Price vs. Global flow patterns: Who will win?

Price vs. Global flow patterns: Who will win?    Corona Del Mar, CA   Howdy Chris,   Everyone loves a competition...that's why we spend endless hours watching balls clobbered over fences, cars blaze around tracks, and bulls buck off their riders like rag dolls.   So let the games begin!   In this corner, we have time series price data...good 'ol fashioned historical open, high, low, close, and volume.   In the other corner, we have global ETF mispricing data.   Yup, ETFs are routinely mispriced to the tune of billions per day.   I fed price only data to The Boss SuperAi, and it put together a simple strategy for switching between stocks (SPY) and bonds (TLT): The numbers are far superior to the majority of money managers:   Annual gain = 19.97% (Up 18% for the year) Max drawdown = 32% Winning years = 95% Winning months = 70%   I outlined this strategy in my book, Outfoxing Wall Street.   Yup, it's only 7 lines of code which should really ruffle the feathers of those that spend endless hours pouring over economic data, watching YouTube videos, drawing lines on charts, and other useless actions.   Next up, we have the "Two Weeks" strategy that switches between long and inverse ETFs and doesn't use a lick of price data: The Boss looked through 36 sets of global ETF mispricings, and discovered a "fingerprint" that gives buy/sell signals for the S&P 500.   That fingerprint consists of four specific country ETFs.   I'm not going to say much more about it than that.   Here are the numbers:   Annual return = 63% (Up 17% so far this year) Max drawdown = 36% 94% winning years 68% winning months In order to compare apples to apples, I like to take the annual gain (CAGR) and divide my the max drawdown. This is called MAR. Higher numbers are better.   The 7-lines strategy has a MAR of 0.62.   "Two Weeks" strategy has a MAR of 1.75   That's 2.8x better.   I'm no rocket scientist, but I do believe that's substantially better.   Like the difference between one scoop of ice cream and three...   ...only this fattens your bank account instead of your waistline.   So we have a winner: Global ETF mispricing patterns.   Now imagine trading dozens of markets long and inverse or long/short with these edges. Better yet, how about a pool of 100 strategies for the A.I to pull from every month?   How do you think that would improve your results?   Would your returns look smooth as a silk on porcelain?   Are you making money darn near every month? If so, good for you!   If not, then maybe it's time to grab Josh's Top 100 strategies, and start trading like a battle-hardened hedge fund manager.   Click here to get started >>   P.S. If you're on the fence, now is the time to join. I won't be teaching this stuff personally if I end up starting my own hedge fund...and I'm actively researching taking the plunge.   Trade smart,   Dan "Prince of Proof" Murphy                         Portfolio Boss, Inc. 260 Newport Center Dr, Suite 100 Newport Beach, CA 92660   Don't want to stay in the loop with Dan? We'll be sad to see you go, but you can unsub to no longer receive emails.