What

First and foremost, this is an unproven method of choosing when to enter and exit a position. Since back-testing is used to produce the models future results may not reflect or produce expected returns.

2012-12-15

More Bulls Than Bears - Momentum Indicators.

After updating the models and using actual closing data the Aggregating Momentum indicators has several new bullish calls.  So here goes...


With the past 2 year model the following bull indicators are:
Small Caps based on SAA.
Small Caps based on TNA.
Energy based on ERX.
Real Estate based on DRN.
SP 500 based on SPXL (since 12/04).
Biotechnology based on BIB (since 12/05).

The past year model has the following bull indicators:
Small Caps based on SAA.
Small Caps based on TNA.
Real Estate based on DRN.
SP 500 based on SPXL.
Biotechnology based on BIB  (since 12/03).

Remaining bearish are:
Technology based on TECL .
Basic Materials based on MATL.
Retail based on RETL.
Energy based on ERX(1 year model).



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