ETF Prophet

Source: Mrkt_Commentary** subscription service; prior weekly posts. Click Twice to Enlarge — NEVER INVESTMENT ADVICE

Source: Mrkt_Commentary** subscription service; prior weekly posts. Click Twice to Enlarge — NEVER INVESTMENT ADVICE

Source: Mrkt_Commentary** subscription service; prior weekly posts. Click Twice to Enlarge — NEVER INVESTMENT ADVICE

Source: Mrkt_Commentary** subscription service; prior weekly posts. Click Twice to Enlarge — NEVER INVESTMENT ADVICE

Source: Mrkt_Commentary** subscription service; prior weekly posts. Click Twice to Enlarge — NEVER INVESTMENT ADVICE

Recent price behavior illustrates how traders should not equate volatility and absolute mean reversion. Over two weeks of choppy up and down has represented next-day reversion perfectly, sending our chop versus trend indicator to extremes. However, ranked volatility (percent ranked HV-100) is likewise at annual lows. Indeed, the last two years have contrastingly provided several [...]

Source: Mrkt_Commentary** subscription service; prior weekly posts. Click Twice to Enlarge — NEVER INVESTMENT ADVICE

Source: Mrkt_Commentary** subscription service; prior weekly posts. Click Twice to Enlarge — NEVER INVESTMENT ADVICE

Source: Mrkt_Commentary** subscription service; prior weekly posts. Click Twice to Enlarge — NEVER INVESTMENT ADVICE

Volatility is extremely stretched below its mean: not bullish. And then there is Cyprus…. Source: Mrkt_Commentary** subscription service; prior weekly posts. Click Twice to Enlarge — NEVER INVESTMENT ADVICE

Source: Mrkt_Commentary** subscription service; prior weekly posts. Click Twice to Enlarge — NEVER INVESTMENT ADVICE

Source: Mrkt_Commentary** subscription service; prior weekly posts. Click Twice to Enlarge — NEVER INVESTMENT ADVICE

Source: Mrkt_Commentary** subscription service; prior weekly posts. Click Twice to Enlarge — NEVER INVESTMENT ADVICE

So overbought it doesn’t matter…? Source: Mrkt_Commentary** subscription service; prior weekly posts. Click Twice to Enlarge — NEVER INVESTMENT ADVICE

Source: Mrkt_Commentary** subscription service; prior weekly posts. Click Twice to Enlarge — NEVER INVESTMENT ADVICE

I am periodically asked to update the performance of the two S&P 500-based models that are published at each close in the ETF Rewind Pro newsletter.  Here are the original posts from over two years ago discussing the construction of these signals: Mrkt_MACD – Seeking Linearity (Chart 1) Mrkt_RSI – Relative Volatility & Mean Reversion I have updated the runs, [...]