Performance of six trading strategies; Tactical asset allocation, mean reversion, cross-sectional momentum, and equity long-short with weekly and monthly updating.
Performance of the six strategy ensemble and benchmarks
In 2024, the strategy ensemble gained 12% with a 3.4% maximum drawdown. The four asset allocation models are updated on a monthly basis.
Dynamic Momentum strategy: 2024 return 24.9%, maximum drawdown -4%
Hybrid Asset Allocaion strategy: 2024 return 16.7%, maximum drawdown -2.1%
Membership: Quarterly
Membership: Annual (25% off)
Daily Mean Reversion and the Futures Trend Following are two of the strategies that are available as part of the “One Solution, Multiple Benefits” 10 strategy rule pack. For more information, click here, or buy now by clicking below.
Purchase Strategies
Daily Mean Reversion | Performance with SPY and QQQ
The following pairs can also be used in place of SPY and QQQ:
Performance with SPXL and TQQQ
* Start date: June 27, 2023. The allocation to the signals of the two ETFs is 50% of closed equity. Performance is indicative only and depends on execution, slippage, and commissions.
Daily Equity Performance (SPY and QQQ): 06/27/2023 – 01/17/2025 (updated weekly)
Win rate is 69.1%, 1,389 trades, average holding period is 4.8 days, exposure is 41.4%. Performance is indicative only and depends on execution, slippage, and commissions.
SPY: The mean waiting time between signals has been 6.5 days, and 3-standard deviations are at 23.2 days.
QQQ: The mean waiting time between signals has been 4 days, and the three-standard deviations are 14.3 days.
Strategy Spotlight | Furures Trend Following | Performance 2024
Purchase Strategies
Disclaimer
All sales and memberships will commence seven (7) days after confirmation has been received, with the processing time added to the end of the membership period to ensure a full time allocation.
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