Strategy - Sector

Description

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

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momentum  XLE  XLF  XLI  XLB  XLY  XLRE  XLV  XLK  XLU  XLP  UBT  TBF 

Strategy - Factor

Description

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

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momentum  SPLV  MTUM  NOBL  RPV  USMV  QUAL  SIZE  VLUE  UBT  TBF 

Strategy - 1xADM

Accelerating Dual Momentum

Description

This strategy builds upon the work of swhanly by introducing a variation of the accelerating dual momentum approach. 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

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momentum  QQQ  SPY  UBT  TBF 

Strategy - FX

Description

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

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momentum  FXA  FXB  FXC  FXE  FXF  FXY  SPY  QQQ  UBT  TBF 

Strategy - GrayBeard

Description

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

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momentum  IAU  SPXL  TQQQ  TLT  SHV  UBT  TMF  TBF 

System - AllWeather

Accelerating Dual Momentum for All Weathers

Description

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

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Strategy - Hanly

Hanly's Accelerating Dual Momentum

Description

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

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Strategy - Alternate

Description

This extends the work of swhanly with accelerating dual momentum. However, here the use of alternate funds for a more diversified performance.

This strategy uses the following risk-on assets: VO, VB, SCHB, QLD, TMF, GLD, IWM. with TMF 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

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momentum  VO  VB  SCHB  QLD  TMF  GLD  IWM  TBF 

Strategy - Alvarez

Alvarez Accelerating Dual Momentum

Description

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

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momentum  EEM  EFA  GLD  HYG  IWM  LQD  QLD  SSO  UBT  VNQ  TMF  TBF 

System - Momentum-02

Accelerating Dual Momentum

Description

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

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