Archive for September, 2009
Where in the World is MarketSci?
It’s been eerily quiet around the MarketSci blog the last month or so. I appreciate all of the emails asking if we’ve given up on this blogging thingamajig or if we got hit by a milk truck. Luckily, it’s nothing that sinister. I’ve been going to extremes lately. On one hand I’ve been very focused [...]
Filed under: Random Stuff | 14 Comments
All of the results below have been independently-audited in real-time by at least one third-party. Visit MarketSci.com for links to third-party audits and to learn more about accessing our strategies via a managed account or subscription. Apologies for the late report this month…been buried. August was a very blah month across the board as most [...]
Filed under: My Performance | 8 Comments
*** CLICK TO ZOOM *** This is our monthly health check of short-term mean-reversion in the US market. Why a health check? Because short-term MR (by “short-term”, think for example RSI(2)) is so important to what we swing-traders are doing right now, because at this moment in history, it’s the most effective directional trade. See [...]
Filed under: State of Short-term MR | 11 Comments
