Long Term Mosaic Lazy Man...9.4.12

This is The long term Mosaic version of the Lazy Man (LM) with allocation adjustments.  Note that SPY has no position at this time.  The model has been on a hot run recently and is probably a bit overextended.  Nevertheless, all the performance metrics are green and its beat the SPY in evry time frame profiled. 

Note that the Allocation Adjustment date has changed to 9.15.12 as a result of a few hours of research this weekend.  See below:  Volatility historically increases around the end of the month..a situation we would like to avoid since it can actually make a difference in the portfolio adjustment trades, depending on the exact time they're executed.  Since our goal is to avoid risk and uncertainty, the path of least resistance is to simply rebalance the portfolio when volatility is relatively low...which turns out to be around the middle of the month.
As a result, the rebalance algorithm has been reset and will trigger on or about the 15th...at which time the precise adjustments will be posted for the TAQK and LM models.

The platform format was cleaned up over the weekend and the new schedule of postings is noted under "Commentary and Updates".  I've endeavored to explore some of the nuances of model construction and performance over the past month and that effort has apparently confused some readers so we'll get back to basics and focus on the mechanics of our market neutral approach.
Going forward I'll devote Mondays to posting ongoing research and related studies and then devote the rest of the week to focusing on the long term Mosaic models and the multi term Situations models.