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
This extends the work of swhanly with a variation of accelerating dual momentum. However, here the use of regular currency and index funds for a diversified performance.
This strategy uses the following risk-on assets: FXA, FXB, FXC, FXE, FXF, FXY, CYB, SPY, QQQ. with UBT 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 three strategies with a minimum of leveraged ETFs.
One strategy uses the currency exchanges rates to our advantage while also investing sometimes in the US markets.
The second strategy is based on SeekingAlpha’s Graybeard portfolio for all weathers.
The third strategy is based on SeekingAlpha’s Ploutos research into factor based portfolios.
A 10% trade stop with a 15% trailing stop are used.
This is relatively conservative for risk exposure.
Trading happens on the Close of the signal day, the last trading day of the month
Total position allocation is set to 0.85 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 system uses two similar strategies with different groups of assets.
The Hanly strategy is based on the work of swhanly. Its uses 2 risk-on assets, VFINX, VINEX and 1 risk-off asset, VUSTX
The Alvarez strategy is based on the work of Cesar Alvarez on https://alvarezquanttrading.com but using Hanly’s approach.
Trading happens on the Close of the signal day.
Total position allocation is set to 0.95 of account
[Read More]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
The Hanly strategy is based on the work of swhanly and Gary Antonacci
This uses the following risk-on assets: VFINX, VINEX, with VUSTX being the risk off haven It will buy one risk-on asset 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 a daily 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 uses two strategies with leveraged index ETFs
This is considerably risky.
A 5% trade stop with a 10% trailing stop are used.
Trading happens on the NextOpen after the signal day.
Total position allocation is set to 0.9 of account
[Read More]This uses two strategies with leveraged ETFs
This is considerably risky.
Trading happens on the Close of the signal day.
Total position allocation is set to 0.95 of account
[Read More]