[Trend Day Forecast] June Performance #trenddayforecast

Trend Day Forecast

At the end of each day (15:00 pm ct USA and 10:30 am ct Europe) the Trend Day Forecast forecasts tomorrow’s close for equities and fixed income. More information on the TDF can be found here.

Forecast Quicklook Performance:

TDF June Perf

Forecast Monthly Performance (on $200,000):

Month

Return %

Return/Contract

Dec

3.9%

$7,835

Jan

4.6%

$9,197

Feb

1.8%

$3,691

March

3.9%

$7,862

April

2.9%

$5,825

May

2.7%

$5,481

June

1.0%

$1,949

Forecast Statistics:

Win/Loss Ratio: 60%

Annualized Return: 30%

Max DD: 4.3%

Alpha v SP500: 30%

Alpha v CTA: 30%

Forecast Notes:

Current results, December 2015 to present, represent the third refinement of the forecasting techniques underlying the Trend Day Forecast since 2012. The second refinement was the development of a quantitative technique known as Edge in October of 2013.

TDF Cum Perf June

Licensing:

The Trend Day Forecast is available by subscription. The underlying strategy is available for license. Contact Henry Carstens, 503-701-5741.

Several new fully-automated strategies will be available beginning next week (Thank-you 101 Trading Ideas!)

Other notes:

My book, 101 Trading Ideas, A Magical List for Fast-Paced Alpha Hunting has been published! The book helps users quickly create new trading ideas. More info here. The example strategies in 101 Trading Ideas are up +16% annualized since February out-of-sample.

I’m available to help develop strategy ideas and to teach idea development. Here’s a video of a presentation I did on developing strategy ideas for Quantiacs – the Q&A was really fun,

—h
Henry Carstens
503-701-5741
carstens@verticalsolutions.com
www.verticalsolutions.com

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