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… Continue reading 6/1/21 The Homestretch
Tag: MTUM
4/26/21 The Homestretch
Pretty cool that all five of the growth group have close to the exact same 31 day returns, at least to the first two decimal places. The same maneuvering action we've been seeing for some time now with value shuffling slowly to growth, and CO staying a bit weak. I just submitted a seekingalpha article… Continue reading 4/26/21 The Homestretch
4/13/21 Into the Homestretch
Turned out to be the right move to cut IWM loose when it started behaving badly Apr 5 and 6. SPY/QQQ/ and IWM were quite bullish in late March/early April. This formation shows some intermediate tops. This could tip over, in which 234 - 208 = 26, 226 - 26 = 200. That fate is… Continue reading 4/13/21 Into the Homestretch
4/12/21 The Homestretch
Looks like value is beating growth which is probably pretty normal behavior if the market is not rising. Guess the players are still shuffling portfolio exposure. If you've been trying to guess when LABU will become great again recently, so far you've been wasting your time. Not surprising to see some interest in XLI and… Continue reading 4/12/21 The Homestretch
4/12/21 Current Signal xFC Top 10 Etfs
The overnight session didn't do a very good job of convincing anyone that there is downside uncertainty/risk in this market. Not a problem to guess the top winners out of 49 high volume ETFs. Not exactly a 1 in 5 chance to find something special. xFC is a mechanical sell, but I didn't think it… Continue reading 4/12/21 Current Signal xFC Top 10 Etfs