Our public signals are shown with a 1 day lag. Please register for a free account to receive signals for Bitcoin, stocks and bonds as soon as they become available. Or sign up for a premium account to also get access to our premium signals. Premium signals include Euro, Emerging Market Equities, Gold, Australian dollar, Emerging Market LC Bonds, Euro Stoxx 50, Crude oil, Nikkei 225, Investment Grade Credit, and Japanese yen.
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|Our S&P500 model signalled a LONG direction mid-April, after being short since Feb 25th when the COVID-19 related sell-off really got going. In the previous downturn the model had delivered a +11.5% performance by being short, at some point outperforming the market by +57% in our long/short signals portfolio. As you will often see, our models stayed in the trade a little too long and gave up some of the upside. Nevertheless you would never have been down more than 4% in stocks during 2020 following our signals, compared to -30% on the index itself.|
Our stocks model uses daily dividend-adjusted prices for the S&P500 as input. This index consists of the 500 largest companies listed on exchanges in the United States. The LSS S&P500 model is calibrated on a history of daily stock prices going back several decades (smoothed out over the medium term) as well as a number of other exogenous risk factors across other asset classes that may impact its behavior.
The easiest way to trade the S&P500 is through ETFs like the SPY.
We believe that a win rate above 60-70% is feasible in the longer term. Not every signal is going to beat it out of the ballpark, and the quality and health of all models varies as some have a harder time grasping market dynamics. But systematic implementation of our signals has so far proven to be able to beat the market by a wide margin, offering far better risk-adjusted returns.
The daily signal update completes by 4am UTC, which currently translates to roughly noon in Singapore, midnight in New York, or 5am in London.