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 

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 

Strategy - 3xADM-d

Leveraged Daily Accelerating Dual Momentum

Description

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

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momentum  TQQQ  SPXL  TMF  TBF  STIP 

Strategy - 3xADM

Leveraged Accelerating Dual Momentum

Description

This extends the work of swhanly with a variation of accelerating dual momentum. However, here the use of leveraged funds boosts 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

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momentum  TQQQ  SPXL  TMF  TBF 

Strategy - BondYield

Description

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

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momentum  IEF  LQD  HYG  JNK  TLT  TBF