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Strategies as of 5/29/2023 03:31:25 EDT

The following Exchange Trade Funds (ETFs) are used as part of a suite of investing strategies and systems. Systems are simply composed of various strategies, which in turn utilize different groups of ETFs.

The ETFs employed in these strategies are generally low cost, liquid, and easily accessible through most brokers.

One type of strategy, known as an end of day (EOD) strategy, is more volatile and may involve taking new positions every day. These strategies require more attention and care, and are typically used in smaller allocations.

In contrast, strategies with an end of month (EOM) tick are less volatile and tend to hold positions for at least one month. Trading in these strategies typically occurs on the last trading day of the month, with positions being bought at the close. Wide stops are used, so it is possible that an exit could be issued earlier, but this is rare. These strategies tend to be more passive and require less attention.


StrategyAPR1 Year3 Year5 YearTimeFrame
AtrTQQQ17.05%14.14%26.86%32.15%EOD
AtrSPXL11.95%2.52%17.05%19.07%EOD
CtiSQQQ34.77%25.26%48.92%49.34%EOD
CtiTQQQ28.59%-18.76%22.53%32.58%EOD
CtiTECL40.51%-0.51%53.96%58.00%EOD
CtiSOXL27.84%6.81%34.24%40.47%EOD
CtiTMF18.91%-18.08%6.46%9.17%EOD
VRP-SPX35.88%42.26%22.97%52.08%EOD
VRP-NDX42.50%68.78%28.01%58.41%EOD
SplineNDX57.27%59.28%67.60%65.20%EOD
SplineSPX56.76%46.82%56.06%51.70%EOD
SplineQYLD8.87%16.01%13.02%10.54%EOD
SplineSVXY28.94%17.12%21.62%20.85%EOD
SplineVXX32.54%31.80%24.83%30.17%EOD
SplineUVXY61.83%67.37%71.46%61.56%EOD
3xADM-d30.68%-7.29%27.79%32.10%EOD
1xADM-d11.23%-4.64%10.77%11.86%EOD
Hanly10.45%-8.15%7.26%7.48%EOM
Alvarez23.80%8.44%13.16%21.00%EOM
3xADM45.96%4.29%28.38%35.67%EOM
1xADM18.44%9.83%13.57%18.97%EOM
3xADM44.60%4.41%27.20%31.34%EOM
BondYield5.90%0.13%1.58%4.83%EOM
Factor8.68%-14.20%4.37%7.74%EOM
FX14.14%-12.88%5.17%9.80%EOM
GrayBeard21.92%-14.92%7.01%16.16%EOM
Alternate23.94%8.63%9.20%18.72%EOM
Sector17.65%9.08%12.42%18.97%EOM

Notes

From the table above, a specific strategy decides what to invest in, while an indicator simply recommends either RiskOn or RiskOff

APR is the average annual percent return.

TimeFrame indicates the frequency of the data being used for the strategy, EOD - EndOfDay, EOM - EndOfMonth