S A

ETF Screening: Trend Lines and Track Records

I find this strategy very compelling, I have been gravitating towards a similar but simpler model - thank you for sharing it.

A few questions if possible:

1. You mention a stop-loss on 8% drop. From where do you measure the 8%? highest traded value since holding was established? highest closing value since holding established?

2. How tax-efficient is this strategy? is the avg. etf holding period short (making the gains short-term high-tax)?

Thank you,
SA.