etfmsolutions: Ponzo Updates, New Small World model, etc....05.08.15

Friday, May 8, 2015

Ponzo Updates, New Small World model, etc....05.08.15

A bullish pop today with the NYAD soaring to 10.75 at the open Happens less than .5% of trading days). We still have almost 40% of the S&P yet to report earnings but the expected May rain clouds are hard to find. Today's closing action on the SPY matched the previous 4 days...very heavy volume on the close...today it was 8 million shares in the last 3 minutes. Also of note>> like yesterday the ADX stayed in sync with the Ergodic, suggested real accumulation, not just HFT scalping.
Here's the new Ponzo 18 week forecast and VDX. Note the skew switch to the negative.
Below that is a screen shot of the new Small World model. Why did I create this model?
One compelling reason is the latest from Mauldin Economics, (I have no $ connection with this outfit....I just respect their work).
Now I just have to figure out how to market the Small World model.

Finally, the new Small World model. There's a unique method behind this model which be will discussed in next week's posts. The max drawdown over 2 years is an impressive 1.2 % and the linearity of the equity curve is equally attractive.

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

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