Strategies

To learn more info about each strategy click on the strategy below.

Mean-Reversion Strategies

» PB01 - Pullback #1

» LP01 - Limit Pullback #1

Strategy Performance Comparisons

This comparison is using data as of December 28th, 2017, spanning 10-years of historical data. We use a $50million liquidity minimum. Members can generate more current versions of these numbers using the Probability Almanac.

In general, the PB01 trades more frequently, but the signals are not as high-quality as the LP01, but they are still profitable but provide more volatile returns.

PB01

LONG
# of
Trades
Win
Rate
Profit
Factor
Stocks 12,092 60.43% 1.54
ETFs 2,762 64.19% 1.79
SHORT
# of
Trades
Win
Rate
Profit
Factor
Stocks 7,259 53.09% 1.19
ETFs 1,732 48.90% 1.11
 

LP01

LONG
# of
Trades
Win
Rate
Profit
Factor
Stocks 2,196 73.73% 2.43
ETFs 308 88.96% 8.84
SHORT
# of
Trades
Win
Rate
Profit
Factor
Stocks 1,653 61.82% 1.43
ETFs 292 63.01% 1.69

We will be adding more strategies in the near future, such as breakout strategies and volatility strategies. Stay tuned!