Daily long/short signals for S&P 500 stocks. Access to article requires DLPAL LS Signals subscription.
Recap for April 20, 2020: S&P 500 long/short rose 0.2% from open to close.
Since March 5, 2020, when the first long/short signals report was first published, the long/short strategy is gaining 20.8% based on backtests. In practice, performance may vary in any direction due to high volatility periods. The S&P 500 is down 9.8% in the same period.
Below is the equity curve for S&P 500 long/short signals from 03/05/2020 to 04/20/2020 based on backtests. The equity line (black) represents the sum of the average daily changes of all signals from open to close of the day. Buy and hold performance is also shown (red) along with the correlation of the daily returns.
Signals as of close of April 20, 2020
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