Archive for March, 2011
TAA Model for April, 2011
This is a new monthly feature at the MarketSci Blog. Our Tactical Asset Allocation (TAA) model selects up to four assets from a diversified basket of asset classes on the final trading day of each month. Below is the new allocation for today’s close. Click to read more about the TAA model. I eat my own cooking, so I’ve devoted a [...]
Filed under: Tactical Asset Allocation | 4 Comments
Seasonality Map for April, 2011
This is a monthly feature at the MarketSci Blog. Below is a map of potentially strong/weak days for the US stock market in April based on historical seasonality patterns. Read more after the image. Scorecard: since launching in April 2010, the monthly seasonality map has called the closing direction of the S&P 500 correct 49% of the time with [...]
Filed under: Monthly Seasonality Map | Leave a Comment
April Slightly Bullish?
The end of March is nigh. This is a quick look at how the U.S. market has performed historically in April. First the numbers… From this 30,000 foot view, by all of these simple metrics April has been stronger than the average month. But averages can be misleading because they say nothing about how consistent an [...]
Filed under: Time-based | 2 Comments
Downsizing the SOTM
Quick note… I’m streamlining things at the blog a bit. The most noticeable change will be that the State of the Market report (and the Addendum) will go away. I love the concept of the SOTM as a way to keep daily tabs on some of the simple free strategies we’ve talked about on the blog [...]
Filed under: Random Stuff | 11 Comments
This is the first in a series of random thoughts re: volatility ETF trading. Readers familiar with modeling these types of strategies won’t find anything earth-shattering here, but for those new to the subject I hope this can be a jumping off point. Note that this is just one humble blogger’s $0.02 – do your own homework and draw [...]
Filed under: VIX & Volatility | 3 Comments
