Hi-
Results for Fri, Dec 6, 2013:
[ATTACH=CONFIG]21172[/ATTACH]
Shawn
Printable View
Hi-
Results for Fri, Dec 6, 2013:
[ATTACH=CONFIG]21172[/ATTACH]
Shawn
Hi-
Performance for Mon, Dec 9, 2013
[ATTACH=CONFIG]21219[/ATTACH]
Take care,
Shawn
Hi-
Performance for Tu, Dec 10, 2013:
[ATTACH=CONFIG]21245[/ATTACH]
Take care,
Shawn
[QUOTE=shawn_molodow;27089]Hi-
Performance for Tu, Dec 10, 2013:
[ATTACH=CONFIG]21245[/ATTACH]
Take care,
Shawn[/QUOTE]
Shawn,
The 5 day rolling average seems to have been negative for some time. Is this abnormal behavior from your past backtests ?
Thanks in advance,
Trev
[QUOTE=manucastle;27091]Shawn,
The 5 day rolling average seems to have been negative for some time. Is this abnormal behavior from your past backtests ?
Thanks in advance,
Trev[/QUOTE]
Hi Trev-
I think there has been institutional selling in the markets for several weeks. Look at the last 35d trading days on the 20d MF chart and you will see a clear and steady decline of money flow. I sent the below chart to a trading buddy on Tu morning, Dec 10, before the market opened, highlighting exactly this.
[ATTACH=CONFIG]21258[/ATTACH]
Moreover, IBD didstirbution days has been remarkably high over the last few weeks.. by my count we recently had 9 dd in the $SPX in a 25d window; and this was all true before this afternoon's sell off.
Personally, I have been 95% in cash since mid-day Mon, Dec 2. The 5% is in BPO, a stable REIT.
I will do an end of year comparison of the LEV Leaders to the SP500 and see how we stand. I think the results will be continue to outperform SP500 by about 2x..
Take care,
Shawn
Hi-
Performance for Wed, Dec 11, 2013
[ATTACH=CONFIG]21282[/ATTACH]
Shawn
Hi-
Results from Th, Dec 12, 2013:
[ATTACH=CONFIG]21304[/ATTACH]
Shawn
Hi-
Results for Fri, Dec 13, 2013
[ATTACH=CONFIG]21306[/ATTACH]
Shawn
Hi-
Results for Mon, Dec 16, 2013:
[ATTACH=CONFIG]21342[/ATTACH]
Shawn
Hi-
Results for Tu, Dec 17, 2013:
[ATTACH=CONFIG]21379[/ATTACH]
Shawn