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1By Scott Juds, President & CEO, SumGrowth Strategies, Seattle, WA
How StormGuard-ArmorStunningly Tames Bear Markers
April 21, 2016
2
Here’s a Poster Child For the Problem
Why StormGuard-Armor?
What’s Going On?Well… a Guy Walks Into a Bar….
3
Oooppps,I knocked the
knife off the table
4
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!
55
Is Momentum Broken or Pausing?
66
Is Momentum Broken or Pausing?
Of Course He is Right – Turbulent Markets Have no Trends.
From Yoda Feb 2016
77
Is Momentum Broken or Pausing?
88
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.
----S
ell Low
----B
uy H
ig
h
----S
ell Low
11
Poster Child For the Problem
12
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.
13
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
19
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
21
StormGuard-Armor
Before
After
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SectorSurfers Don’t Walk on Water