J

Jarvis

paper trading · supervised weekly
armed · all systems go

← Strategies

Time-series momentum trend on
Time-series momentum. Holds a name only while its trailing return is positive and exits when it turns negative. The per-symbol half of dual momentum.
Bollinger Bands Donchian breakout MACD Time-series momentum Pairs trading Relative strength RSI reversion SMA crossover Volatility regime

IWM · price with buy / sell markers

DIA EEM EFA GLD GOP IWM NANC QQQ SPY TLT VOO XLE

Current signal per symbol 12

SymbolSignalConvictionWhen
DIA HOLD 0.0 4.6h ago
EEM HOLD 0.0 4.6h ago
EFA HOLD 0.0 4.6h ago
GLD HOLD 0.0 4.6h ago
GOP HOLD 0.0 4.6h ago
IWM HOLD 0.0 4.6h ago
NANC HOLD 0.0 4.6h ago
QQQ HOLD 0.0 4.6h ago
SPY HOLD 0.0 4.6h ago
TLT HOLD 0.0 4.6h ago
VOO HOLD 0.0 4.6h ago
XLE HOLD 0.0 4.6h ago

Backtest vs buy-and-hold 12

SymbolStrategyBuy & holdDifferenceTrades
XLE +0.00% -7.70% ✓ +7.70% 0
GLD +0.00% -5.95% ✓ +5.95% 0
VOO +0.00% -1.39% ✓ +1.39% 0
SPY +0.00% -1.38% ✓ +1.38% 0
QQQ +0.00% -1.33% ✓ +1.33% 0
EFA +0.00% -0.33% ✓ +0.33% 0
NANC +0.00% +1.14% -1.14% 0
DIA +0.00% +1.74% -1.74% 0
EEM +0.00% +2.19% -2.19% 0
TLT +0.00% +3.24% -3.24% 1
GOP +0.00% +3.31% -3.31% 0
IWM +0.00% +5.53% -5.53% 0
"Difference" is strategy return minus simply holding the asset. On short, mostly-rising history these strategies tend to win only where the asset fell (they sat in cash) — real edge needs more data and choppier markets.