etfmsolutions: M Chain @ XIV....12.28.17

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.

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