22
1 By Scott Juds, President & CEO, SumGrowth Strategies, Seattle, WA H ow StormGuard - Armor Stunningly Tames Bear Markers April 21 , 2016

Motif Portfolios vs. SectorSurfer Strategies9 StormGuard Real Time Performance •React too fast and you suffer from whip-saw losses when sharp drops often snap back. •React too

  • Upload
    others

  • View
    5

  • Download
    0

Embed Size (px)

Citation preview

Page 1: Motif Portfolios vs. SectorSurfer Strategies9 StormGuard Real Time Performance •React too fast and you suffer from whip-saw losses when sharp drops often snap back. •React too

1By Scott Juds, President & CEO, SumGrowth Strategies, Seattle, WA

How StormGuard-ArmorStunningly Tames Bear Markers

April 21, 2016

Page 2: Motif Portfolios vs. SectorSurfer Strategies9 StormGuard Real Time Performance •React too fast and you suffer from whip-saw losses when sharp drops often snap back. •React too

2

Here’s a Poster Child For the Problem

Why StormGuard-Armor?

What’s Going On?Well… a Guy Walks Into a Bar….

Page 3: Motif Portfolios vs. SectorSurfer Strategies9 StormGuard Real Time Performance •React too fast and you suffer from whip-saw losses when sharp drops often snap back. •React too

3

Oooppps,I knocked the

knife off the table

Page 4: Motif Portfolios vs. SectorSurfer Strategies9 StormGuard Real Time Performance •React too fast and you suffer from whip-saw losses when sharp drops often snap back. •React too

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!

Page 5: Motif Portfolios vs. SectorSurfer Strategies9 StormGuard Real Time Performance •React too fast and you suffer from whip-saw losses when sharp drops often snap back. •React too

55

Is Momentum Broken or Pausing?

Page 6: Motif Portfolios vs. SectorSurfer Strategies9 StormGuard Real Time Performance •React too fast and you suffer from whip-saw losses when sharp drops often snap back. •React too

66

Is Momentum Broken or Pausing?

Of Course He is Right – Turbulent Markets Have no Trends.

From Yoda Feb 2016

Page 7: Motif Portfolios vs. SectorSurfer Strategies9 StormGuard Real Time Performance •React too fast and you suffer from whip-saw losses when sharp drops often snap back. •React too

77

Is Momentum Broken or Pausing?

Page 8: Motif Portfolios vs. SectorSurfer Strategies9 StormGuard Real Time Performance •React too fast and you suffer from whip-saw losses when sharp drops often snap back. •React too

88

Is Momentum Broken or Pausing?Let’s Examine Strategy History and See

Page 9: Motif Portfolios vs. SectorSurfer Strategies9 StormGuard Real Time Performance •React too fast and you suffer from whip-saw losses when sharp drops often snap back. •React too

9

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:

Page 10: Motif Portfolios vs. SectorSurfer Strategies9 StormGuard Real Time Performance •React too fast and you suffer from whip-saw losses when sharp drops often snap back. •React too

10

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

Page 11: Motif Portfolios vs. SectorSurfer Strategies9 StormGuard Real Time Performance •React too fast and you suffer from whip-saw losses when sharp drops often snap back. •React too

11

Poster Child For the Problem

Page 12: Motif Portfolios vs. SectorSurfer Strategies9 StormGuard Real Time Performance •React too fast and you suffer from whip-saw losses when sharp drops often snap back. •React too

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.

Page 13: Motif Portfolios vs. SectorSurfer Strategies9 StormGuard Real Time Performance •React too fast and you suffer from whip-saw losses when sharp drops often snap back. •React too

13

Why is StormGuard-Armor Better?

It Analyses Three Different Kinds of Market Behavior.

It Incorporates Event Detection, not Simply Timing Adjustments.

Page 14: Motif Portfolios vs. SectorSurfer Strategies9 StormGuard Real Time Performance •React too fast and you suffer from whip-saw losses when sharp drops often snap back. •React too

14

StormGuard-Armor Performance

Page 15: Motif Portfolios vs. SectorSurfer Strategies9 StormGuard Real Time Performance •React too fast and you suffer from whip-saw losses when sharp drops often snap back. •React too

15

StormGuard-Armor Performance

... and the Primary SPDR Sectors?

... and the World Region ETFs?

Page 16: Motif Portfolios vs. SectorSurfer Strategies9 StormGuard Real Time Performance •React too fast and you suffer from whip-saw losses when sharp drops often snap back. •React too

16

StormGuard-Armor Performance

It is Doubly Blessed When w/ Long-Term Treasury Bear Symbol.

Page 17: Motif Portfolios vs. SectorSurfer Strategies9 StormGuard Real Time Performance •React too fast and you suffer from whip-saw losses when sharp drops often snap back. •React too

17

Why Use A Long-Term Treasury?

Page 18: Motif Portfolios vs. SectorSurfer Strategies9 StormGuard Real Time Performance •React too fast and you suffer from whip-saw losses when sharp drops often snap back. •React too

18

Rolling 5-year correlation between US stocks and 5-year Treasury note.

Why a L.T. Treasury is a Problem

Page 19: Motif Portfolios vs. SectorSurfer Strategies9 StormGuard Real Time Performance •React too fast and you suffer from whip-saw losses when sharp drops often snap back. •React too

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.

Page 20: Motif Portfolios vs. SectorSurfer Strategies9 StormGuard Real Time Performance •React too fast and you suffer from whip-saw losses when sharp drops often snap back. •React too

20

Let’s Improve These Live Online

Page 21: Motif Portfolios vs. SectorSurfer Strategies9 StormGuard Real Time Performance •React too fast and you suffer from whip-saw losses when sharp drops often snap back. •React too

21

StormGuard-Armor

Before

After

Page 22: Motif Portfolios vs. SectorSurfer Strategies9 StormGuard Real Time Performance •React too fast and you suffer from whip-saw losses when sharp drops often snap back. •React too

22

SectorSurfers Don’t Walk on Water