Friday, March 15, 2013

T6 Weekly..3.15.13

Its the Ides of March and here's a abbreviated weekly version of  T6 developed for subscriber with a longer term trading preference .  There's not a lot of metrics presented since the weekly frequency makes them poor portfolio guidance tools.  The model does contain the usual 6 month component look back charts with RSQ and P6 overlays which can be used for a risk management assessment of the momentum model. Note the continuing weakness of the bond sector.  The software will be sent out this weekend to all users as part of the Mosaic toolbox.
Since this model trades weekly bars in lieu of daily bars the momentum algorithm is much faster than the standard T6. As a result, if you run this same portfolio on the standard T6 platform a different set of performance results will be generated.