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Current probability maps for future stock returns are accessible for premium members and updated every Monday.

The Meta Strategy ETF Portfolio monthly newsletter: FAQ and an archive (basic and premium members) of older editions can be found here.

Strategy rules are accessible for basic & premium members – several original strategies are open to everyone.

Market commentary: A succinct summary of key insights from recent subscription newsletters is open to everyone.

Best blog content to easily find the articles you are interested in, my free ebooks and access to my favorite resources.

Recent Reports

The Investment Blueprint eBook

A complete guide to develop your own individually tailored investment plan.
Newly revised and updated.
Read about investing going from basic concepts to sophisticated strategies and insightful ideas.
Click on the title to download for free!

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Probability Map June 1st

Meta Strategy Derivatives Portfolio – Probability Map Update.
This report maps my current data-driven estimate of the probabilities for future returns of the S&P 500 over the short-, medium- and long-term. My key insights, price targets and model portfolios are all listed below the probability map.

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Probability Map May 25th

Meta Strategy Derivatives Portfolio – Probability Map Update This table maps my current data-driven estimate of the probabilities for future returns of the S&P 500 over the short term (1 – 8 weeks), medium term (3 – 6 months) and long term (6 – 18 months). It is updated each Monday and whenever probability estimates…

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Short Term Strategy Rules

A rulebook for basic and premium subscribers detailing the short term trading set-ups that I include in my trading process.
Strategies: Buy the Gamma Dip; Retest of Low (after retracement in sharp bull market pullback) and more…

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Probability Map May 18th

Meta Strategy Derivatives Portfolio – Probability Map Update This table maps my current data-driven estimate of the probabilities for future returns of the S&P 500 over the short term (1 – 8 weeks), medium term (3 – 6 months) and long term (6 – 18 months). It is updated each Monday and whenever probability estimates…

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Thoughts on the Market Environment, May 2020

A succinct summary of key insights from recent subscription newsletters. Thoughts on the market environment From a relentless march to new highs to an unprecedented crash and now a generational rally – during the first four months of the year the stock market certainly showed us everything it has got. In the face of high uncertainty, […]

Probability Map May 11th

Meta Strategy Derivatives Portfolio – Probability Map Update This table maps my current data-driven estimate of the probabilities for future returns of the S&P 500 over the short term (1 – 8 weeks), medium term (3 – 6 months) and long term (6 – 18 months). It is updated each Monday and whenever probability estimates…

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The Meta Strategy ETF Portfolio Newsletter – 05 2020

The Meta Strategy ETF Portfoliomonthly issue #17, May 2020 Dear Subscriber, the systematic individual investor website has been revamped with lots of new content and a new weekly newsletter „The Meta Strategy Derivatives Portfolio“ aimed at active traders.  Please contact me directly, if you want to upgrade from your existing membership to the weekly newsletter, so I can offer you…

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Probability Map May 4th

Meta Strategy Derivatives Portfolio – Probability Map Update This table maps my current data-driven estimate of the probabilities for future returns of the S&P 500 over the short term (1 – 8 weeks), medium term (3 – 6 months) and long term (6 – 18 months). It is updated each Monday and whenever probability estimates…

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Volatility Strategy Implementation & Rules

Here is how I implement Short Volatility Strategies in my portfolio in practice: UVXY Put Strategy: Using put options on a long volatility instrument, that constantly loses value, limits risk to the amount of premium paid, but consequently lowers the return: the put premium can be seen as a re-insurance paid to protect against catastrophic events unforeseen by…

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Does the drop in volatility speak for a coming euphoric stock market phase?

Volatility is an interesting measurement to judge the health of equity markets. As a mean-reverting price series it always returns to its average over time – it doesn’t increase indefinitely nor can it stay low forever. But it also has a tendency to cluster: high volatility is usually followed by more high volatility and low volatility […]

The Meta Strategy Rules – Indicators and ETF Portfolios

The Meta Strategy ETF Model Portfolios are built in a step-by step process, that is completely rules based. There is never any guessing exactly what to do when. All the different building blocks are interconnected and form a nuanced picture of the state and trajectory of current market conditions. Each single indicator can be adjusted…

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Trading Parabolic Moves (…after the fact)

There is nothing like a story of extraordinary gains to play havoc with investor psychology. Especially when it is founded on asset price moves of a magnitude that could mean life changing levels of profit – if you had only participated in it. Such parabolic irrational exuberances, that drive prices and valuations to unsustainable extremes, happen […]

Dead Simple – The Opening Gap and other Intraday Patterns around the Market Opening

Before we look at some intraday trading strategies in detail, I have to admit I’m biased. I don’t believe in day-trading for several reasons: No basic edge: studies point to merely 5% of day-traders being consistently profitable. In contrast to long-term investing, where an unskilled advantage exists for everyone by participating in economic growth, trading is […]

Trend Following for Individual Investors – A Manageable Futures Strategy

A traditional long-only portfolio consisting of globally diversified asset classes can be greatly enhanced by a truly diversifying strategy, namely trend-following managed futures. We have over 40 years of real return data *,*** available from different CTAs running such strategies – there is even research testing the validity of the concept going back 800 years in […]

Volatility Strategies in Detail

Let´s dig deeper into the practical details of the volatility strategies I use in my portfolio. These are among the most active, short-term strategies I use at the moment. They also use concepts that are further off the beaten track than most mainstream investment strategies, which makes them more valuable, but also more difficult to […]