Trading Edges, Sector Strategies, Head And Shoulders, Zig Zag (And More)

During the last week, we have published several articles. Our last article looked at the performance of our monthly trading edges in 2022:

• How Have Our Trading Edges Performed?

Below is a summary of the unleveraged annual returns (both in-sample and out-of-sample):

We think these numbers are pretty good, especially considering the time spent in the market is hardly ever above 35%, the drawdowns have been moderate, and there is no leverage. Risk-adjusted returns are around 45% for the whole period (please read about strategy performance metrics to learn more). The aim of the trading edges is to create uncorrelated and positive returns no matter the market climate (compared to S&P 500).

Sector trading strategies

Additionally, we have looked at some sector trading strategies:

• Technology Sector Trading Strategy (Backtest And Example)

• Energy Sector Trading Strategy (Backtest And Example)

• Healthcare Sector Trading Strategy (Example And Backtest)

• Communication Services Sector Trading Strategy (Backtest And Example)

Technical analysis patterns

We have even started looking at some classical chart formations (technical analysis):

• Head And Shoulders Trading Strategy (Backtest And Example)

• Cup And Handle Pattern Trading Strategy (Backtest And Example)

Finally, we looked at the Zig Zag indicator:

• Zig Zag Indicator Trading Strategy