The market battled back from a poor open but made little upside progress. It is too early to tell where we will go and some more back and fill action into jobs maybe healthy. Economically we are getting a little better but with...
Read MoreThe table below provides the top- and bottom-twenty ETFs sorted by 2011 Historic Volatility. Also shown are Risk-Reward measures, including Modified Sharpe, Sortino and Omega Ratios [definitions]. It probably comes as no...
Read MoreInternals/ price are just now going positive on the day. Very technical action with price holding spot on S2. I might look for early resistance at the Pivot as well unless Up Volume can more convincingly pull ahead. Meanwhile,...
Read MoreIt was an honor to have been asked to participate in the Bespoke Roundtable outlook for the year ahead, particularly alongside so many other fine financial bloggers, including: A Dash of Insight Footnoted.org Investment...
Read MoreThe indices kicked off 2012 with a good-sized gain and the bulls are buzzing about a potential break out that could lead to 1300 S&P. Following the gap up to start the day, we traded poorly and closed at the low, but we...
Read MoreIn two previous posts (here and here), I introduced a tactical asset allocation or “rotational” strategy that uses relative strength and momentum criteria to select ETFs on which we can sell bullish vertical put...
Read MoreFor 2012 I’m introducing a new trading paradigm. I call it Mosaic and it reflects the results of a project I’ve been working on for over a year. Mosaic is a risk management model that seeks to minimize drawdown while...
Read MoreClick to Enlarge – Read more about [Weekly 360? view] here. Column A: average weekly return (benchmark) B: intermediate overbought / oversold conditions (using DVI) C: same criteria as B incl. market trend strength filter...
Read MorePrice action is testing the resolve of the gap higher with price now below the 250-min ema and VIX on the rise. However, on balance internals otherwise remain very strong on this breakout move to the new...
Read MoreHaving come into the Christmas holiday widely overbought, the S&P 500 (SPY) moved slightly lower into the last week of trading by -0.7% for a literal flat close on the year. Next week presents a very busy economic calendar...
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