Home > education, Markets > weekend report summary, Oct 02, 2011

weekend report summary, Oct 02, 2011


Stock market of Brussels

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  • Market in Bear Normal;  Market is Neutral on a short term basis
  • Equities returned to last week’s  lows, with volatility remaining in the high end of normal. ;
  • Blended monthly rebalancing, current holdings:
    • 26 ETF portfolio:  TLT, TLT, SHY (double scoop of TLT)
    • 13 ETF portfolio:  TLT x3 (Triple scoop of TLT) (could also use TLT and 2x SHY if you don’t want the volatility of TLT)
    • next re-evaluation  on/about  1 Nov
  • ETF2 notes:  the system does what it does.   all cash
    • Theoretical exposure is recommended at 0%;  Model portfolio will be at 0% exposed
  • Bundle 2 of the Tradestation project  has been completed, with favorable reports from initial users;  contains 6  unique Tortoise market condition indicators combined with the power of Tradestation. Am preparing an overview and demo for the October IITM seminars. Am trying convince Mark Mcdowell to do a webinar demo that we can record J  we’ll see
  1. Lynn Boyd
    October 2, 2011 at 4:58 pm

    Ken–I’m trying to find the rule set for the 331 etf rebalancing system. Can you give me a lead on where it is please?
    THANKS
    Lynn Boyd

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