High Performance Quant Strategies with a Proven Track Record

ENTERPRISE

The backbone of all Signal Sigma Strategies

By improving upon the classic 60% Stocks - 40% Bonds portfolio, and using opportunistic exposure to Gold and Commodities, this strategy aims to simplify your allocation process. It uses just 4 ETFs (SPY, TLT, GLD, DBC) as proxies for the 4 main asset classes, with CASH as an implicit 5’th. The strategy is rebalanced weekly, on Monday’s close, and represents the core of Signal Sigma’s investment process.

NOSTROMO

A cutting edge investment strategy that focuses on ETF selection

Using Enterprise as a starting point, Nostromo takes the asset allocation theme one step further, by selecting exactly which Sector ETF or Factor ETF offers the best risk-reward prospect. Each of the 4 asset classes covered by Enterprise is broken down further into differing styles - this means that the investible universe is much broader in Nostromo (37 ETFs vs just 4 in Enterprise). Consequently, trading happens more often, and the resulting equity curve is much smoother. Overall, the strategy carries a bit more risk, with historical drawdowns larger by 1 percentage point.

Like Enterprise, this strategy is rebalanced weekly, on Monday’s close.

HORIZON

A state-of-the-art model designed to produce maximum returns for the risk-seeking investor

Featuring an asset class allocation engine that selects the optimal mix between Enterprise and Nostromo this strategy employs an advanced stock screener in order to generate the target portfolio. Since equity exposure is achieved using single stock instruments (as opposed to ETFs), Horizon does not need to trade on specific signals and instead rebalances every week on Tuesday. The drawdown and volatility profile of this strategy places it squarely in the risky bracket of the investment spectrum and should therefore be pursued by experienced investors with a long time horizon. Those who are bold enough to follow its trades should expect phenomenal performance.

Powerful Technical Analysis driven by Machine Learning

Understand every trend that matters through the lens of our accurate machine learning technical model

When used in a standardized and proven way, technical analysis can be a very powerful tool. Our system makes use of linear regression, Fibonacci retracements and various other techniques to pinpoint inflection points in each instrument. Every day the analysis is computed all over again, using identical parameters, so you can make sound decisions across a whole range of financial assets.

Unparalleled Stock Screener

Generate investment ideas and position your portfolio with this unique tool

Our stock screener makes use of over 140 Fundamental and Technical parameters. You can input a portfolio in order to learn various characteristics about it, or screen for a particular set of factors. You can even gain insight into emerging market trends if used more broadly. Factors include:

SHARPE RATIO ; CURRENT DRAWDOWN PERCENT and MAXIMUM DRAWDOWN ; PIOTROSKI F-SCORE ; 2-Year averages for all fundamental factors (ex: 2 Year Sales Growth Average) ; ability to compare, add, or subtract factors and screen from results.

Example 1: Find stocks that are most correlated with QQQ ETF, have a Piotroski F-Score > 6, a 2 Year average sales growth in the top 20% of the investible universe and are trading at a discount to their average valuation, while in a technical price long term uptrend;

Example 2: Input your portfolio and gain insight into the best ETF’s needed to hedge particular positions. Find out if there are pockets of cross-correlation between positions and need more diversification;

Example 3: Monitor the market for emerging trends by setting the screener up and recording the number of stocks eligible for the screen. Find the answer to questions like: What is the average EPS Growth of stocks that have a Beta to SPY higher than 1.2. How many stocks in a long term downtrend are trading above their 200 day moving average while expanding their operating margin?

Meaningful Market Internals

Analyze the behavior of the broad market and achieve a thorough understanding of current affairs

Investors used to be able to rely on equity market indicies for quickly tracking the performance of stocks. In our day and age, that approach doesn’t tell the whole story. The old Wall Street adage goes “It’s a market of stocks, not a stock market.” With the rising popularity of passive investing in market cap weighted index-tracking funds, valuations and perceived market behavior have become distorted. That is the reason we have created a tool that analyzes the top 1000 stocks by trading volume each day. Market trends that are hidden at the index level become increasingly visible once every stock is accounted for with the same weight. Our statistical screens make it obvious when the broad market is diverging or converging relative to popular index levels. Your portfolio positioning is sure to benefit as well.

Comprehensive ETF Performance Analysis

Review every major sector and factor, compare and track performance

Investment idea generation can also materialize by using a top-down technique. Have a clear understanding of how groups of stocks act relative to one another, and market rotations will never catch you on the wrong side of the trade. Charts are easily customizable to fit your personal investment process. Check how and why Signal Sigma’s algorithmic strategies trade the way they do - and find alternative positioning in case your judgment says otherwise.

Daily Trade Alert E-mail, Interactive User Guides and Customer Support

Stay on top of every move right from your inbox

Our daily newsletter covers all of the trades that our strategies are looking to execute the following market session. It also includes signals for all of the ETFs that we cover. It’s all about convenience and efficiency in a single package.

The Help section contains information on using the platform, formulas for calculating prices and general good practice tips. Should you need further assistance on any matter, simply reach out through the support form and our team will respond ASAP.