Actionable Risk Opportunities, Tactical Musings and Timing Indicators for Investors
Thursday, February 7, 2013
T6 Simple + T2 FX..2.7.13
Here's a simple 6 component model that's been performing nicely. You can inspect the short term metrics to compare with the SPY. Download the portfolio into T2 to replicate the study until T6 is sent out this weekend.
On another note, here's a currency based T2 model that may be useful for the purpose of building a composite T6 model based of the top ranked ETFs in each of several portfolios as discussed earlier in the week. Note that silver, gold and oil have been included in the blend. Gold and oil (crude) are still, in fact, used as currency proxies in some underdeveloped countries with currency problems so their inclusion is a functional one. The Symbol ID values (below) are real time, the T2 model is end of day per yesterday.