System - 1xADM-d

Daily Accelerating Dual Momentum

Description

This is similar to 1xADM with shorter time frames and tighter stops.

This strategy uses the following risk-on assets: QQQ, SPY. with TLT 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

Total position allocation is set to 0.9 of account

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momentum  QQQ  SPY  TLT 

Strategy - 1xADM

Accelerating Dual Momentum

Description

This extends the work of swhanly with a variation of accelerating dual momentum. However, here the use of regular funds with decent performance and volatility.

This strategy uses the following risk-on assets: QQQ, SPY. 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, the last trading day of the month

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momentum  QQQ  SPY  UBT 

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  CYB  SPY  QQQ  UBT 

Strategy - VRiskPremium

Volatility Risk Premium

Description

This looks at the difference between realized and implied volatility in the S&P500 for advancing price formations.

This uses TMF, UBT, TLT, TQQQ and QQQ

Trading happens on the next Open from the signal day.

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volatility  TQQQ  QQQ  TMF  UBT  TLT