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By Scott Juds, President & CEO, SumGrowth Strategies, Seattle, WA
How StormGuard-Armor
Stunningly Tames Bear Markers
April 21, 2016
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How StormGuard-Armor Stunningly Tames Bear Markers April 21, 2016 - - PowerPoint PPT Presentation
How StormGuard-Armor Stunningly Tames Bear Markers April 21, 2016 - - PowerPoint PPT Presentation
How StormGuard-Armor Stunningly Tames Bear Markers April 21, 2016 By Scott Juds, President & CEO, SumGrowth Strategies, Seattle, WA 1 Why StormGuard-Armor? Her es a Poster Child For the Problem Whats Going On? Well a Guy Walks
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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.
- --- Sell
Sell Low
- --- Buy
Buy High High
- --- Sell
Sell 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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