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Marc Cohn
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I am a patent litigator with a background in physics and electronics. I enjoy studying quantitative, rules-based investment methods through rigorous backtesting and numerical analysis. I believe that patterns exist in the market that benefit trading -- the challenge is finding them!
  • Update On The Modified GMR System 1 comment
    Mar 14, 2014 3:11 PM | about stocks: SSO, EDV

    A mid-month update on the modified GMR system.

    This month's EDV signal has been a bit of a roller coaster. Immediately after selling SSO and purchasing EDV, SSO shot up about 3% and EDV fell about the same amount. Since then, however, the tables have turned and EDV is now higher than when we signaled to buy it. SSO has fallen below the signal price.

    So far so good.

    If March ended today, we would see a strong EDV signal. The three month performances of the subject ETFs using current prices are:

    SSO FEZ EEM ILF EPP EDV
    -0.556% -1.445% -8.206% -11.933% -1.134% 10.691%

    Unless SSO climbs over 5% and EDV falls over 5% by month's end, we should expect to stay in EDV for April.

    Happy trading,

    -M

    Disclosure: I am long EDV.

    Stocks: SSO, EDV
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  • ekreyzig
    , contributor
    Comments (5) | Send Message
     
    I also show the same performance scores as you do. Although, if I were to add GLD it shows higher than EDV.
    19 Mar 2014, 09:34 AM Reply Like
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