Strategies
Strategies as of 5/27/2022 03:33:34 EDT
Strategies with an end of day or EOD Tick, tend to be more volatile with possible new positions taken every day. These require more care and tending.
The strategies with an end of month or EOM Tick, are less volatile but hold positions generally for at least one month. Trading here occurs at the last trading day of the month buying at the close. Wide stops are used, so it is possible that an exit could be issued earlier but these are rare.
| Strategy | Tickers | Sharpe | Sortino | APR | ADD | APR/ADD | Tick |
|---|---|---|---|---|---|---|---|
| Cycler321x | TLT, UBT, TMF | 1.29 | 1.85 | 32.26% | -11.26% | 2.86 | EOD |
| VSlopes | SPXL, SPY, TMF, UBT, SSO, TLT | 1.21 | 1.69 | 24.68% | -10.80% | 2.29 | EOD |
| HighLowSOXL | SOXL | 0.68 | 0.88 | 26.02% | -20.19% | 1.29 | EOD |
| HighLowUDOW | UDOW | 0.67 | 0.82 | 12.17% | -14.24% | 0.85 | EOD |
| HighLowSPXL | SPXL | 0.91 | 1.14 | 16.14% | -9.20% | 1.75 | EOD |
| AtrTQQQ | TQQQ | 1.17 | 1.54 | 28.67% | -14.96% | 1.92 | EOD |
| AtrSPXL | SPXL | 0.77 | 0.96 | 18.77% | -14.54% | 1.29 | EOD |
| CtiSQQQ | SQQQ | 0.94 | 1.22 | 23.68% | -14.14% | 1.67 | EOD |
| CtiTQQQ | TQQQ | 0.98 | 1.21 | 37.61% | -20.39% | 1.84 | EOD |
| CtiTECL | TECL | 1.00 | 1.25 | 40.96% | -22.17% | 1.85 | EOD |
| CtiSOXL | SOXL | 0.62 | 0.81 | 32.22% | -28.04% | 1.15 | EOD |
| CtiTMF | TMF | 0.51 | 0.68 | 13.89% | -18.65% | 0.74 | EOD |
| VRP-SPX | SPXL, SSO, SPY, TMF, TLT, UBT | 1.66 | 2.15 | 43.73% | -10.49% | 4.17 | EOD |
| VRP-NDX | TQQQ, QLD, QQQ, TMF, TLT, UBT | 1.49 | 1.88 | 48.99% | -14.88% | 3.29 | EOD |
| 3xADM-d | TQQQ, SPXL, TMF | 0.93 | 1.22 | 35.02% | -19.49% | 1.80 | EOD |
| 1xADM-d | QQQ, SPY, UBT | 0.82 | 1.06 | 16.13% | -11.85% | 1.36 | EOD |
| Alvarez-d | EEM, EFA, GLD, HYG, IWM, LQD, QLD, SSO, UBT, VNQ, TMF | 0.78 | 1.02 | 27.88% | -20.39% | 1.37 | EOD |
| GrayBeard-d | IAU, SPXL, SHV, UBT | 0.73 | 0.95 | 21.37% | -17.85% | 1.20 | EOD |
| Hanly | VFINX, VINEX, VUSTX | 1.23 | 1.61 | 16.30% | -11.13% | 1.46 | EOM |
| Alvarez | EEM, EFA, GLD, HYG, IWM, LQD, QLD, SSO, UBT, VNQ, TMF | 0.84 | 1.00 | 26.88% | -14.77% | 1.82 | EOM |
| 3xADM | TQQQ, SPXL, TMF | 1.02 | 1.29 | 45.46% | -20.51% | 2.22 | EOM |
| 1xADM | QQQ, SPY, UBT | 0.98 | 1.22 | 19.88% | -10.36% | 1.92 | EOM |
| 3xADM | TQQQ, SPXL, TMF | 1.04 | 1.30 | 50.91% | -21.28% | 2.39 | EOM |
| BondYield | IEF, LQD, HYG, JNK, TLT | 0.82 | 1.08 | 6.76% | -5.67% | 1.19 | EOM |
| Factor | SPLV, MTUM, NOBL, RPV, USMV, QUAL, SIZE, VLUE, UBT | 0.81 | 0.98 | 13.34% | -9.79% | 1.36 | EOM |
| FX | FXA, FXB, FXC, FXE, FXF, FXY, CYB, SPY, QQQ, UBT | 0.98 | 1.21 | 17.42% | -9.05% | 1.93 | EOM |
| GrayBeard | IAU, SPXL, TQQQ, TLT, SHV, UBT, TMF | 0.75 | 0.94 | 19.50% | -14.29% | 1.36 | EOM |
| Alternate | VO, VB, SCHB, QLD, TMF, GLD, IWM | 0.77 | 0.92 | 29.12% | -18.98% | 1.53 | EOM |
| Sector | XLE, XLF, XLI, XLB, XLY, XLRE, XLV, XLK, XLU, XLP, UBT | 0.89 | 1.14 | 21.61% | -12.18% | 1.77 | EOM |
| CalendarTrend | VFINX | 0.62 | 0.74 | 8.57% | -10.04% | 0.85 | EOM |
| DMIndicatorRSP | SPY | 0.73 | 0.90 | 7.30% | -8.43% | 0.87 | EOM |
| DMIndicatorMC | SPY | 0.45 | 0.57 | 4.86% | -10.39% | 0.47 | EOM |
| DMIndicatorCPI | SPY | 0.64 | 0.82 | 7.05% | -7.47% | 0.94 | EOM |
| SP500Bayes | SPY | 0.73 | 0.89 | 8.48% | -9.05% | 0.94 | EOD |
| MC-EOD | SPY | 0.38 | 0.49 | 3.63% | -9.89% | 0.37 | EOD |
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, ADD is average drawdown seen
Tick indicates the frequency of the data being used for the strategy, EOD - EndOfDay, EOM - EndOfMonth