Sitemap - 2024 - Systematic Investing with QuantMage

Portfolio Update 12/15/2024 - A Solid Gain πŸ“ˆ

Three Tidbits 12/11/2024

P-value and Bootstrapping

JJ's Spell Series: KMLM+QQQ+BOXX

The Best Macro Indicator

Portfolio Update 11/15/2024 - A Small Gain πŸ”Ί

Adaptive Momentum

The Divergence of Fear Gauges

Three Tidbits

Portfolio Update 10/15/2024 - Still Underperforming the Market πŸ“ˆβ³

How to Sidestep Momentum Crashes

Cash-Flow Weighted Return

Canary Signal Series: The Baltic Dry Indexβ€”Your Market Weathervane

Unlocking Donchian Channels in QuantMage with Aroon Indicators

Portfolio Update 09/15/2024 - Slow but Steady Recuperation β€οΈβ€πŸ©Ή

Meb Faber's All-Time High Switch

Asset Rotation

Canary Signal Series: Tech vs. Utilities

JJ's Spell Series: Short SPY

Portfolio Update 08/15/2024 - A Market Crash πŸ’₯πŸ“‰

How I Rebalance My Portfolio

VIX as a Canary

Why I Detest the Moving Average of Returns

Portfolio Update 07/15/2024 - Another Solid Month πŸ€‘

Taking Advantage of an Indicator's Past Readings

Monthly Seasonality and the Halloween Effect

Portfolio Update 06/15/2024 - Riding the Optimism Wave πŸ›¬πŸ“ˆ

Canary Signal Series: Bond vs. Short

How to Measure the Clarity of a Trend

JJ's Spell Series: WOOD/XLU Canaries Leverage

Portfolio Update 05/15/2024 - All Time High πŸš€πŸ“ˆ

Shannon's Demon

Canary Signal Series: TIP

Portfolio Update 04/15/2024 - Weathering the Storm πŸŒͺ️

Navigating the Waters of Investment Returns Amidst Cash Flows

QuantMage Got More Expressive

Compounding, Volatility, and The Art of Leverage

Portfolio Update 03/15/2024 - Outsmarting the Market πŸ†

Riding the Bitcoin Wave with QuantMage: A Daring Adventure

Unpacking Dual Momentum

Portfolio Update 02/15/2024 - Staying in the Game πŸƒπŸ»β€β™€οΈ

Rethinking the 60/40

The Perils of Look-Ahead Bias

Portfolio Update 01/15/2024 - A Rollercoaster Start to the Year 🎒

RSI-based Mean Reversion