Momentum Mini-Portfolio Development - Part 2: USA Pullback Momentum

Momentum but with a twist. Does a mean reversion style entry within a momentum trade provide extra value to the system results?

21 hrs ago • TradeQuantiX

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July 2026

Momentum Mini-Portfolio Development - Part 1: TSX Momentum

A two factor approach to trading rotational momentum on the TSX market. System results, robustness testing methods/outcomes and how to think about…

Jul 26 • TradeQuantiX

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Q2 2026: TQX Portfolio Performance Review

Results from a live portfolio of 30+ trading systems across US, ASX, and TSX equities. What worked, what I learned, and what's next.

Jul 13 • TradeQuantiX

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Building the Market Effect Mini-Portfolio

Developing a mini-portfolio of small markets effects that institutions ignored to increase the returns of my systematic trading portfolio by 3%-5% CAGR.

Jul 6 • TradeQuantiX

14

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June 2026

Market Effect Research: Turnaround Tuesday Effect

Turnaround Tuesday is a well known effect, but 99% of systematic traders capture it wrong...

Jun 16 • TradeQuantiX

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Market Effect Research: Holiday Seasonality - Part 2

Expanding the holiday effect trade into a different market. How to get even more alpha out of the same effect.

Jun 1 • TradeQuantiX

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May 2026

The Only Holy Grail in Trading: Your Portfolio

No single trading system is the answer. 25+ live systems prove that portfolio construction is the only holy grail in systematic trading.

May 25 • TradeQuantiX

41

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Market Effect Research: Turn of the Month Effect

How institutional cash flows create a tradeable edge around month end along with three ways to capture it

May 20 • TradeQuantiX

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ETF Mean Reversion Methods: Validation and Live Trading - Part 3:

In sample / out of sample validation, robustness testing, live vs backtest comparison, and what it actually feels like to trade four mean reversion…

May 10 • TradeQuantiX

7

2

April 2026

ETF Mean Reversion Methods: Mean Reversion Mini-Portfolio Creation - Part 2

How four independent mean reversion systems combine into one adaptive mini-portfolio.

Apr 21 • TradeQuantiX

14

2

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Q1 2026: TQX Portfolio Performance Review

Real results from a live portfolio of 25+ systematic trading systems across US, ASX, and TSX equities. What worked, what didn't, and what I learned.

Apr 13 • TradeQuantiX

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ETF Mean Reversion Methods: Four Systems Built for the Dip - Part 1

A detailed look at four independent mean reversion entry mechanisms

Apr 2 • TradeQuantiX

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