Slow Trades Trend Model : October 2010

Wednesday, October 13, 2010

Sunday, October 3, 2010

LT model signal change

A "green" and "black" signal have been generated by the LT model = 66% portfolio allocation into the QQQQ as of the market open of 10/4/10 ...

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%. ... 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.

Slow Trades Trend Model

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Wednesday, October 13, 2010

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Sunday, October 3, 2010

LT model signal change

LT Model

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