36 days is a great lookback period. 36 * 7 = 252 which is the number of trade days in a calendar year. That makes a market year = 7 periods of 36 days.
Enhance Returns With a Simple Trading Edge was just published on SeekingAlpha. I argue that leverage should be increased in the CO state and decreased in OC.
Note how the recent OC strength is now visible only with Value ETFs.
Looks like the champagne corks will stay in the bottles as a new all time high remains just north of where we’re at.