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