio level testing. We will first use uptrend/downtrend signals

Trend Composite Strategy (Part 3) – Portfolio Level Testing, StochClose Ranking, Market Regime Filter, Optimizing Number of Positions Read More »

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