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.

2013-02-07

Small Caps Indicator May Become Bearish

The alternate models, based on randomly picked stocks' momentum,   have a bearish indicator for the small caps which is evaluated by comparing the aggregate momentum of the stocks against the leveraged ETF - TNA.

While this is not using my primary model (stocks picked with high correlations to the ETF) the secondary model may be a prelude indicator for the primary.

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