etfmsolutions: Lazy Man.. 9.1.12

Saturday, September 1, 2012

Lazy Man.. 9.1.12

As promised earlier in the week, this is the Lazy Man Portfolio...a project regular readers know has been a work in progress for almost 2 years. This is a 7 year study and it doesn't get much lazier than this.

The portfolio just holds all 6 positions in equal dollar amounts and rebalances weekly, although rebalancing monthly produces similar results.

For those who want to use the Situations indicators for short term trades the momentum rankings of the components is included based on weekly bars, further reflecting the easy going pace of the model.

Next week we'll look at how to improve Lazy Man returns by just investing in the top 2 rankings..a selective process that increases net returns by 15% over the 7 year study period..

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.