Thursday, December 28, 2017

M Chain @ XIV....12.28.17

The model kept us out of a good day for XIV today but the signal for tomorrow is vested.  The Santa Claus rally so far has not been enthusiastic but the volume has been extremely low, which may be contributing to the lack of momo. 
The M Chain model is a beta tester that incorporates some new algorithms that merge a variety of parameters, but not volume, which may be added in later iterations.
I have yet to resolve the Yahoo data feed problem and have resolved for the short term to just cut and paste the real time data from Yahoo Finance into the new model which is now formatted strictly in Excel with no VBA overlay.
I have also reformatted the data field display to make the metrics more legible on a 15.6 screen.
As always, Mosaic is a work in progress with the sole goal of finding a model that maximizes risk management while still generating an attractive win/loss ratio.

Wednesday, December 27, 2017

M BlockChain @ XIV....12.27.17

Yesterdays' XIV signal was correct as XIV was ahead $ 1.65 in the morning session before retreating into negative territory.  Lesson learned...don't let a winner become a loser...use a trailing stop.
Tonight's signal is --so we are in cash with XIV.

Tuesday, December 26, 2017

Mosaic Blockchain model MVP7 Looks at XIV....12.26.17

A new year brings a new short term trading model.  Similar to previous M models this one focuses on a single issue using a new algorithm merging volatility and momentum.  We apply our standard metrics toolbox to high volume, narrow spread, low latency liquid ETFs in search of trading odds with at least 40% more wins than losses over a one year lookback period.
In the case of XIV shown below over 250 trading days the model was vested 131 days with 52 losses and 77 wins.  As with previous M models an auto calculated  limit stop is applied to all open orders.