Dec-Jan Rotations: Core Mkt = Gold, Featured Mkt = Asset class Portfolio.
Signals: Gld = Flat 12/16 (TSP= Waiting), AC Portfolio= waiting to rebalance.
Model notes: Gold dropped since our yellow metal ‘sell’ signal. We got the previous signal early in the time period (Dec 2, Dec-Jan). So the model seems in sync. As I mentioned in the previous post, gold is the market I have faced off with the most. Good job so far. On the AC (asset class) portfolio, I am still waiting for a rebalance signal. Maybe this week.
Note: ALL Mummy calculations use the TSP (Theoretical Signal Price)! The TSP metric is calculated by using the ‘close’ price of the trading day FOLLOWING the signal day (giving you plenty of time to take the signal).
Note: The following comments are based on using technical analysis to ‘flesh out’ our nonlinear trading signals.
Nonlinear Trading Themes:
Gold Trading Signals (Core). Well the models generated a ‘flat’ signal based on the most recent data. So this probably means the (short) money train is over. Please remember going neutral after a short signal does not mean the same thing as getting a ‘buy’. Hopefully discipline wins the day. (Discipline means waiting for the next signal).- Asset Class Portfolio (Featured). I will be displaying the rankings as they occur and we can evaluate as the time period progresses. Expect a listing of three asset classes: SPY (stocks), TLO (bonds) and USO (energy).
Premium Research notes:
Observation: Is it just me, or would our premium ranking signals make a great (moderately priced) addition to any hedge fund strategy? Don’t sit around your Monday morning meetings giving each other high-fives with a two-star strategy on the books. nonlinear portfolio construction can give you an edge. Contact me for more info. Click the ‘Ranking’ tab to find out additional info. By the way, in 2017, I am only going to take on 4 clients!
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Take a minute to peruse the US Equities tab. I posted the S&P 500 trading signals postmortem for the recent March-April time period (approx. as it took about a week to generate a signal at the beginning). Plus 134 Points. Great stuff!
Take a minute to check out the Forex tab on our website. I am posting the recent US Dollar May-June signals. No whipsaws and playing the surprise Brexit vote just right. Great stuff!
Take a minute to take a minute to click on our bond trading tab. Our signals took the profits in the early month while holding the long interest rates position later. It never sold rates, hinting at higher rates to come. The TBT went higher outside our test window. A nice tip-off for the future!
Check out the energy tab. We tracked crude during the run up to the US presidential election. There was plenty negativity with a surprise ending. See how nonlinear analysis walked us through it!
GH Garrett – Chief Market Analyst for ConquertheMummy.com © 2015-2016, “Nonlinear trading signals that matter in gold trading.”