This concentrates on S&P 500 sectors using accelerating dual momentum.
This strategy uses the following risk-on assets: XLE, XLF, XLI, XLB, XLY, XLRE, XLV, XLK, XLU, XLP. with UBT being the risk off haven.
It will buy only two risk on assets at a time.
Trading happens on the Close of the signal day
This is inspired by the research of Ploutos but using accelerating dual momentum.
This strategy uses two of the following risk-on assets: SPLV, MTUM, NOBL, RPV, USMV, QUAL, SIZE, VLUE with UBT being the risk off haven.
It will buy only two risk on assets at a time.
Trading happens on the Close of the signal day
The Alvarez strategy is based on the work of Cesar Alvarez on https://alvarezquanttrading.com. This too is using a variant of accelerating dual momentum but with a wide range of assets.
It uses the following risk-on assets: EEM, EFA, GLD, HYG, IWM, LQD, QLD, SSO, UBT, VNQ, with TMF being the risk off haven
It will buy up to 4 risk-on assets at a time.
Trading happens on the Close of the signal day, the last trading day of the month
This is similar to 3xADM with shorter time frames and tighter stops. However, here the use of leveraged funds boosts performance and volatility.
This strategy uses the following risk-on assets: TQQQ, SPXL. with TMF and TBF being the risk off haven.
It will buy only one risk on asset at a time.
Trading happens on the NextOpen of the signal day
This extends the work of swhanly with a variation of accelerating dual momentum. However, here the use of leveraged funds gooses performance and volatility.
This strategy uses the following risk-on assets: TQQQ, SPXL. with TMF being the risk off haven.
It will buy only one risk on asset at a time.
Trading happens on the Close of the signal day
This extends on the work of swhanly with a variation of accelerating dual momentum. However, here the use of bond and junk bond funds creates a relatively stable portfolio addition.
This strategy uses the following risk-on assets: IEF, LQD,HYG,JNK,TLT with simple cash being the risk off haven.
It will buy only one risk on asset at a time.
Trading happens on the Close of the signal day
This uses two strategies with leveraged ETFs
This has considerable risk exposure.
Trading happens on the Close of the signal day, the last trading day of the month
Total position allocation is set to 0.95 of account
[Read More]This extends the work of swhanly with a variation of accelerating dual momentum. However, here the use assets proposed by SeekingAlpha’s Graybeard for an all weather portfolio.
This strategy uses the following risk-on assets: IAU, SPXL, TLT, SHV with UBT being the risk off haven.
It will buy only three risk on asset at a time.
Trading happens on the Close of the signal day
This uses two strategies with general index ETFs
This is considerably risky.
Trading happens on the NextOpen after the signal day.
Total position allocation is set to 0.9 of account
[Read More]This strategy builds upon the work of swhanly by introducing a variation of the accelerating dual momentum approach. However, instead of using leveraged funds, this strategy utilizes regular funds with solid performance and moderate volatility.
The strategy employs a combination of risk-on assets, such as QQQ and SPY and risk-off haven assets, UBT and TBF.
Only one risk-on asset is purchased at a time, based on the signal generated by the strategy.
Trading happens on the Close of the signal day, the last trading day of the month