Integrated: Short-Term Only

Systems

  • Tactical Index (i-TAC)
  • Short-Term Market Timing Index (i-STMT)

Position Size

  • i-TAC = 30% / 60% / 30% / 60%
  • i-STMT = 75%
  • Avg commitment = 75% – 105% / Max commitment = 225% (very seldom)

Backtest Results
Integrated ST page 1

Equity Curve
Integrated ST page 2

Live Trading Results