etfmsolutions: CORRECTED M model for XIV...01.02.18

Tuesday, January 2, 2018

CORRECTED M model for XIV...01.02.18

As I was pondering the recent lagging performance of the XIV model I realized that I had been posting the mean reversion MMR7 model when I meant to post the trend following MTF7 version. I've adjusted the model ID in the title line and its apparent in the relative performance charts of the two models that trend following is clearly the tactical choice...at least for the time being.
Note the differentials in equity curve, total risk exposure and total net returns between the models using the same limit stop and volatility settings.
Note also the Fast ALERT is quickly going to a CAUTION mode.
Time allowing, I will post daily signal updates of this model this week before the close.
(Disclaimer: not a recommendation to trade...signal provided FYI and for educational purpose only.)

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