Performance of 17 Price Action Lab Blog Strategies.
Last update: December 30, 2022, after the market close.
Performance includes commission and it is based on backtests.
2022 average performance of all 18 strategies is +0.4%
S&P 500 2022 return: -19.4%.
End-Of-Day Strategies
| MRETF | -7.5% | Mean-reversion/breakouts/ETFs/EOD/Long-only |
| MRETFLS | +13.2% | Mean-reversion/breakouts/ETFs/EOD/Long-short |
| B2S2 | +6.7% | Mean-reversion/Dow 30 stocks/EOD/Long-only |
| TFDLS | +20.0% | Trend-following/Futures (23)/EOD/Long-short |
| TFRUTLS | -4.0% | Trend-following/Russell 2000 stocks/EOD/Long-short |
The rules of MRETF strategies are offered as a free bonus to All in One subscribers after their first three-month renewal. For more details click here.
Weekly Strategies
| Strategy | YTD | Strategy Type/Market(s)/Timeframe/Positions |
| TFD3W | -8.7% | Systematic Asset Allocation/ETFs/Weekly/Long-only |
| MRSPYW | -9.5% | Mean-reversion/SPY/Weekly/Long-only |
| ETF4RW | -8.3% | Cross-sectional Momentum/ETFs/Weekly/Long-only |
| ETFNRW | -0.8% | Cross-sectional Momentum/ETFs/Weekly/Long-only |
| DOWWN | +3.4% | Machine Learning/Dow 30 stocks/Weekly/Long-Short |
| MRDOWW | -14.2% | Mean-reversion/Dow 30 stocks/Weekly/Long-only |
| FACTWLS | +0.7% | Cross-sectional Momentum/ETFs/Weekly/Long-short |
| ETFLSW | +5.3% | Trend-following/ETFs (commodities)/Weekly/Long-short |
The signals of the above strategies are available in weekly systematic trading reports for subscribers. Click here for more details.
Monthly Strategy
| TFD3M | -7.0% | Systematic Asset Allocation/ETFs/Monthly/Long-only |
The monthly systematic asset allocation signals are provided to Market Signals or All in One premium subscribers as a bonus. Click here for more details.
EOD PSI5 Algo Mean-Reversion/Breakouts Strategies
| PSI5ETF | -1.4% | PSI5 Algo/ Mean-reversion/ETFs/EOD/Long-only |
| PSI5DOW | -4.7% | PSI5 Algo/Mean-reversion/Dow 30 stocks/EOD/Long-only |
| PSI5TF | +25.3% | -PSI5 Algo/breakouts/Futures (23)/EOD/Long-only |
For more information about the PSI5 algo click here.
Disclaimer: The strategies are provided for informational purposes only and do not constitute investment advice or actionable content. We do not warrant the accuracy, completeness, fitness, or timeliness for any particular purposes of any strategy. Under no circumstances the strategies should be treated as financial advice. Please read our Disclaimer and Terms and Conditions.
Copyright notice: Any unauthorized copy, reproduction, distribution, publication, display, modification, or transmission of any part of this report is strictly prohibited without prior written permission.
