The traders call – may I never be facing north when the markets are headed south.
Z-alpha Trading System proudly administers an exceptional investment product, the Z-alpha Signal, which addresses and controls the two primary components that formulate risk. Since dependable trading signals are our primary differentiator, it makes perfect sense to ask the question as to why we share this investment edge. From our viewpoint, the private subscription service reciprocates the invaluable experience of continual engagement, which unquestionably broadens our horizons.
Being of the old school, we aim to hold ourselves to an exceptionally relevant standard of excellence, facilitating outcomes that professional investors and hedgers aspire to achieve without the far-reaching development costs. We recognize that conventional published technical analysis has its anchored following, but logical reasoning would conclude, if everyone is looking at the same analysis, it yields no competitive edges. The prototype Z-alpha Signal was used for day trading open outcry S&P 500® pit futures (formidable foe admittedly) but since recalibrated to support other investment disciplines, including bona fide hedged equity strategies.
It is naturally important to examine carefully how market indicators function in a variety of market conditions. The effectiveness metric over complete market cycles is the pattern to which a consistent and recurring characteristic is likely to be repeated. Many compare their annual performance to the S&P 500® composite index, and the Z-alpha Trading System does likewise under the Z-alpha Signal purposely detailed usage. Provided results are calculated using the value of the S&P 500® cash index when the Z-alpha Signal in real-time changed status and merely represents the exact annual mathematical realization of this process. Also, results can represent scaling in/out sequences, hedged equity subroutines, and do not represent proceeds from dividend reinvestment or the use of margin to create leverage.
Reported Date: July 23, 2021 / Z-alpha Signal YTD: 13.26% / S&P 500® YTD: 17.47% / Z-alpha Signal 31-Year AAR: 24.06%
Z-alpha Signals are unrivaled in quality and design, requiring eight years to build the algorithm with a stepwise approach. We did not take one specific hypothesis to improve upon, we took everything (fibs, pivots, vortex, waves, oscillators, bands, channels, fundamentals, volume, momentum, 67 different theories to be exact) and discarded what didn’t work under real market conditions and cycles. Z-alpha Signals that issued (hedged equity) commitments have safeguarded 3,431 S&P 500® points that would have been lost to market volatility. The accompanying data table exemplifies the protected S&P 500® points and the supplemental percentages.
|2020 158 S&P’s, 4.89%||2019 -70 S&P’s, -2.79%||2018 729 S&P’s 27.26%||2017 -6 S&P’s, -0.27%||2016 127 S&P’s, 6.21%|
|2015 159 S&P’s, 7.72%||2014 143 S&P’s, 7.74%||2013 26 S&P’s, 1.82%||2012 14 S&P’s, 1.11%||2011 156 S&P’s, 12.40%|
|2010 138 S&P’s, 12.38%||2009 112 S&P’s, 12.40%||2008 400 S&P’s, 27.25%||2007 69 S&P’s, 4.87%||2006 -9 S&P’s, -0.72%|
|2005 70 S&P’s, 5.78%||2004 75 S&P’s, 6.74%||2003 21 S&P’s, 2.39%||2002 359 S&P’s, 31.27%||2001 259 S&P’s, 19.62%|
|2000 247 S&P’s, 16.81%||1999 28 S&P’s, 2.28%||1998 113 S&P’s, 11.65%||1997 18 S&P’s, 2.43%||1996 14 S&P’s, 2.72%|
|1995 -33 S&P’s, -7.19%||1994 27 S&P’s, 5.79%||1993 6 S&P’s, 1.38%||1992 14 S&P’s, 3.36%||1991 14 S&P’s, 4.24%|
|1990 53 S&P’s, 14.72%|
Z-alpha Signals are updated and displayed every day to subscribers after the U.S. financial markets have closed. Buy (equity hedge) signals issue when the Z-alpha Signal rondure moves past and closes below the control status rondure, conversely, Sell (equity hedge) signals are issued when the Z-alpha Signal rondure moves past and closes above the control status rondure. The independent control status configuration has its dynamic algorithm and was optimized to remain fixed on the x-axis. Z-alpha Trading System’s one (and only) amalgamated input support is the honed scaling in/out sequences cultivated over years of price action recognition.
The example of the Z-alpha Signal, published on August 06, 2019, indicates a 50% (Hedged Equity) stance.
Previously generated (Z-alpha Signals 1990–2020) are archived for review upon request.
Z-alpha Signals are published 252 times per year and of those, there are approximately (14) actionable signals that require investor response. Ninety-five percent of the time there is nothing to do, which is why we do not participate in free trials, because there may not be a control status change during the stated trial period. The private subscription service is priced at $425 per month, billed on a recurring monthly schedule, with no contract. From an institutional metrics perspective, as can be seen, the private subscription service is a mere fraction of the cost of hiring an entry-level quantitative research analyst. Invariably, successful long-term investing requires sitting on your hands most of the time, and the Z-alpha Signal algorithms were smoothed for this exact purpose to blend with the investment process.
Sentiments curbed. By way of explanation, for us to publish dialogue that contains insertions as “we believe,” “in our opinion,” and others of similitude would be very contradictory since our systematic approach removes all behavioral bias from the investment process. By itself, our opinion does not matter, and on account of this inconsequential as the market is the net output of the collective actions carried out by millions of market participants, each of whom can have a different opinion.
This service is no-frills, providing only the sui generis Z-alpha Signal, trade management scaling sequences, market exposure risk assignments, continuous asset accumulation thresholds, special situation notices, our bona fide hedging methodology, and change in status orders in real-time. Simply put, the important stuff.
Z-alpha Trading System is perpetually dedicated to stewarding investments and maintains an unyielding conviction that all (actual or simulated) financial published performance returns are hypothetical by default. First and foremost, it is practically impossible for two different accounts (yours and ours) to have the exact trade confirmations void of slippage during the order entry process. Secondarily, even a portfolio grouping or trading system whose constituents each have actual track records must still be considered hypothetical, as the constituents may not have traded simultaneously. Z-alpha Trading System’s private subscription will administer a real-time actual change in status signal confirmation trade during actionable response trading days that we consider hypothetical because of the aforementioned.