Strategy Master List - a list of all of our current Strategies

Strategy Name Universe of Stocks Traded Strategy Category Average Annual Return % (CAR) Risk Adjusted Return % Maximum Drawdown Link to Daily Strategy Signals Link to Historical Backtest Results Access Level Required
(as of Apr 9 2021) (as of Apr 9 2021) (since Jan 1, 2000)
RSI-2 Pullback Nasdaq 100 1. RTM 14.32% 25.65% -35.95% Click Here Click Here Free Member
High-Five Bounce S&P 1500 1. RTM and 4. Volatility 11.10% 15.67% -17.53% Click Here Click Here Portfolio Trader, Strategy Developer
Narrow Pullback S&P 1500 1. RTM 11.97% 19.80% -14.20% Click Here Click Here Portfolio Trader, Strategy Developer
Narrow Pullback S&P 500 1. RTM 19.28% 26.34% -17.51% Click Here Click Here Portfolio Trader, Strategy Developer
NDX Momentum Nasdaq 100 1. RTM and 2. Momentum 37.01% -22.90% Click Here Click Here Mountain Trading
NDX Rotation Nasdaq 100 1. RTM and 2. Momentum 34.65% -31.86% Click Here Click Here Mountain Trading
Super-Charged Momentum Trend S&P 1500 2. Momentum and 3. Trend Following 14.90% 21.11% -16.34% Click Here Click Here Portfolio Trader, Strategy Developer
Fab Tech Rotation Nasdaq 100 2. Momentum (Monthly Momentum Rotation) 22.06% 35.00% -31.96% Click Here Click Here Portfolio Trader, Strategy Developer
Squeeze Pause Sprint S&P 1500 4. Volatility 13.60% 18.39% -13.57% Click Here Click Here Portfolio Trader, Strategy Developer
Squeeze Pause Sprint Russell 3000 4. Volatility 16.10% 20.83% -16.70% Click Here Click Here Portfolio Trader, Strategy Developer
Squeeze Break-out S&P 1500 4. Volatility 12.91% 16.62% -25% Click Here Click Here Portfolio Trader, Strategy Developer
The_Strategy_Spectrum

A robust trading plan benefits from the diverse characteristics of how markets work. 

Here’s a visual that shows different characteristics and types of Strategies that can be used to balance out a Systematic Investor's entire portfolio.

Starting with the three (3) Main Strategy Types, from left to right…

  1. Reversion To Mean (RTM).  A shorter term strategy that exploits the fact that markets pull back before they move higher.  The FREE RSI-2 Strategy fits this criteria.
  2. Momentum.  A mid-term strategy that exploits the well documented momentum phenomenon of the market (a stock in motion tends to stay in motion, until it doesn't).  For example, a monthly momentum rotation strategy.  Or, other type of short to mid-term momentum strategy.
  3. Trend Following.  A longer-term strategy that capitalizes on the momentum phenomenon further and the fact that markets trend over long periods of time, typically in the longer-term Trend Following category.  (The FREE Super-Charged Momentum Trend Strategy fits somewhere in the middle within the 2nd and 3rd categories.  It is both a shorter to mid-term momentum, as well as a mid-term trend following approach.)
  4. Volatility.  Strategies that are based on volatility instruments, or, based on underlying volatility measurements or algorithms and base their trading decisions on same.
  5. Seasonality.  Strategies that exploit the well-documented seasonal tendencies of some markets, driven by cyclical behavioural patterns or "calendar" specific events based on fundamentals or other factors that are recurring -- and, provide specific opportunity windows of time to trade with a positive edge.

* SPY Benchmark.  If you want to see how owning the SPY (ETF) since January 1st 2000 has performed, you can link to that backtest by clicking here.