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User 21942501

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  • Equity Curves, A New Sharpe* Ratio, And 20-Year Testing Of The Modified GMR [View instapost]
    Nice article Marc,
    Would you mind explaining the idea behind having a "Cash stop on ETF system at 0,5 or 0,75? What is your cash stop based on? I remember reading in one of your previous articles that it is a correlation between SSO and EDV.
    Thanks for sharing.
    Feb 24 08:08 PM | 1 Like Like |Link to Comment
  • Dual Momentum ETF Portfolio Update [View article]
    Scott, any thoughts on which signal works best? the one year return or the average returns? Why would one choose one as opposed to the other? Thanks for your input.
    Feb 13 06:27 PM | Likes Like |Link to Comment
  • Sentiment In Social Media Chatter On VXX An Early Indicator Of SPY Direction? [View article]
    As Losmarinos mentioned, where can one find a graph for the Social Media Sentiment on SPY and VXX?
    Feb 9 09:39 PM | Likes Like |Link to Comment