Disclaimer:
It should not be assumed that the methods, techniques, or indicators presented here will be profitable or that they will not result in losses. Past results are not necessarily indicative of future results. There is a high degree of risk in trading.
Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.
Note for 10/1/2019:
The ETF Momentum Swing Portfolio posted solid gains in the 3rd quarter despite a challenging trading environment. For the market, July was not terribly notable. But August saw very high volatility, and September had extreme rotations among momentum and value stocks as well as between several sectors. But the ETF Momentum Swing trades managed to navigate through the turmoil quite nicely and come away with some gains in every month and a total return of about 3.5% for the quarter. The gains also finished making up for the January-February struggles and got the portfolio to positive on the year.
There is no telling whether any individual trade, month, quarter or even year will be profitable. But I remain of the opinion that the ETF Momentum Swing Portfolio offers a substantial long-term edge. I view it as a good choice for a chunk of my personal and professional trading. It’s fairly consistent results and slight negative correlation to the SPX are two of the biggest reasons I find it attractive.
An updated report with stats and charts through 9/30/19 may be found here:
https://quantifiableedges.com/etf-momentum-swing-backtest-report/