11 years ago
Wednesday, June 30, 2010
LT model signal change
The "green" signal of the Long term model has gone to cash effective market open 7/1/10 ...
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Stock market trend favorability
...This blog tracks a model used to identify favorable trends in the stock market in conjuction with the " Slow Trades Sector Portfolio " blog ( click below under " MY BLOG List" ).
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LT Model
An index investing model whose trading signals utilize the QQQQ and QLD ETFs. The composition of the model diversifies risk across 4 robust quantitative "components" which have proven their profitability in a consistent and stable manner over a period of decades. The model's consistency has been achieved by having no or minimal equity exposure in the market during big down years but also during some periods of "overly speculative" upward price movement. Spotlighting one unique attribute of this model is that, over the 4 decades in generating it's returns, the LT model has had an average equity exposure to the market of just 45% with maximum drawdowns ( MAE ) of less than -10%.
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Due to the nature of the model ( low frequency of signal changes ), the blog MAY be infrequently updated ... Check the blog on Sunday eves for portfolio changes.
See post of 12/18/09 http://bit.ly/cVvmCU for further explanation of how to use the model.
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- Con Sys
- Successfully navigating the equity markets and the white noise of the financial media for over 2 decades ... The information contained herein is not investment or trading advice ...Use the information at your own risk ..