Strategies

Strategies as of 1/28/2023 12:33:58 EDT

There are two main types of strategies used in these systems: End of Day (EOD) and End of Month (EOM).

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

On the other hand, EOM strategies are generally 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.


Strategy Tickers Sharpe Sortino APR ADD APR/ADD Tick
Cycler321x TLT, UBT, TMF 1.24 1.78 31.75% -11.86% 2.68 EOD
VSlopes SPXL, SPY, TMF, UBT, SSO, TLT 1.13 1.58 23.18% -11.14% 2.08 EOD
HighLowSOXL SOXL 0.66 0.85 26.18% -23.62% 1.11 EOD
HighLowUDOW UDOW 0.70 0.86 13.38% -17.81% 0.75 EOD
HighLowSPXL SPXL 0.68 0.84 12.91% -11.29% 1.14 EOD
AtrTQQQ TQQQ 1.04 1.42 20.10% -14.76% 1.36 EOD
AtrSPXL SPXL 0.79 1.03 13.33% -15.70% 0.85 EOD
CtiSQQQ SQQQ 1.34 1.88 40.59% -12.60% 3.22 EOD
CtiTQQQ TQQQ 1.05 1.33 39.84% -20.12% 1.98 EOD
CtiTECL TECL 1.11 1.43 45.47% -20.09% 2.26 EOD
CtiSOXL SOXL 0.75 0.99 40.44% -28.41% 1.42 EOD
CtiTMF TMF 0.71 0.99 16.59% -14.80% 1.12 EOD
VRP-SPX SPXL, SSO, SPY, TMF, TLT, UBT 1.53 1.98 41.29% -11.24% 3.67 EOD
VRP-NDX TQQQ, QLD, QQQ, TMF, TLT, UBT 1.38 1.74 46.14% -15.87% 2.91 EOD
3xADM-d TQQQ, SPXL, TMF, TIP, TBF 0.83 1.04 26.53% -21.20% 1.25 EOD
1xADM-d QQQ, SPY, UBT, TIP, TBF 0.77 0.98 14.02% -12.83% 1.09 EOD
Alvarez-d EEM, EFA, GLD, HYG, IWM, LQD, QLD, SSO, UBT, VNQ, TMF, TIP, TBF 0.85 1.09 29.18% -20.14% 1.45 EOD
GrayBeard-d IAU, SPXL, SHV, UBT, TIP, TBF 0.77 0.99 21.13% -19.11% 1.11 EOD
Hanly VFINX, VINEX, VUSTX 0.65 0.81 10.44% -17.24% 0.61 EOM
Alvarez EEM, EFA, GLD, HYG, IWM, LQD, QLD, SSO, UBT, VNQ, TMF, TBF 0.80 0.96 25.08% -14.89% 1.68 EOM
3xADM TQQQ, SPXL, TMF, TBF 0.99 1.25 43.52% -20.64% 2.11 EOM
1xADM QQQ, SPY, UBT, TBF 0.92 1.15 18.27% -10.69% 1.71 EOM
3xADM TQQQ, SPXL, TMF, TBF 1.01 1.26 48.86% -21.91% 2.23 EOM
BondYield IEF, LQD, HYG, JNK, TLT, TBF 0.80 1.09 5.16% -5.55% 0.93 EOM
Factor SPLV, MTUM, NOBL, RPV, USMV, QUAL, SIZE, VLUE, UBT, TBF 0.73 0.91 11.85% -10.85% 1.09 EOM
FX FXA, FXB, FXC, FXE, FXF, FXY, CYB, SPY, QQQ, UBT, TBF 0.93 1.17 16.34% -9.50% 1.72 EOM
GrayBeard IAU, SPXL, TQQQ, TLT, SHV, UBT, TMF, TBF 0.85 1.07 22.84% -14.57% 1.57 EOM
Alternate VO, VB, SCHB, QLD, TMF, GLD, IWM, TBF 0.72 0.88 23.13% -20.49% 1.13 EOM
Sector XLE, XLF, XLI, XLB, XLY, XLRE, XLV, XLK, XLU, XLP, UBT, TBF 0.82 1.06 19.65% -12.95% 1.52 EOM
CalendarTrend VFINX 0.66 0.79 9.28% -10.87% 0.85 EOM
DMIndicatorRSP SPY 0.73 0.90 7.30% -8.42% 0.87 EOM
DMIndicatorMC SPY 0.45 0.57 4.88% -10.41% 0.47 EOM
DMIndicatorKC SPY 0.77 1.01 5.52% -5.43% 1.02 EOM
DMIndicatorCPI SPY 0.64 0.82 7.05% -7.47% 0.94 EOM
SP500Bayes SPY 0.70 0.85 8.03% -9.05% 0.89 EOD
MC-EOD SPY 0.32 0.40 3.02% -10.15% 0.30 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