ETF Prophet

Image via Wikipedia A few years ago I found a document put out by DrKW Macro Research called “The Seven Sins of Fund Management” (caution – PDF) – it is truly an awesome piece of work, and a brilliant critique of the mutual fund space (and active managers in general).  I could not remember where [...]

Image by jurek d. via Flickr I’ve been crazy busy with my day job and Max – so my apologies for not posting more – that’s just the way it is at the moment.  But in the meantime, I wanted to post a little diatribe I’ve been thinking about. I’m going to start with a [...]

The Bankling site is still new to me, but apparently they found me – and they’ve named Skill Analytics to the six sites they mention under Technical Analysis.  I’m in good company there with Ripe Trade and ETF Trends.  I’m going to have to check out the others that they mention.  Thanks to the folks [...]

I figured out a way to do my benchmarks a lot faster – so I’m going to continue to post them after all.  I like keeping an eye on them because you can often lose the forest for the trees if you know what I mean.  Max continues to grow at a great pace and [...]

As part of creating more discipline for myself in terms of posting, I’m going to steal an idea from Headlinecharts and start making specific days of the week the time when I do repeated postings. So, I’ve decided that Thursdays are for Relative Strength. I’m posting two views of Relative Strength – one using my [...]

Image via Wikipedia Dr. Brett is always writing interesting stuff – this caught my eye today – Demand and Supply: Measures of Stock Market Momentum. In the article, he outlines a method for measuring market momentum by counting the number of stocks breaking over a Bollingerband and below it: Significant momentum is defined by a [...]

Image via Wikipedia It wasn’t even close – Cramer must have come on the show thinking that Stewart was going to be, as I too expected, his normal nice guy in terms of a personal interview.  But I think Stewart took the “comedian” and “variety show” comments very personally, and instead he showed himself for [...]

Image via Wikipedia Madoff goes to prison – frankly I am amazed that he plead guilty and it was all over so quickly.  I figured that he’d try and prove himself innocent – I wonder what he got in return?  A better prison?  An agreement to leave his wife alone?  I expect we’ll know the [...]

As part of creating more discipline for myself in terms of posting, I’m going to steal an idea from Headlinecharts and start making specific days of the week the time when I do repeated postings.  So, I’ve decided that Thursdays are for Relative Strength.  I’m posting two views of Relative Strength – one using my [...]

Well it took me way too long to get up these stats – and, sadly, I think I’m going to have stop posting them due to time constraints.  The new reality of having a newborn, combined with my job really picking up steam has left me with much, much less time than before.  I’ll try [...]

Image by Julián Contreras via Flickr Just a little update here: VIX looks stretched here – and I’ve got a buy on a system based on the McCellan Oscillator which, in the past, has had a success rate of around 70% but started to fall apart in October.  So, bottom line, I’m looking for a [...]

Image via Wikipedia Michael over at Marketsci asked a great question in his latest post – why do mutual funds continue to show no ability to think outside-the-box despite the abundance of alternative investment approaches that are available publicly (either from individuals or via public research) or from individuals that they could potentially hire to [...]

Image via Wikipedia The Skills Index is back on sell again.  This is a tough market, no doubt about it.  Short term, though, I wouldn’t be adding to short positions here with RSI2 on the SPY down to around 3, and the percent of stocks in the SP-500 with RSI2 of less than 10 approaching [...]

Image by Qba from Poland via Flickr Hey all – I’ve got some new setups from MR1 and my new, still in development MR2 that I wanted to share with folks. MR1: EWJ, OIL – both buy on the open with a 50% allocation to each. MR2: DDM, DIG, MVV, RSU, SAA, SSO, URE, UWM, [...]

Not really shocking based on the mini-rally we’ve been experiencing.  Anyone notice that SLX has been killing it?  We’re approaching resistance across the board – rising number of stocks with RSI2 of greater than 90 – so we are probably looking at a pullback next week.

Image via Wikipedia I don’t know about you, but I think Michael over at Marketsci has been publishing what I consider the best stuff on the web on adaptive systems.  It has taken me a while to figure out how to do this with my own tools (Mike does this all in Excel – which [...]

Image via Wikipedia Market Monk has been doing an interesting series on Survivorship Bias – and how much of a problem it can be.  What shocks me is that not one developer of system testing software has dealt with this.  Here’s the deal – if you’re testing on the Nasdaq 100, your test is likely [...]

As part of creating more discipline for myself in terms of posting, I’m going to steal an idea from Headlinecharts and start making specific days of the week the time when I do repeated postings.  So, I’ve decided that Thursdays are for Relative Strength.  I’m posting two views of Relative Strength – one using my [...]