Single Strategies Or Discounted Bundles

You can purchase our monthly Trading Edges/strategies one by one or in discounted bundles:

  1. Buy one strategy for 75 USD.
  2. Buy 5 for 150 USD. Click here and choose “5 for 150 USD” and send us an e-mail at “oddmund at quantifiedstrategies dot com” and we will enable you access to your choices.
  3. Buy 10 for 225 USD. Click here and choose “10 for 225 USD” and send us an e-mail at “oddmund at quantifiedstrategies dot com” and we will enable you access to your choices.
  4. Our best offer: The fourth and last option is the one we recommend because it’s the cheapest: Subscribe to our monthly Trading Edges. You get access to 12 future Trading Edges plus the library of the previous Trading Edges (the library will not be full until January 2022, but this is reflected in the price).

The strategies are mostly tested on ETFs, but they should work equally well on corresponding futures contracts. Each strategy has code for Amibroker, Tradestation/Easy Language, and “plain English”. No commissions and slippage included.

Strategy 1: Quantified Strategies’ ATR Swing Trade

The strategy uses ATR as “bands” but additionally uses two other criteria. The strategy works best on the S&P 500 and Nasdaq.

Performance from 2000 until spring 2021 in Nasdaq (QQQ):

No. of trades: 157

Average gain per trade: 1.8% (2.84% for winners and -2.27% for losers)

Win ratio: 79%

Profit factor: 3.61

CAGR: 13.7%

Exposure/time in the market: 11%

The equity curve (log scale) on QQQ:

Order by clicking here (check for strategy no.1):

Once you have paid you can download the strategy on this link.

Strategy 2: Quantified Strategies’ IBS Swing Trade in the S&P 500

The strategy uses the IBS indicator but we made a small twist to it. The strategy performs well on stock indices, but yields the best result on the S&P 500.

Performance from 1993 until spring 2021 in the S&P 500 (SPY):

No. of trades: 526

Average gain per trade: 0.8% (1.67% for winners and -1.75% for losers)

Win ratio: 74%

Profit factor: 2.73

CAGR: 15.4%

Exposure/time in the market: 36%

The equity curve (log scale) in SPY:

Order by clicking here (check for strategy no.2):

Once you have paid you can download the strategy on this link.

Strategy 3: Quantified Strategies’ Williams R% Swing Trade in Nasdaq

The strategy uses the famous and handy Williams %R indicator but we added another indicator to make the strategy more robust and better. The strategy performs well on most stock indices but yields the best result in Nasdaq.

Performance from 2000 until spring 2021 in Nasdaq (QQQ):

No. of trades: 215

Average gain per trade: 1.4% (2.35% for winners and -2.2% for losers)

Win ratio: 79%

Profit factor: 3.53

CAGR: 14.6%

Exposure/time in the market: 14%

The equity curve (log scale) in QQQ:

Order by clicking here (check for strategy no.3):

Once you have paid you can download the strategy on this link.

Strategy 4: Quantified Strategies’ IBS + Second Indicator Swing Trade in the S&P 500/Nasdaq

The strategy uses the widely used IBS indicator but we added a second indicator to improve the strategy. The strategy performs well on most stock indices but yields the best result in the S&P 500 and Nasdaq.

Performance from 2000 until spring 2021 in Nasdaq (QQQ):

No. of trades: 196

Average gain per trade: 1.36% (2.5% for winners and -2.2% for losers)

Win ratio: 75%

Profit factor: 3.15

CAGR: 12.7%

Exposure/time in the market: 14%

The equity curve (log scale) in QQQ:

Order by clicking here (check for strategy no.4):

Once you have paid you can download the strategy on this link.

Strategy 5: Quantified Strategies’ ADX + Second Indicator Swing Trade in Nasdaq

The strategy uses the often ignored ADX indicator. The indicator is valuable, but not on a stand-alone basis. We have developed an ADX strategy together with another indicator. The strategy performs well on most stock indices but yields the best result in Nasdaq.

Performance from 2000 until spring 2021 in Nasdaq (QQQ):

No. of trades: 238

Average gain per trade: 1.1% (2.2% for winners and -2.5% for losers)

Win ratio: 77%

Profit factor: 2.83

CAGR: 12.6%

Exposure/time in the market: 17%

The equity curve (log scale) in QQQ:

RSI(2) combined with ADX improves the strategy.

Order by clicking here (check for strategy no.5):

Once you have paid you can download the strategy on this link.

Strategy 6: Quantified Strategies’ 23 Candlestick formations

We have Amibroker code for 23 candlestick formations. Please check out this article where we tested these 23 formations. The formations seem to work on the S&P 500 and Nasdaq.

Order by clicking here (check for strategy no.6):

Once you have paid you can download the strategy on this link.

Strategy 7: Quantified Strategies’ XLP And Treasury Bond Strategy

The ETF XLP tracks consumer stocks like Wal-Mart, Procter&Gamble, etc. Its movements are different than the main stock indices and XLP is an underrated trading vehicle.

We have made a strategy that generates signals in XLP based on the ETF TLT (10-year Treasury Bonds). This strategy was our monthly Edge for May 2021.

Performance from 2002 until spring 2021 in XLP:

No. of trades: 416

Average gain per trade: 0.46% (1.08% for winners and -1.25% for losers)

Win ratio: 73%

Profit factor: 2.18

CAGR: 9.1%

Exposure/time in the market: 32%

Max. drawdown: -15%

The equity curve (log scale):

Order by clicking here (check for strategy no.7):

Once you have paid you can download the strategy on this link.

Strategy 8: Quantified Strategies’ XLP Swing Trade

The ETF XLP tracks consumer stocks like Wal-Mart, Procter&Gamble, etc. Its movements are different than the main stock indices and XLP is an underrated trading vehicle.

The strategy is based on two variables but has yet proven efficient. The strategy was our monthly Edge for April 2021.

Performance from 2002 until spring 2021 in XLP:

No. of trades: 141

Average gain per trade: 0.74% (1.26% for winners and -1.8% for losers)

Win ratio: 83%

Profit factor: 3.48

CAGR: 5.1%

Exposure/time in the market: 10%

Max. drawdown: -10%

The equity curve:

Order by clicking here (check for strategy no.8):

Once you have paid you can download the strategy on this link.

Strategy 9: Quantified Strategies’ Overnight Open<Low Edge in Nasdaq

The strategy buys at the close and sells on the next open (no matter what). The strategy is based on two variables but has yet proven efficient.

This strategy was our monthly Edge for March 2021.

Performance from 2000 until spring 2021 in Nasdaq (QQQ):

No. of trades: 502

Average gain per trade: 0.24% (0.84% for winners and -0.72% for losers)

Win ratio: 62%

Profit factor: 1.79

CAGR: 5.7%

Exposure/time in the market: 9.5%

Max. drawdown: -11%

The equity curve:

Order by clicking here (check for strategy no.9):

Once you have paid you can download the strategy on this link.

Strategy 10: Quantified Strategies’ End Of Month Overnight Edge In The S&P 500

The strategy buys at the close and sells on the next open (no matter what). The strategy is based on one variable but has yet proven efficient.

This strategy was our monthly Edge for February 2021.

Performance from 1993 until spring 2021 in the S&P 500 (SPY):

No. of trades: 178

Average gain per trade: 0.14% (0.41% for winners and -0.35% for losers)

Win ratio: 65%

Profit factor: 2.1

CAGR: 1.2%

Exposure/time in the market: 3%

Max. drawdown: -3%

The equity curve:

Order by clicking here (check for strategy no.10):

Once you have paid you can download the strategy on this link.

Strategy 11: Quantified Strategies’ Friday Bond Trade (TLT)

The strategy is based on seasonality and has additionally two simple criteria based on where the close is in relation to the previous days.

This strategy was our monthly Edge for June 2021.

Performance from 2004 until spring 2021 in ten year Treasury bonds (TLT):

No. of trades: 221

Average gain per trade: 0.45% (0.94% for winners and -1.14% for losers)

Win ratio: 75%

Profit factor: 2.7

CAGR: 5.9%

Exposure/time in the market: 15%

Max. drawdown: -8.8%

The equity curve:

Order by clicking here (check for strategy no.11):

Once you have paid you can download the strategy on this link.

 

Disclosure: We are not financial advisors. Please do your own due diligence and investment research or consult a financial professional. All articles are our opinions – they are not suggestions to buy or sell any securities.