Joachim Klindworth

This is the Panic Shield model applied to the Russel1000 universe. As you can see it makes sense to diversify through markets, too. You can see also that this model was triggered more then a month ago on the 4th of March. I need to build your hedge before the market is actually collapsing. Interestingly, there are repetitive patterns indicating a sharpe downside move ahead. Of course, this does not always work. However, the likelihood that your are hedged when it does happen is very very high. I like this this style of strategies. They dampen the drawdowns of my long momentum models.

This is my Panic Shield Strategy. It only acts if markets are in a downtrend and VIX is elevated. Only one position still open. Ytd. +8%. This model was a good hedge in the last days. https://t.co/y8hWmx8zVY

This was a great example of using the monthly weakness effect combined with a short system. Historical data shows that during the two monthly weakness calender period markets tend to show more weakness especially if the market is already weak. This was a good hedge in the last days. Most positions are already closed.

One of my best performing strategies so far are the FANGMAN Turnaround Tuesday and the USTECH Turnaround Tuesday stock strategy. The strategy is using the TT effect combined with a mean reversion component. I apply the same model to the FANGMAN universse. This obviously has a selection bias. I also trade the same model with the NASDAQ100 Technology Universe. The mean reversion strategy is up 7% ytd. Some light in turbulent times.

Core strategy hold up well compared to the market. Some relative strength vs. the market. Mean Reversion portfolio moves with the market -10% in the last 5 days. What a week. https://t.co/49n9DXEVca

The reduction in my long exposure at market opening appeard to be a good decision for today. My monthly weakness modell on index level took some short yesterday night. The monthly weakness modell on stocks level at market opening. Overall I am net 40% long now. 20% ASX and 20% US market. Despite the considerable short exposure and closing a long vol position at market opening I am still -1.5% down for today so far. Then on the other hand -2% in two days via -10% on index level is still great. Interesting times indeed.

Trading volatility long in current markets is a blessing.

It took a while this time. However, now it is there. Market risk filters for the NASDAQ100 and Russel1000 are finallyy activ. With my open short positions on the NADAQ100 and RUSSEL1000 stock universe, I can say that my core strategy portfolio is clearly leaning now to a bear market.

Despite being 70% long my core strategy portfolio is holding up well against the market. Nasdaq100 -6.02% https://t.co/ZHLHnABlpU

A very interesting read about the impact of tariffs. I can strongly recommend his book „The principles of a changing world order.“ It helped me to understand current dynamics in politics and media.

Exactly. Luckily algo strategies also work for short approaches. And the biggest intraday downway was more then -8% on index level I saw so far. Just saying…

Mean Reversion Strategy Portfolio holds up despite current markets. Strategy. The portfolio only trades USTECH Mean Reversion strategies using the darwinex trading universe. Which is a bit smaller then the NASDAQ100 itself. My main portfolio is calming down. Last weeks was -0.60%. Overall the last 6 week revealed a clear weakness of my main strategy portfolio.

RT @momentmal2022: @HeyNayeem According to you, everyone should be profitable now then. I don't think this is how AI may help you. If you…

Mean Reversion account is calming down after the correction. Last week was slightly negative. -0.46%. https://t.co/zCYPIUjQLf

Based on the principle of the monthly weakness anomaly in the market I opened QQQ and IVV short positions a couple of days ago. Tonight both positions will be closed. You can apply the same principle to the NASDAQ100 universe or the Russl200 universe. Why do I trade the same principle with different asset universe? First, to diversify. Some stocks pick up the short movement, some will not. Also you can vary the seasonal filter. Cause in the end of will not know if day x or day x +1 is the ideal trigger for the current situation. I rather have different triggers.

Here is the promissed link to the JP paper https://t.co/mh2M70lz3c

Coming back to my earlier post about the monthly weakness effect. You also find it in one of JP Morgan's research paper. You can see that there are on average two periods of time in which stock markets tend to behave weakly. This is a general monthly behavior. So now you do the following. You combine these two time periodes and go short if the index is below its simple moving average of 200 days. C < MA(C,200). If both conditioned are met, you sell on the next day open or close. You close the position once the time period of weakness is passed on the close. Combining these two simple rules you receive the following results for the SPY. CAR: 5.5% MDD: -19.70% Exposure: 11% Profitfactor: 1.66 Payoff Ratio: 1.35 Now take this as a starting point for your short anaylsis on the index or stock level. This works fairly well.

About 18 months ago I worked on seasonality a lot. During this work I also developed one short model. Which exploits the monthly weakness effect. The monthly weakness effect is the counterpart to the ultimo effect. It is fairly robust. If you want to know more about it have a look at this paper. https://t.co/tAJJjDQIHz. I am fairly confident in the model I am using as it applies principles I am already using in other live models. So today, I receive live signals for the first time. The model exploits short term recovery in a time of weakness. Like now. So the underlying assumption is that the markets keeps declining. Have a look for yourself. These are the stocks I will be shorting.

More then 1 year a go I met Matthias from @LITsignals We had this special spark from the very beginning. 3 months a go we founded a business. Our goal is to offer a strategy portfolio based on the NASDAQ100 stock universe offering retail clients a reliable access to the trading world. Our strategy portfolio consists of long momentum, Long mean reversion, short momentum and short mean reversion. Basically, the same style I am trading in my own portfolio. All offered strategies are traded in my own portfolio. The current market could not be a better test for our strategy portfolio we want to offer. The NASDAQ100 is down by -8,36%. Our strategy portfolio 'US Tech Power Play' is down by -4,30%. It beats the benchmark as well as my own portfolio. Which feels a bit frustrating, too.😅 I am super happy about the results. Not only because our portfolio hold up well but the strategy did what they were suppoed to do. We will go live in the next 4 weeks. I keep you updated with more details.

The concept of Turnaround Tuesday combined with MR works not only on indices but also on stocks. This version trades the SP500. I can take up to 8 positions. It does it work today so far. https://t.co/XKdLqYPfye