Slow Trades Trend Model

Friday, April 8, 2011

Rename

We are "renaming" the blog "Slow Trades" ...

Sunday, April 3, 2011

Q1 2011 update ... holding long

Sunday, January 2, 2011

In 2010, refinements were made to the components that generate the "black" and "green" signals. This led to additional gains as the prior "version" would have stayed in cash ( instead of a 10/4 signal/position entry ). These refinements have also enhanced historical performance .

No change to the positions indicated on the Weds Oct 13 entry ....

Shown at bottom is the performance, drawdown, and average % equity exposure for 2010.

Wednesday, October 13, 2010

Signal List

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 ...

Sunday, September 26, 2010

Heads up for possible LT model signal change

Possible LT model signal change coming up for 10/4/10 ... stay tuned

Friday, July 2, 2010

Signal list

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.