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 

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 

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 

System - Alvarez-d

Daily Accelerating Dual Momentum

Description

The Alvarez daily 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 2 risk-on assets 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  EEM  EFA  GLD  HYG  IWM  LQD  QLD  SSO  UBT  VNQ  TMF 

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  TLT  SHV  UBT  TMF 

System - GrayBeard-d

Daily Accelerating Dual Momentum

Description

This is similar to GrayBeard with shorter time frames and tighter stops. 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 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  EEM  EFA  GLD  HYG  IWM  LQD  QLD  SSO  UBT  TBT  VNQ  TMF 

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