Friday, August 31, 2012

TAQK Update ...8.31.12

We're closing out the month with a nice little run.  The model has slightly underperformed SPY, but on a 5 day basis it's outperformed SPY.  Ditto for the 8 week and year to date results.

The Current vs Normalcy numbers have turned all green, indicating an outperforming equity curve.  The TrendX and SpreadX are both upslope at the zero line and suggest more short term gains are likely.  These conditions could be considered an ACCUMULATE situation for smaller infusions of new capital although I think we'll have some better opportunities in the near future.

Rebalance of the position allocations is set for next Tuesday.. We may get some adjustments to these numbers based on today's big move and final numbers will be posted Monday based on today's close.
Tech continues to dominant the momentum rankings both in the model and in the T3 SITUATIONS portfolio shown below.

Just to clarify:  The ON signal above the Mosaic RM model short term returns means the model is active and not in a cash position.  When risk conditions prevail the model goes to cash and the signal is CASH.