etfmsolutions: TAQ 8.2.12

Thursday, August 2, 2012

TAQ 8.2.12

It takes days like today to appreciate the market neutral approach. With Bill Gross predicting the imminent decline in equity market returns yesterday, the market reacted with sustained selling today. The model is balanced 45% Qs and 55% bonds with TLT carrying the bulk of the bond volatility. Tomorrow we'll look at how the same portfolio with LQD and TIP turned on has performed over the past 2 weeks when compared with the TAQ model.
For new users I've added a Template Overview in the User Reference on the right hand panel.
Also, note the reversal behavior of the SPY Daily TrendX in the right hand upper chart...a picture perfect resistance band .

Commentary and Updates

Mosaic Solutions commentary is typically published daily as time permits and market action warrants.
Posts feature Mosaic model updates including delta neutral stops, VIXEN directional trades and PONZO forecasts.

NOTE: Posted risk exposure indicators, signals and metrics apply to Mosaic models only. They are not directly correlated with price movement in the major market indices and can not be used to forecast directional changes in those instruments.
Each Mosaic model is a unique blend of risk factors and must be treated accordingly.

TRENDX is a proprietary Mosaic market signal that blends volume, RSI, momentum and rate of change.

ETF Mosaic Solutions and the editors of Mosaic Solutions are neither an investment advisory service nor registered investment advisers or broker-dealers and do not purport to tell or suggest which securities or currencies readers should buy or sell for themselves.
This site and related software products are for research and educational purposes only, and nothing herein should be construed as an offer to buy or sell, or as a solicitation of an offer to buy or sell securities, or to provide individual investment advice.

Investing is risky and past performance, whether actual or tested, is no guarantee of future results.
Any quantitatively derived allocations referenced herein should only be starting points for conducting your own research.

You are responsible for your own trading decisions and resultant gains or losses. When in doubt, please seek professional guidance from a registered adviser who can respond to your personal needs and risk profile.