Monday, August 15, 2016

MVP Going Prime Time...08.15.15

Here's a setup in GE that I like.  It's a bracket order that only enters long or short when GE breaks the 2 standard deviation band.. The narrow channel on GE is an historical anomaly and when it breaks it may do so with a vengeance. It looks like there's a potential buck either up or down to be made.
The remainder of the charts below show the performance studies of the MVP (volatility/price) model that will become available this weekend as a stand alone package of momentum and mean reversion versions.
The MVP momentum based charts featured today have the PCL filter turned on and show DIA (DOW index proxy ETF), IWM (Russell proxy ETF), FXI (China 25 ETF) and AAPL (Apple stock). The FXI chart is a door buster while the  Apple chart is the most amusing of this sampling and reflects the hare versus tortoise approach to trading.  Note the number of days vested in each study versus the sample total of 502 days......and then note the drawdowns..

MVP studies >>>>>>>>