CSS Analytic’s Aggregate M & Z indicators, two powerful multi-period cross-trend/ reversion indicators, are now incorporated into our nightly reports for all of ETF Rewind’s 200-plus core index tracking list. Indeed, the summed reading of how many are on a buy or sell levels across category lists may be a powerful analysis in its own right. Here are links explaining more about the indicators and their construction:
Agg-M – Trade With The Trend Using AggM as a Filter
Agg-Z – Another Composite Trend/Mean Reversion Indicator
If you like the looks of those equity curves, you really owe it to yourself to explore David Varadi’s innovative work further at his DV Indicators site*.
