Wednesday, December 30, 2015

A Ponzo Lookback...How did it do?....12.30.15

Here;s the SPY Mosaic Ponzo file from November 23rd. I thought it would be interesting to see if the Ponzo really did deliver actionable forecasts.  Turns out the average risk forecast was one dollar off today's closing price on the SPY.  So maybe there is some value here.  I tend to use the forecast for 4 to 8 week outlooks even though the model is configured to look forward 18 weeks.
We'll check back in another month to see if the same level of accuracy holds.
Ponzo's looking for a little bounce at the start of the new year...following the historical odds projected by the 2016 StockTradersAlmanac.
Meanwhile here's a couple links looking at 2016 risk factors.  Just something to consider......
From Financial Advisor
From Mauldin