The three weekly trading strategies trade ETFs and large-cap stocks long only. The rules of two of the strategies are based on the PSI5 algorithm.
Below, we display the ensemble performance of the three weekly strategies, assuming equal allocation.There is no use of leverage. The period for all backtests is from 01/03/2005 to 11/22/2024.
Below is a table of key performance parameters.
| No Leverage | With 2x Leverage | |
| Annualized return | 8.1% | 13.8% |
| Maximum Drawdown | -10.4% | -26.7% |
| Volatility | 7.4% | 13.6% |
| Sharpe ratio | 1.10 | 1.02 |
| Beta (S&P 500 total return) | 0.18 | 0.41 |
Below are the performance charts of the three strategies in the ensemble, followed by a table of key performance parameters.
ETFW
This strategy trades ETFs in the weekly timeframe.
DJIW
This strategy trades large-cap stocks in the weekly timeframe. The backtest has taken into consideration index delistings.
GOLDW
This strategy trades a gold ETF based on a signal from another market.
Table of performance parameters
| ETFW | DJIW | GOLDW | |
| Annualized return | 6.4% | 8.8% | 8.8% |
| Maximum drawdown | -7.8% | -22.6% | -18.5% |
| Volatility | 7.1% | 12.6% | 12.4% |
| Sharpe ratio | 0.91 | 0.70 | 0.71 |
| Beta (S&P 500 total return) | 0.17 | 0.35 | 0.04 |
| Win rate | 72.4% | 65.0% | 62.0% |
| Trades | 403 | 2276 | 45 |
Weekly strategies bundle
The strategies are suitable for traders with basic knowledge of programming and testing rules on backtesting platforms. We provide the rules only in plain English and simple math. We do not provide any code. The rules we provide are sufficient for programming the strategies on a trading platform. The strategies are not data-mined and have simple rules. Do not expect anything overly complicated.
Note: These strategies are sold subject to acceptance of a non-disclosure agreement.
Ordering details: The subscription fee for accessing the rules of the weekly trading strategies is $3,995. For an invoice, contact us.
Delivery: The trading rules are in the form of “locked content” below and are unlocked after paying for a subscription. We provide the rules in plain English. The customer will need to convert those rules to code before testing them on a backtesting platform.
Terms: All sales are final, and no refunds will be made on any purchase. No refunds are given for cancellations or under any circumstances, and there is no exception.
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 of any particular purpose 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.
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Disclaimer: The weekly strategy rules 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 of any particular purpose 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.
