Wednesday, March 30, 2016

Mosaic MOD and M11 XLY...03.30.16

Here's a new version of the old PDQ refined and focused on the SPY (today) and TLT (tomorrow).  Our goal is to get a consensus long/short signal based on a multiple simultaneous analysis of SPY convergent pairs using a z-score analysis of standard deviation "normalcy".
The MOD is essentially neutral going into tomorrow.
At the same time here's an M11 study of the XLY sector SPDR for Consumer Discretionaries using XLY as the benchmark and the top 10 components as the outlier inputs.  M11 users...this is one to keep track of as the short and long term risk/reward results have been very attractive.