etfmsolutions: T6 Weekly with XLU...5.9.13

Thursday, May 9, 2013

T6 Weekly with XLU...5.9.13

This is a version of the T6 weekly model using XLU (top study) in lieu of SDY (bottom study) posted .
The study uses a top 2 sort the results display a reduced drawdown and greater linearity for XLU.
Reflecting the recent run up in the market the last 6 months the sorts have lagged the SPY while the 2 and 7 year results have been on par with SPY with dramatically lower drawdown.
Looking back over the past 4 months the top 2 holdings have been SPY and XLU, so not a lot of trading required here. Ditto for the SDY version.

I've made a few changes to the T6 weekly model and will be emailing out to all registered users this weekend. The momentum algorithm has been smoothed a little to reflect the weekly bar timeframe but is basically the same as the original version. The metrics panel has been modified a bit, a one year lookback added and some behind the scenes technical alignments have been refined.

Click once on charts to clarify and enlarge.

Commentary and Updates

Mosaic Solutions commentary is typically published daily as time permits and market action warrants.
Posts feature Mosaic model updates including delta neutral stops, VIXEN directional trades and PONZO forecasts.

NOTE: Posted risk exposure indicators, signals and metrics apply to Mosaic models only. They are not directly correlated with price movement in the major market indices and can not be used to forecast directional changes in those instruments.
Each Mosaic model is a unique blend of risk factors and must be treated accordingly.

TRENDX is a proprietary Mosaic market signal that blends volume, RSI, momentum and rate of change.

ETF Mosaic Solutions and the editors of Mosaic Solutions are neither an investment advisory service nor registered investment advisers or broker-dealers and do not purport to tell or suggest which securities or currencies readers should buy or sell for themselves.
This site and related software products are for research and educational purposes only, and nothing herein should be construed as an offer to buy or sell, or as a solicitation of an offer to buy or sell securities, or to provide individual investment advice.

Investing is risky and past performance, whether actual or tested, is no guarantee of future results.
Any quantitatively derived allocations referenced herein should only be starting points for conducting your own research.

You are responsible for your own trading decisions and resultant gains or losses. When in doubt, please seek professional guidance from a registered adviser who can respond to your personal needs and risk profile.