Simple Trading Systems

Quantitative trading systems designed for low maintenance and long term survival.  Positions are held on a low frequency to ride on Long Term trend following.  Combining seasonal bias and price action data to produce consistent edge, parameters are non optimized and the strategy is back tested over 10 years and walk forward tested with 5 years before traded live.

Access the strategy white box and execution logic for understanding the strategy and peace of mind.  Systems are designed with simplicity using minimal indicators. For example below, go long on the US equity if the S&P 500 Index closes above the moving average line, exit long into cash position if otherwise.  The chart picture below tells a thousand words, using the concept from the world's simplest trading system.  US equity is bullish as long as it closes above the MA line.

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