1xADM-d, 3xADM-d, Alvarez-d and GreyBeard-d were trading mostly just at the month end. This was somewhat unintended, so now going forward these will make changes on a daily basis as conditions change for them.[Read More]
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.
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
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.[Read More]
Volatility strategy retires for now
The Volatility system and strategy have been removed for now. This needs further work and although I think the idea is sound, it needs finessing to be tradable.
Retirement of this system
This system was giving significantly different results using another data feed. This concern and the highly aggressive nature of the system has lead to it being furloughed for the moment.
Call it social distancing… it may return in some future.
Clearer Indication of when to Trade
The web site was modified to better describe the trade time of a given signal.
Given the signal date on the signals page, the
Time column indicates when the buy is being executed. Most brokers will support Market-on-Close or Market-on-Open orders.