Author: Jeff Pietsch

This is a followup to Friday’s optimism about the % change band. I refined the concept a bit and here are the results for GE… a system I call the Delta Band. The performance metrics for TLT are almost identical and...

“The Final Problem” http://en.wikipedia.org/wiki/The_Final_Problem is a Sherlock Holmes story that contains interesting references to modern game theory. Holmes- the legendary detective- is on a mission to foil an...

OK, here’s today’s teaser for Mosaic aficionados. This is yesterday’s % change chart, only close up. I’ve laid an S/R band on top of the chart and we see clearly defined reversal thresholds at +/- 1.5%...

This is a closer look at the difference in daily % price gain or loss for SPY versus Mosaic and it gives a picture of how the dynamic portfolio controls volatility. This chart only extends over the last year and, as you might...

Here’s something you don’t see everyday…bonds and equities are both positive. This is a little real time tool that I created in TC2000 to monitor what’s going on with Mosaic’s market neutral skew....