etfmosolutions.blogspot.com
etfmsolutions: No follow Through...08.11.15
http://etfmosolutions.blogspot.com/2015/08/no-follow-through081115.html
A Newsletter of Actionable Risk Perspectives, Tactical Musings and Timing Indicators for Retail Investors and Money Managers. Tuesday, August 11, 2015. No follow Through.08.11.15. China's decision to devalue the yuan by 1.86% overnight (the largest on record and the biggest drop in 20 years) created a major ripple in the markets with a major effect on the emerging markets (EEM). Apple was also hard hit based on news of Chinese firm. Mosaic Solutions commentary is published daily. The posted risk exposure...
etfmosolutions.blogspot.com
etfmsolutions: Still Worse Than It Looks...08.04.15
http://etfmosolutions.blogspot.com/2015/08/still-worse-than-it-looks080415.html
A Newsletter of Actionable Risk Perspectives, Tactical Musings and Timing Indicators for Retail Investors and Money Managers. Tuesday, August 4, 2015. Still Worse Than It Looks.08.04.15. The Markets couldn't get any traction going today, instead treading water most of the day and closing weakly with more selling in the after hours session. The M3 models are obviously skittish and all are in cash.a very unusual situation. Mosaic Solutions commentary is published daily. How the VIX Works. How the VXX Works.
etfmosaic.com
ETF Mosaic Solutions - MOSAIC
http://www.etfmosaic.com/index.html
M3 - S&P risk managed trading. ETF Mosaic Solutions was designed as a response to the ongoing dilemma that many investors face when trying to balance the risks of portfolio value loss against the desire to achieve a steady and reliable income stream from their capital. Mosaic tackles the risk/reward problem with a three pronged approach. A portfolio allocation and optimization program with optional re-balancing on a daily, weekly or monthly basis. SIGMA accepts up to 11 inputs. 8203; How Mosaic Works.
etfmosolutions.blogspot.com
etfmsolutions: The Value of Stops..Part 1...08.05.15
http://etfmosolutions.blogspot.com/2015/08/the-value-of-stopspart-1080515.html
A Newsletter of Actionable Risk Perspectives, Tactical Musings and Timing Indicators for Retail Investors and Money Managers. Wednesday, August 5, 2015. The Value of Stops.Part 1.08.05.15. I put a heavy emphasis on the use of stops and in particular I favor the use of intraday limit stops. Which allow a little breathing room for stocks/ETFs to recover from morning plunges. I use a little algorithm to look back 2 years and define daily range of any issue and then determine the value of a limit stop that w...
etfmosolutions.blogspot.com
etfmsolutions: The Value of Stops...Part 2....08.06.15
http://etfmosolutions.blogspot.com/2015/08/the-value-of-stopspart-2080615.html
A Newsletter of Actionable Risk Perspectives, Tactical Musings and Timing Indicators for Retail Investors and Money Managers. Thursday, August 6, 2015. The Value of Stops.Part 2.08.06.15. Following yesterday's post on the use of limit stops here's a simple market neutral model (second panel) that you can use with a defined risk and minimal drawdown. Uses SSO and SDS with an optimized mean regression algorithm filter. In both cases we've used SSO as the benchmark for performance. The posted risk exposure ...
bzbtrader.blogspot.com
b z b t r a d e r: MOSAIC Now Live
http://bzbtrader.blogspot.com/2012/08/mosaic-lauches.html
Tactical musings, technical timing indicators and risk management strategies. Tuesday, August 21, 2012. The Mosaic Project is now complete and the newsletter is active. Mosaic is actually several different programs depending on the preferred risk/reward profile. Money managers and traders inclined towards actively managed accounts may find Mosaic M3 most applicable to their needs. The program provides daily forward looking pre-close signals for SPY (S&P 500), the SPY. Subscribe to: Post Comments (Atom).
etfmosolutions.blogspot.com
etfmsolutions: June 2015
http://etfmosolutions.blogspot.com/2015_06_01_archive.html
A Newsletter of Actionable Risk Perspectives, Tactical Musings and Timing Indicators for Retail Investors and Money Managers. Tuesday, June 30, 2015. More on the MR model.06.30.15. The first two panels show a binary model of SPY and SH. The first panel is the momentum based version, the second is the mean reversion version. Monday, June 29, 2015. A New Mean Reversion Model .MR.06.29.15. Saturday, June 27, 2015. VDX Updates for SPY, XIV and XLU.06.27.15. The MoDx (Mosaic version of the VDX) shows that XIV...
etfmosolutions.blogspot.com
etfmsolutions: VDX Updates....08.09.15
http://etfmosolutions.blogspot.com/2015/08/vdx-updates080915.html
A Newsletter of Actionable Risk Perspectives, Tactical Musings and Timing Indicators for Retail Investors and Money Managers. Sunday, August 9, 2015. VDX Updates.08.09.15. This is the weekly update from Randy Frederick. Someone whom I respect and know personally to be the real deal. His view is basically neutral but things could get worse before they get back to a neutral position for the rest of the year. Mosaic Solutions commentary is published daily. Weekends typically feature VDX model updates. The V...
etfmosolutions.blogspot.com
etfmsolutions: The Value of Stops...Part 3....08.10.15
http://etfmosolutions.blogspot.com/2015/08/the-value-of-stopspart-3081015.html
A Newsletter of Actionable Risk Perspectives, Tactical Musings and Timing Indicators for Retail Investors and Money Managers. Monday, August 10, 2015. The Value of Stops.Part 3.08.10.15. There's apparently some confusion about the SSO/SDS model posted last week. Here are the rules in a nutshell:. 1 Each day at the close have equal dollar amounts of both SSO and SDS. 2 Place a 1.2 % limit stop on each position. Our goal is a steady income stream with very little drawdown. The posted risk exposure indicato...