Market recap, open positions, new signals, and performance of six trading strategies. Tactical asset allocation, mean reversion, cross-sectional momentum, and equity long-short with weekly and monthly updating. Access the full report with a Market Signals or All-in-One subscription.
Update: Starting with the first report of 2025, we will skip the weekly market recap section. The Weekly Market Report includes a more detailed weekly market recap. Subscribers to Weekly Market Signals can contact us to request a bonus subscription to the Weekly Market report for a month (or to match the expiration of the Market Signal subscription if it is less than a month). This ensures that subscribers receive essential information in a more concise format while still having the opportunity to explore in-depth analysis if they choose.
Contents
1. Performance of the Ensemble and Benchmark
2. Positions and Performance of Strategies
3. Signal Summary for Next Week
1. Performance of the ensemble and benchmarks
Year-to-date return: Ensemble: -0.3%. S&P 500 index: +1%
2024 performance
In 2024, the strategy ensemble gained 12% with a 3.4% maximum drawdown. Click here for more details.
2. Positions and strategy performance: Friday, January 3, 2025
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Charting and backtesting program: Amibroker. Data provider: Norgate Data
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