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 trades using volatility slopes and cycles, especially towards the end of the month.
It uses the leveraged SPXL, SPY, TMF and regular TLT
It will buy one asset at a time.
Trading happens on the next Open from 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 looks at the difference between realized and implied volatility in the S&P500 for advancing price formations. It decides on the amount of risk to take on based on the past history.
This uses TMF, UBT, UUP, SPY ,SSO and SPXL.
Trading happens on the next Open from the signal day.