The trend following strategy is em3.
That 5451 number for SOXL is difficult to grasp, especially when you consider how annoying the return stream is. Seems to be right though.
The consenso strategies con1 and con2 derive the signal by combing the signals of all the other strategies and then following the resulting signal.
I probably need to find a new name for tot, that stands for total but also means dead in German. Tot plays by counting how many of the 26 other strategies have buy signals on a given day. If more than 11 are long, it goes long.
Tot also runs on the trend following side. It also does quite well there. TotTF goes long if more than 5 of the 26 strategies are in trend following mode.
Today, for example, only 2 strategies are in trend following mode, so no trend following. However 22 of the strategies have buy signals so it is long because of that.
I’ll be away for the rest of the day.