Strategies

Strategies as of 12/4/2023 03:32:01 EDT

There are two time frames in use with these strategies: End of Day (EOD) and End of Month (EOM).

EOD strategies are typically more volatile and may involve taking new positions on a daily basis. These strategies require active management and close attention, as the frequent changes in positions can increase the risk.

In contrast, EOM strategies are usually less volatile and hold positions for at least one month. These strategies tend to be more passive, as trades typically occur on the last trading day of the month, at the market close. Wide stop-loss orders are used to limit potential losses, but it is rare for an exit to be triggered earlier. The longer holding period of these strategies can lead to lower turnover and capital gain taxes, making them an attractive option for investors.


Strategy Tickers Sharpe Sortino APR ADD APR/ADD TimeFrame
AutoSOXL SOXL 0.93 1.36 30.63% -17.44% 1.76 EOD
AutoSPXL SPXL 1.02 1.43 22.71% -10.60% 2.14 EOD
AutoTECL TECL 0.94 1.35 24.84% -12.20% 2.04 EOD
AutoTQQQ TQQQ 1.31 1.96 32.53% -11.88% 2.74 EOD
VRP-NDX TQQQ, QLD, QQQ, TMF, UUP, UBT 1.39 1.77 47.31% -17.01% 2.78 EOD
VRP-SPX SPXL, SSO, TMF, UUP, UBT 1.44 1.88 42.52% -13.53% 3.14 EOD
VRatio SVXY, VIXY 0.99 1.14 34.95% -17.75% 1.97 EOD
SplineNDX TQQQ 1.36 2.06 29.66% -8.06% 3.68 EOD
SplineSPX SPXL 1.46 2.27 28.48% -7.48% 3.81 EOD
SplineTNA TNA 1.20 1.82 25.55% -10.10% 2.53 EOD
SplineIBB IBB 1.46 2.10 14.88% -5.16% 2.89 EOD
SplineQYLD QYLD 1.12 1.50 8.61% -3.43% 2.51 EOD
SplineSVXY SVXY 1.50 2.00 19.06% -5.74% 3.32 EOD
SplineUVXY UVXY 1.20 1.56 32.83% -13.73% 2.39 EOD
SplineVXX VXX 1.37 1.81 27.07% -11.43% 2.37 EOD
1xADM-d QQQ, SPY, TLT, STIP, TBF 1.10 1.52 15.64% -8.42% 1.86 EOD
3xADM-d TQQQ, SPXL, TMF, TBF, TIP 0.92 1.17 39.48% -20.78% 1.90 EOD

Strategy Tickers Sharpe Sortino APR ADD APR/ADD TimeFrame
Alvarez EEM, EFA, GLD, HYG, IWM, LQD, QLD, SSO, UBT, VNQ, TMF, TLT, TBF, STIP 0.73 0.88 22.99% -16.94% 1.36 EOM
Hanly VFINX, VINEX, VUSTX, STIP 0.66 0.80 10.16% -11.83% 0.86 EOM
1xADM QQQ, SPY, UBT, STIP, TBF 0.94 1.20 19.14% -10.38% 1.84 EOM
3xADM TQQQ, SPXL, TMF, TBF 0.96 1.21 43.53% -21.32% 2.04 EOM
3xADM TQQQ, SPXL, TMF, TBF 0.93 1.16 44.53% -23.46% 1.90 EOM
BondYield IEF, LQD, HYG, JNK, TLT, TBF 0.68 0.91 5.66% -6.19% 0.92 EOM
FX FXA, FXB, FXC, FXE, FXF, FXY, CYB, SPY, QQQ, UBT, STIP, TBF 0.92 1.16 15.12% -9.56% 1.58 EOM
Factor SPLV, MTUM, NOBL, RPV, USMV, QUAL, SIZE, VLUE, UBT, TIP, TBF 0.58 0.72 8.73% -11.24% 0.78 EOM
GrayBeard IAU, SPXL, TQQQ, TLT, SHV, UBT, TMF, TBF, STIP 0.67 0.78 19.03% -17.08% 1.11 EOM
Alternate VO, VB, SCHB, QLD, TMF, GLD, IWM, TBF, STIP 0.54 0.58 19.96% -19.84% 1.01 EOM
Sector XLE, XLF, XLI, XLB, XLY, XLRE, XLV, XLK, XLU, XLP, UBT, TBF 0.80 1.02 16.33% -13.20% 1.24 EOM

Strategy Tickers Sharpe Sortino APR ADD APR/ADD TimeFrame
CalendarTrend VFINX 0.66 0.79 9.24% -11.48% 0.80 EOM
DMIndicatorCPI SPY 1.03 1.35 20.37% -8.12% 2.51 EOM
DMIndicatorKC SPY 0.82 1.02 8.16% -7.90% 1.03 EOM
DMIndicatorMC SPY 0.44 0.56 4.68% -10.03% 0.47 EOM
DMIndicatorRSP SPY 0.69 0.85 6.87% -9.08% 0.76 EOM
IndicatorRR SPY 0.48 0.58 7.60% -13.28% 0.57 EOD
MC-EOD SPY 0.34 0.43 3.26% -10.15% 0.32 EOD
SP500Bayes SPY 0.68 0.84 7.87% -9.12% 0.86 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

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