Strategy - CalendarTrend

Calendar Trend Signal

Description

The VFINX mutual fund tracks the S&P500 closely. Here it is used a good signal asset for general investing.

The signal is generated using a simple calendar and 9 month trend. The calendar favors the months from November to May. The graph above represents buying VFINX when in RiskOn mode.

This is only evaluated at the end of each month.

When in RiskOff mode extra caution should be taken in the markets.

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Strategy - IndicatorRR

Rachev Ratio Signal

Description

This uses the Rachev ratio at the 50% level. The idea here is that being in the market when negative returns outweigh positive is bad. The graph above represents buying SPY when in RiskOn mode.

This is only evaluated at the end of each month.

When in RiskOff mode extra caution should be taken in the markets.

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System - Indicators

Weather Vanes for the Markets

Description

Currently there are four presented here. While these could be used to invest directly, they are not tracked this way here. These are indicators to reflect the underlying market condition.

The graph above represents buying SPY and VFINX when in RiskOn mode.

These do not trade but indicate RiskOn or RiskOff times in the market.

Total position allocation is set to 0.9 of account

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Strategy - DMIndicatorRSP

Dual Momentum Signal

Description

The RSP ETF is used as a signal asset for Dual Momentum investing. The graph above represents buying SPY when in RiskOn mode.

This is only evaluated at the end of each month.

When in RiskOff mode extra caution should be taken in the markets.

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Strategy - DMIndicatorMC

Dual Momentum Signal

Description

The Micro Cap universe is used as a signal for Dual Momentum investing. The graph above represents buying SPY when in RiskOn mode.

This is only evaluated at the end of each month.

When in RiskOff mode extra caution should be taken in the markets.

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Strategy - MC-EOD

Dual Momentum Signal

Description

The Micro Cap universe is used as a signal for Dual Momentum investing. The graph above represents buying SPY when in RiskOn mode.

This is only evaluated at the end of each month.

When in RiskOff mode extra caution should be taken in the markets.

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System - IndicatorsEOD

Description

Currently there are two presented here. While these could be used to invest directly, they are not tracked this way here. These are indicators to reflect the underlying market condition.

The graph above represents buying SPY when in RiskOn mode.

These do not trade but indicate RiskOn or RiskOff times in the market.

Total position allocation is set to 0.9 of account

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