The performance report for 2024 covers our main three subscription options: Daily Mean-Reversion signals, the Weekly Market Report, the Weekly Market Signals, and the monthly Dynamic Momentum and Hybrid Asset allocation signals.
Daily mean-reversion signals
With SPY and QQQ ETFs, the 2024 return was 18.5% and the maximum drawdown was 5.5%.
With SPYXL and TQQQ ETFs, the 2024 return was 56% and the maximum drawdown was 15.9%.
Weekly Market Report
We use two long-only cross-sectional momentum strategies to generate signals for capital markets and factor ETFs. The 2024 return (WeeklyReport, equal allocation, no leverage) was 25.9%, versus 24.9% for the SPY ETF.
Click here to subscribe to weekly reports only. Click here to subscribe to Premium Articles (which includes access to premium trader education.)
Weekly Market Signals
The ensemble of the six strategies finished 2024 up 12% with a 3.4% maximum drawdown. At 2x leverage, the strategy ensemble closely tracked the S&P 500 total return for 2024 on both an absolute and risk-adjusted basis. Click here for the 2024 recap.
A Market Signals subscription includes weekly updates for the six ensember strategies, as well as access to monthly signals below and to premium trader education. Click here to subscribe.
Monthly Signals
Dynamic Momentum
2024 return: 24.9%. Maximum drawdown in 2024: -4%
Hybrid Asset Allocation
2024 return: 16.7%. Maximum drawdown in 2024: -2.1%
Click here to subscribe to Dynamic Momontum and Hybrid Asset Allocation monthly signals only.
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