CTI

CTI is retiring soon

The CTI models will be retired soon. They have been difficult to trade recently and something better is planned to replace them. The complete system will be retired.

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Using leveraged ETFs

and why they can be useful

Media

Leveraged Exchange-Traded Funds (ETFs) are a type of ETF that use financial derivatives and debt to amplify returns. They are designed to provide investors with a multiple of the daily return of a benchmark index, such as the S&P 500. For example, a 3x leveraged S&P 500 ETF, (SPXL) aims to deliver three times the return of the benchmark index on a daily basis.

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Accelerating Dual Momentum

and what it is

Accelerating Dual Momentum (ADM) is a type of investment strategy that combines both momentum and trend-following methods to generate returns in financial markets. The concept of ADM is to invest in the asset that has shown the highest returns over varying time frames in the last few months, and then switch to a risk-off asset (such as bonds or cash) when none of the assets present positive momentum or a long-term trend-following indicator signals a bear market. This is attempting to reduce the risk of significant losses during bear markets.

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Dual Momentum

and why it is useful

Dual Momentum Investing is a type of investment approach that seeks to achieve higher returns by combining relative strength momentum with absolute momentum. It is based on the idea that assets that have performed well in the recent past are more likely to continue to perform well in the near future, while assets that have performed poorly are more likely to underperform.

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CTI

SOXL with CTI

SOXL was added as a candidate for trading this system. TMF was left for now as a tradable asset but this is unlikely to trigger in the near term.

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Stops

Stops for EOM Strategies

Stops and trailing stops are being applied to the EndOfMonth systems. Most are using a 10% for both entry and trailing stops.

3xADM and 1xADM

Improved signals

Both strategies 3xADM and 1xADM use a signal indicator to determine switching between risk-on or risk-off. For both of these strategies, this signal indicator has been improved. This brings back the switch to risk-off in the recent past among other trade changes in trading. Overall this improves the performance of both of these systems by quite a bit.

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