This simple market timing tool reduces losses by 50%+ скачать в хорошем качестве

This simple market timing tool reduces losses by 50%+

This analysis demonstrates how market breadth and market index regime filters work, and how they can compliment certain long-only equities strategies like relative momentum systems to reduce drawdowns and improve risk-adjusted returns without over-fitting to the data - based on tests ranging all the way back to the 1900s. We break down Mebane Faber's whitepaper on Tactical Asset Allocation and timing mechanisms and confirm his findings in out-of-sample data with RealTest - and see how adding a breadth filter to compliment the regime filter can improve a rotational momentum system's results. ------ 🚩 Socials, Newsletter & More Free Content: https://theartoftrading.com 🚩 FREE Pine Script Basics Course: https://courses.theartoftrading.com/c... 🚩 Pine Script Mastery Course: https://courses.theartoftrading.com/c... 🚩 My Indicators & Strategies Course (Steal My TradingView Code!): https://courses.theartoftrading.com/c... 🚩 My RealTest Strategies (Steal My Stock Market Code!): https://courses.theartoftrading.com/c... 🔷 Create your FREE TradingView Account: https://www.tradingview.com/gopro/?of... ---------------------------------------------------- ⬇Mentioned Resources: ⬇ My ETF script source code: https://courses.theartoftrading.com/p... Meb Faber White Paper: https://papers.ssrn.com/sol3/papers.c... Andreas Clenow Relative Momentum Book: https://amzn.to/3LXgPge Nick Radge's Blog on Filters: https://www.thechartist.com.au/best-m... TradingView Breadth Filter: https://www.tradingview.com/script/p7... TradingView Regime Filter: https://courses.theartoftrading.com/p... High-low index description: https://chartschool.stockcharts.com/t... ---------------------------------------------------- Want to learn trading strategy development and backtesting techniques? Look no further. I have you covered! With 16+ years of coding experience and 7+ years of profitable trading experience, I specialize in systematic strategy development and I'm here to pass on everything I've learned about both trading and coding. MORE RESOURCES: 🔷 My Blog & Socials: https://www.theartoftrading.com 🔷 My Merch Store: https://theartoftrading-shop.fourthwa... 🔷 My Free Pine Script Indicators: https://zenandtheartoftrading.com/ind... 🔷 My Favorite Trading Books: https://zenandtheartoftrading.com/top... 🔷 My Favorite Trading Psychology Books: https://zenandtheartoftrading.com/tra... 🔷 My Trading Video Library: https://zenandtheartoftrading.com/vid... 🎤 The Art of Trading Podcast: http://thetradingpodcast.com/ If you want more information about who I am and what I do, head over to https://zenandtheartoftrading.com/about. Educational Content Disclaimer: The content provided in our videos, including all code, lessons, and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of certain software within a trading context. Any results from strategies or tools provided are hypothetical and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and are not suitable for all persons. Before making any trading decisions, please consult with a qualified professional to understand the risks involved. By using our materials, you acknowledge and agree that any trading decisions are made solely at your discretion and risk. ▼Timestamps▼ 00:00 - Intro 01:00 - What is a market index regime filter? 04:40 - Out of sample testing of Faber's regime filter 09:52 - Relative momentum ranking with Andreas Clenow's method 13:38 - What is a market breadth filter? 14:49 - What is the benefit of a market breadth filter? 16:20 - Strengths and weaknesses of market breadth and index filters 20:43 - Robustness testing on global ETFs 22:55 - How to find breadth filter data tickers 24:20 - Buy my script code if you want to speed up your learning! #Trading #Backtesting #systemtrading