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.