Updated Portfolios
With the new addition of two daytrading strategies, I took the opportunity to completely reorganize the composition of the portfolios. I used a quantified combination of performance and correlation to determine the best combinations. You can see the performance of these portfolios on the website here. Going forward these are the compositions that will be used:
Index Trader I: MeanSwing II EMD, Spring ES
Index Trader II: MeanSwing II EMD, SentSwing II RTY, Leopard Vol, Spring ES
Index Trader III: MeanSwing II EMD, SentSwing II RTY, SimpleSwing ES, Cheetah Vol, Leopard Vol, Spring ES
Index Trader IV: MeanSwing II EMD, SentSwing II RTY, SentSwing II YM, SimpleSwing ES, Cheetah Vol, Leopard Vol, Spring ES, Tiger Vol
Index Trader V: MeanSwing II EMD, MeanSwing II ES, SentSwing II RTY, SentSwing II YM, SimpleSwing ES, Cheetah Vol, Leopard Vol, Lion II Vol, Spring ES, Tiger Vol
Index Swing 2: MeanSwing II EMD, SentSwing II RTY
Index Swing 3: MeanSwing II EMD, SentSwing II RTY, SimpleSwing ES
Index Swing 4: MeanSwing II EMD, SentSwing II RTY, SentSwing II YM, SimpleSwing ES
Index Swing 5: MeanSwing II EMD, MeanSwing II ES, SentSwing II RTY, SentSwing II YM, SimpleSwing ES
Index Swing 6: MeanSwing II EMD, MeanSwing II ES, SentSwing II RTY, SentSwing II YM, SimpleSwing ES, SimpleSwing NQ
Along with updating the portfolios, I also retired SentSwing II NQ, Jaguar Vol and Lion III Vol. I have several new daytrading systems in incubation. When those pass final testing, I will release them, update existing portfolios, and create portfolios of only daytrading systems.
[…] All systems are flat, and the new portfolio compositions will be used going forward. http://trendfindertrading.com/blog/updated-portfolios/ […]