This is an update of the PDQ project, begun almost 2 years ago, and about ready to join the prime time Mosaic Suite. While the base Mosaic model is designed as a non-trading approach to capital appreciation we can enhance overall returns by trading opportunistically as various ETF components of Mosaic fall into skew.
We detect this skew by analyzing the moving z-score differential between the focus Mosaic ETFs (in this case TLT) and a basket of highly correlated sector ETFs. This is just one version of the TLT Dashboard…we’ll look at a couple more next week. These are real time signals and this dashboard printed 90 minutes into today’s market.
