Best strategy so far + a bonus strat

Systematic strategy on an S&P 500 ETF with similar returns but much lower drawdown

Author

Andrew @ Grail Wealth
April 18, 2025

Ok, total coincidence that these two strats have surfing themes, but anyhow here they are. The first is the $SPY Dip Surfer, a strategy that has matched the performance of the $SPY ( ▲ 0.72% )  over two decades, but with only ~1/3 of the maximum drawdown. It is my best strategy so far!

Also throwing in a bonus strat - the $SPY Wave Chaser, a simple strategy with only a 21% market exposure.

We’re in the home stretch - just one more strat to share before we combine them to form our Holy Grail strategy.

SPY Strategies Revealed Thus Far

Interesting stuff I watched/read this week

Is the US now trading like an emerging market with episodes of capital flight where all dollar-denominated markets can decline simultaneously?

This is called "capital flight"

It usually only happens to poor countries, and it never ends well.

www.noahpinion.blog/p/this-is-called-capital-flight

Manufacturing is good for America, but not for Americans…

Reply

or to participate.