Strategies

Strategies as of 9/17/21, 4:04 AM

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 1.43 2.06 35.98% -10.60% 3.39 EOD
VSlopes SPXL, SPY, TMF, TLT 1.46 2.10 26.50% -10.84% 2.44 EOD
HighLowSOXL SOXL 0.80 1.03 30.93% -18.32% 1.69 EOD
HighLowUDOW UDOW 0.90 1.11 17.23% -12.53% 1.38 EOD
HighLowSPXL SPXL 0.94 1.16 16.98% -9.01% 1.89 EOD
CtiSQQQ SQQQ 1.17 1.52 28.67% -13.79% 2.08 EOD
CtiTQQQ TQQQ 1.04 1.25 46.29% -21.40% 2.16 EOD
CtiSOXL SOXL 0.67 0.87 38.08% -31.21% 1.22 EOD
CtiTMF TMF 0.57 0.75 18.48% -22.81% 0.81 EOD
VRP-SPX SPXL, TMF 1.49 1.98 55.49% -13.55% 4.10 EOD
VRP-NDX TQQQ, TMF 1.60 2.08 76.22% -17.54% 4.35 EOD
3xADM-d TQQQ, SPXL, TMF 1.03 1.32 44.38% -23.76% 1.87 EOD
1xADM-d QQQ, SPY, UBT 1.00 1.28 22.03% -13.38% 1.65 EOD
Alvarez-d EEM, EFA, GLD, HYG, IWM, LQD, QLD, SSO, UBT, VNQ, TMF 0.82 1.07 30.82% -22.39% 1.38 EOD
GrayBeard-d IAU, SPXL, TLT, SHV, UBT 0.82 1.08 13.09% -11.77% 1.11 EOD
Hanly VFINX, VINEX, VUSTX 1.30 1.71 17.24% -10.96% 1.57 EOM
Alvarez EEM, EFA, GLD, HYG, IWM, LQD, QLD, SSO, UBT, VNQ, TMF 0.95 1.13 28.76% -14.68% 1.96 EOM
3xADM TQQQ, SPXL, TMF 1.16 1.47 61.05% -21.09% 2.89 EOM
1xADM QQQ, SPY, UBT 1.08 1.34 23.51% -10.61% 2.22 EOM
3xADM TQQQ, SPXL, TMF 1.16 1.47 62.44% -21.42% 2.92 EOM
BondYield IEF, LQD, HYG, JNK, TLT 0.88 1.16 7.20% -5.75% 1.25 EOM
FX FXA, FXB, FXC, FXE, FXF, FXY, CYB, SPY, QQQ, UBT 1.08 1.32 23.60% -10.83% 2.18 EOM
GrayBeard IAU, SPXL, TLT, SHV, UBT, TMF 0.84 0.98 20.16% -14.47% 1.39 EOM
Factor SPLV, MTUM, NOBL, RPV, USMV, QUAL, SIZE, VLUE, UBT 1.02 1.23 21.68% -10.19% 2.13 EOM
Alternate VO, VB, SCHB, QLD, TMF, GLD, IWM 0.84 1.02 27.50% -19.07% 1.44 EOM
Sector XLE, XLF, XLI, XLB, XLY, XLRE, XLV, XLK, XLU, XLP, UBT 1.12 1.43 28.16% -10.72% 2.63 EOM
CalendarTrend VFINX 0.69 0.86 8.52% -9.01% 0.95 EOM
DMIndicatorRSP SPY 0.66 0.81 6.40% -8.00% 0.80 EOM
DMIndicatorMC SPY 0.33 0.42 3.54% -10.65% 0.33 EOM
DMIndicatorCPI SPY 0.65 0.86 6.59% -6.74% 0.98 EOM
SP500Bayes SPY 0.66 0.81 7.96% -9.30% 0.86 EOD
MC-EOD SPY 0.51 0.65 5.29% -9.48% 0.56 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