This is an expanded performance table comparing the incremental moves in Mosaic, Mosaic RM and SPY over the past 12 weeks. As noted previously Mosaic is engineered to move like a turtle, not a rabbit. Mosaic also uses no chart analysis. The values in the last 3 columns represent the total gains (1.45 = 145%) over the 4 year study period for each entity. These are simple returns, not compounded. The incremental gains in SPY have been impressive over the past few weeks but our time horizon is really focused much further out, which is why the APR line is the one that captures my attention. A major goal of the Mosaic project has been to avoid the drawdowns seen in the SPY late 2008 to early 2009. The Mosaic RM model had a max 2% drawdown during its entire run while still returning an average 10%. How the Mosaic models can be traded opportunistically with substantially increased results will be reviewed in the next 2 weeks. How retail traders can engineer and trade their own models will be discussed in March.
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