Thursday, January 29, 2015

A REALLY Lazy LAZY MAN model.....01.29.15

Mosaic M3 subscribers will be receiving a little survey this weekend in an effort to better serve your investment goals and objectives.  Within the survey there will be a chance to voice your preference for the models that will be posted henceforth.  In the past we've tried to provide a spectrum of risk models using volatility and price.  Based on recent performance most are aware that the markets are in the middle of a paradigm shift in volatility that has adversely affected M3 returns.
What shall we do going forward in 2015?
I will provide several models for your consideration this weekend.
Creating daily subscription posts does require more than a few minutes and one of my goals is to keep subscription prices down so I'm going to continue to post 2 models each day...which 2 is the question.  Much of my trading day is spent coaching my daytrading students and simply trading my own managed accounts. My intent is to get back to the initial Mosaic goals of low drawdown and low turnover.  The M3 model has not met my expectations recently as it has been characterized by high turnover and lack of traction.  Not to make excuses but it should have been clear from my many posts that M3 is a trend following model and the bottom line is that we haven't seen a tradable trend for several months. This gets me back to the question above:  what shall we do going forward in 2015?
When you receive the survey please take a few minutes to look it over and send me your preference and any comments.
User feedback is always appreciated to help keep my efforts in sync with your goals.
Here then is the REALLY simple Lazy Man. (no short side.....only vested SPY or cash)