Signals


Signals as of 9/17/21, 4:03 AM

System Strategy Ratio Size Ticker Date State Type Profit Tick
Cycles Cycler321x 0.60 0.00 Out EOD
Cycles VSlopes 0.40 0.35 TMF 2021-09-15 Hold Long 0.54% EOD
HighLow HighLowSOXL 0.50 0.48 SOXL 2021-09-13 Hold Long 1.38% EOD
HighLow HighLowUDOW 0.25 0.00 Out EOD
HighLow HighLowSPXL 0.25 0.00 Out EOD
CTI CtiSQQQ 0.20 0.17 SQQQ 2021-09-14 Hold Short 1.98% EOD
CTI CtiTQQQ 0.50 0.44 TQQQ 2021-06-07 Hold Long 38.35% EOD
CTI CtiSOXL 0.20 0.17 SOXL 2021-09-03 Hold Long 3.61% EOD
CTI CtiTMF 0.10 0.08 TMF 2021-04-28 Hold Long 29.44% EOD
Volatility VRP-SPX 0.50 0.45 SPXL 2021-09-16 Buy@NextOpen Long 0.00% EOD
Volatility VRP-NDX 0.50 0.45 TQQQ 2021-09-08 Hold Long -2.18% EOD
3xADM-d 3xADM-d 1.00 0.91 TMF 2021-09-07 Hold Long 4.48% EOD
1xADM-d 1xADM-d 1.00 0.90 UBT 2021-09-07 Hold Long 2.97% EOD
Alvarez-d Alvarez-d 1.00 0.92 TMF 2021-07-23 Hold Long 1.75% EOD
GrayBeard-d GrayBeard-d 1.00 0.30 TLT 2021-06-08 Hold Long 6.13% EOD
GrayBeard-d GrayBeard-d 1.00 0.45 UBT 2021-09-07 Hold Long 2.97% EOD

System Strategy Ratio Size Ticker Date State Type Profit Tick
Momentum-02 Hanly 0.50 0.47 VFINX 2021-03-31 Hold Long 13.28% EOM
Momentum-02 Alvarez 0.50 0.12 VNQ 2021-03-31 Hold Long 17.71% EOM
Momentum-02 Alvarez 0.50 0.12 UBT 2021-08-31 Hold Long 1.48% EOM
Momentum-02 Alvarez 0.50 0.12 SSO 2020-08-31 Hold Long 62.55% EOM
Momentum-02 Alvarez 0.50 0.12 QLD 2021-03-31 Hold Long 38.94% EOM
Momentum-03 3xADM 0.40 0.37 TQQQ 2021-08-31 Hold Long -1.36% EOM
Momentum-03 1xADM 0.60 0.56 QQQ 2021-08-31 Hold Long -0.43% EOM
SixtyForty 3xADM 0.40 0.38 TQQQ 2021-08-31 Hold Long -1.36% EOM
SixtyForty BondYield 0.60 0.28 HYG 2021-08-31 Hold Long 0.34% EOM
SixtyForty BondYield 0.60 0.28 TLT 2021-08-31 Hold Long 0.84% EOM
AllWeather FX 0.35 0.33 QQQ 2021-08-31 Hold Long -0.43% EOM
AllWeather GrayBeard 0.30 0.09 IAU 2021-07-30 Hold Long -3.39% EOM
AllWeather GrayBeard 0.30 0.09 SPXL 2020-06-30 Hold Long 188.14% EOM
AllWeather Factor 0.35 0.17 USMV 2021-08-31 Hold Long -1.49% EOM
AllWeather Factor 0.35 0.17 QUAL 2021-07-30 Hold Long 0.98% EOM
Momentum-Alt Alternate 0.50 0.24 TMF 2021-08-31 Hold Long 2.21% EOM
Momentum-Alt Alternate 0.50 0.24 QLD 2021-04-30 Hold Long 24.22% EOM
Momentum-Alt Sector 0.50 0.47 XLRE 2021-07-30 Hold Long 1.94% EOM

System Strategy Ratio Size Ticker Date State Type Profit Tick
Indicators CalendarTrend 0.25 0.22 VFINX 2018-11-30 Hold RiskOn 69.85% EOM
Indicators DMIndicatorRSP 0.25 0.22 SPY 2020-06-30 Hold RiskOn 47.19% EOM
Indicators DMIndicatorMC 0.25 0.22 SPY 2020-06-30 Hold RiskOn 47.19% EOM
Indicators DMIndicatorCPI 0.25 0.22 SPY 2019-04-30 Hold RiskOn 58.26% EOM
IndicatorsEOD SP500Bayes 0.50 0.45 SPY 2020-12-07 Hold RiskOn 22.48% EOD
IndicatorsEOD MC-EOD 0.50 0.45 SPY 2021-08-30 Hold RiskOn -1.12% EOD

Notes

A System is a group of one or more strategies.

A specific Strategy decides what to invest in, while an Indicator simply recommends either RiskOn or RiskOff

A System trades a stake or account. The portion of the account it allocates to a Strategy, is the Ratio.

A System also imposes a maximum position exposure on all its strategies. Since each Strategy can have multiple assets trading, the size indicates the amount of the account to trade for each position.

The Date indicates when an initial signal was issued.

The State indicates what the trade state is and when to execute changes. Out and Hold mean what it says. Buy@NextOpen means buy the position at tomorrow’s or next open. Sell@NextOpen means sell the position. Short@NextOpen indicates going short and Cover@NextOpen is covering a short position

The Profit column indicates the current profit or loss with the active trade.

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