Wednesday, October 19, 2016

Schwab M6 Update...10.19.16

I've been working with the local Schwab users group for a while now with a focus on using the M6 platform and 6 of the Schwab no fee ETFs.
The portfolio does a pretty good job of maintaining a full beta spectrum and below are posted the current signals for both the momentum and mean reversion modes with limit stops in place.
While the momentum mode produces superior longer term results its interesting that the short term equity charts of both models are almost identical...reflecting the lack of technical alignment (paradigm) within current market price dynamics
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