First off, I got published! You can see my new SA article on an analysis of a simple stock-bond rotation strategy. Someone already accused it of being an ad, which makes me laugh because what would I be advertising?! I'm just a guy who likes to yack about investing.
For the modified GMR, if the month ended today we would see the following three-month performances for the ETFs in the system:
EDV is in the lead and it has been for most of the month. SSO has 1.4% to catch up on, and it would be well within current volatility levels for SSO to beat out EDV by month's end. The cash-stop correlation between SSO and EDV is at about -0.98, which is about as low as it gets. We will not get a cash stop for March.
I'll post the modified GMR signal when it hits.
Disclosure: I am long SSO.