Motif Portfolios vs. SectorSurfer Strategies9 StormGuard Real Time Performance •React too fast and...
Transcript of Motif Portfolios vs. SectorSurfer Strategies9 StormGuard Real Time Performance •React too fast and...
1By Scott Juds, President & CEO, SumGrowth Strategies, Seattle, WA
How StormGuard-ArmorStunningly Tames Bear Markers
April 21, 2016
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Here’s a Poster Child For the Problem
Why StormGuard-Armor?
What’s Going On?Well… a Guy Walks Into a Bar….
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Oooppps,I knocked the
knife off the table
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Yeeeoooo! Why didn’t you stop it from hitting my foot?
You know traders never catch a falling knife.
Why didn’t you move your foot?
I didn’t think it would fall that far!
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Is Momentum Broken or Pausing?
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Is Momentum Broken or Pausing?
Of Course He is Right – Turbulent Markets Have no Trends.
From Yoda Feb 2016
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Is Momentum Broken or Pausing?
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Is Momentum Broken or Pausing?Let’s Examine Strategy History and See
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StormGuard Real Time Performance
• React too fast and you suffer from whip-saw losses when sharp drops often snap back.
• React too slowly and you will get hurt if it really is a major market collapse.
From the Introductory Presentation:
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What’s Wrong With my Strategies?Death Crosses, and the Like, Can Be Fooled by Medium
Term Glitches. That includes StormGuard.
----S
ell Low
----B
uy H
ig
h
----S
ell Low
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Poster Child For the Problem
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Why is StormGuard-Armor Better?
It Utilizes Three Sources of Information – Not Just One.
Better Performance Comes From Having More Information – Not Sliding the Problem Elsewhere.
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Why is StormGuard-Armor Better?
It Analyses Three Different Kinds of Market Behavior.
It Incorporates Event Detection, not Simply Timing Adjustments.
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StormGuard-Armor Performance
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StormGuard-Armor Performance
... and the Primary SPDR Sectors?
... and the World Region ETFs?
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StormGuard-Armor Performance
It is Doubly Blessed When w/ Long-Term Treasury Bear Symbol.
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Why Use A Long-Term Treasury?
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Rolling 5-year correlation between US stocks and 5-year Treasury note.
Why a L.T. Treasury is a Problem
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Why a L.T. Treasury is a Problem
Common Mode Noise Reduction
Better Signal to Noise Ratio Means Better
Probability of Higher Returns Next Month.
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Let’s Improve These Live Online
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StormGuard-Armor
Before
After
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SectorSurfers Don’t Walk on Water