Archive for October, 2009
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. Note to YK managed accounts: per Scott Daly, you returned a higher -0.4% (gross) for the month. There was [...]
Filed under: My Performance | 16 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 index swing-traders are doing right now because at this moment in history, it’s the most effective directional trade. [...]
Filed under: State of Short-term MR | 7 Comments
