TRADING SIGNALS

AAPL signals prove versatile Work on TQQQ, FNGU, NFLX and many others   The SignalSolver Sentiment indicator is calculated by aggregating multiple algorithm sentiments. The Sentiment technical indicator has a value between 0% (completely bearish) to 100% (completely bullish). Intuitively, you would think that a 50% threshold would be the best threshold value from which […]

SOXL trading strategy using SignalSolver Sentiment Another Sentiment driven trading strategy Methodology In the same vein as the previous few posts, this is another SOXL trading strategy using SignalSolver sentiment, this time we use a threshold of 70%. For a full explanation of the SignalSolver sentiment methodology and how to interpret the simulation results, please […]

TQQQ trading using SignalSolver Sentiment Using multiple algorithms to drive trading strategy Original Post July 25 2021 Sentiment Sentiment usually refers to an analyst opinion on whether a financial instrument will increase in value (bullish sentiment), or decrease (bearish sentiment). However, in this TQQQ trading strategy using SignalSolver sentiment we are combining the opinion of […]

These Direxion Daily Natural Gas Related Bear 3X Shares (GASX) signals traded as directed would have provided returns around 172.0 times better than buy-hold for the period 06-Dec-17 to 06-Dec-19. I was able to optimize this algorithm for around $4m return, but I backed off the optimization a bit to account for lifetime and drawdown […]

Trades since first publication. Note that some days there was 2 signals and 2 trades, but because we use daily OHLC prices the backtester can’t tell if the buy or sell signal came first. In this case we average the profits from the buy-sell and short-cover transactions. These transactions show up as S/Sh and C/B […]

Its not often that I run into algorithms with a Reward/Risk in excess of 28, but here’s one. Its kind of obscure, but it shows what SignalSolver is capable of digging up. These Roku, Inc. (ROKU) signals traded as directed would have performed around 18.5 times better than buy-hold with an ROI of 13223% for […]

In the interests of scientific method, I’d like to continue the multi-algorithm study by discussing the worst results, those for X (United States Steel Corp. ), NUGT(Direxion Daily Gold Miners Bull 3X ETF) and DUST(Direxion Daily Gold Miners Bear 3X ETF). There was plenty of potential for disaster in these stocks, very large swings indeed. […]

The portfolio and methodology for this multi algorithm study are described in my previous post. Here are links to the results spreadsheets:EMA/Figure of merit optimization periods: Sept 2014-15  Jan 2014-15 June 2015-16PB/Return optimization period:  Jun 2015-16On these spreadsheets you can use the autofilter to include and exclude stocks of interest. For any stock you can […]

This is a trading system for Keryx Biopharmaceuticals Inc. (KERX). It requires daily intervention, trading at the open of business. KERX Trading System: Trades Spreadsheet  

A trading system which worked for FEYE (FireEye). This is based on daily data, so traded at most once per day. FEYE Trading System: Trades List As always, future performance is not guaranteed.

Not many trades, but performed well. TSLA Daily Trading System List of Trades Spreadsheet        

This TSLA trading strategy would have given a 1062% return over 2.1 years vs. a buy-hold return of 86% for the same period. The strategy is based on buying and selling when the stock price rises above specific thresholds. The buy side keyed off the day’s open price; the buy and cover signal appeared when […]

Frequent reversals characterize this strategy for Omeros Corporation This OMER trading strategy is signal rich; there were 174 dual signal days out of the 528 days in the analysis. Added to that 151 buy signal only days and 39 sell signal only days and you get 364 signal days, of which 250 were actionable signals […]

In contrast to yesterday’s TNA trading strategy optimized for low drawdown, this one is optimized for minimum quartus annual return, a new feature of SignalSolver. A quartus is one quarter of the data, 132 days in this instance, and the minimum return was 99% annualized for the most recent quartus Feb 3 to Aug 11th […]

In the same vein as yesterday’s FAS analysis, here is a low drawdown trading strategy for TNA, with daily intervention. Prasad had asked me to search for low drawdown strategies for a few of the triple leveraged ETFs, this being one of them. As with FAS, the algorithm was found by optimizing the SignalSolver backtest […]

This is one of the triple leveraged funds which Prasad had asked me to come up with a low drawdown trading strategy for,  I’ll be looking at the others soon. You can set up SignalSolver to optimize for low drawdown. The way you do that is by setting up the Figure of Merit parameters to […]

Please note, this post was corrected 1-3-16 to account for a short-side error in the original calculations. Apologies for this.This NUGT trading strategy (Direxion Daily Gold Miners Bull 3X ETF) gave a theoretical $1.8 million profit for a $10K initial investment over 2.1 years. The trading strategy required once a day attention. Signals were triggered […]

This Palo Alto Networks PANW trading strategy would have given a 119% annualized return. Here, I chose to show only the long side of the algorithm because its more impressive than the short side (which only gave 27% annualized return). To appreciate the algorithm more, notice that the efficiency of the algorithm was close to 200%. […]

Here is a strategy that worked on MSFT for the last 2 years. It gave returns around five times better than buy-hold, a total return of 360% vs. 70% for buy-hold. Drawdown was 10.6% vs. 17.9% for buy-hold. Backtest results are shown in the graphs below. On Jan-5-2016 this post was corrected for a short-side […]