what we do
Our focus is on the development of proprietary geodesic models that characterize the behavior of leveraged long/short ETFs in pairs trades using first principles of Hamilton-Lagrange-Euler mechanics. Because of tracking errors & daily compounding phenomena, equal weightings of leveraged ETFs in a pairs trade are virtually never 50-50. Daily data & graphics will show subscribers where neutral pair weightings have moved along the path of the pairs geodesic thereby providing multiple market direction & re-balance indicators.
SDS-SSO Model Update - May 20, 2009
Dear Blogger, thank you! again for subscribing to the S&P 500 long/short ETF Model and welcome to new members who just joined and new list subscribers. today's analysis is available for download:
ignore the missing data error message that may pop-up when opening up the file. Excel for Windows looks for metadata that Excel for Mac doesn't generate.
if you ever misplace your login, send me a message using the email you originally provided when subscribing through paypal. visit the blog for an archive of all subscriber updates and alerts. the archive is search-able and comments can be posted by everybody. | | | Today's Commentary
for an independent analysis of today's stock market action, please visit the briefing.com/investor market update page.
the stock market in general was weak today posting negative gains on the Dow 30, Nasdaq composite and S&P 500. financial and tech stocks weighed the most on the indexes to negative territory.
the SDS-SSO model is beginning to indicate concrete changes in the S&P 500 index direction. the parameters indicating so are 1) the PID-5 tuning chart crossing it's axis of oscillation, 2) the polarity of SDS & SSO crossing their axis of oscillation, 3) the PID-7 tunning chart tied to the ultra scenario crossing it's axis of oscillation, 4) the magnitude of vector C has reached a local maximum with it's 1st derivative now crossing it's axis of oscillation. you have charts for 1), 2) & 3) in today's spreadheet update.
i want to see confirmation and follow-thru on the direction of these indicators before i call for a re-balance to neutral weightings for those following the neutral scenario and a bias change for those following the ultra scenario or your own hybrid between neutral and ultra performance. that confirmation should come following the end of tomorrow's trading. next week is a short trading week with U.S. markets closed for observance of memorial day on monday 5-25-09.
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Disclaimer
Equity Informatics is a developer and service provider of proprietary financial equity pricing models & trading methods. The company familiarizes subscribers with the basic thesis of our models, provides subscribers with daily neutral pair weightings and methodologies on how to use the data as intended. subscribers shall not share any information obtained from equity informatics with any other party. use of these services are granted only to and intended for the benefit of the subscriber. Equity Informatics does not offer the sale of equities nor do our trading models constitute trading advise. It is incumbent on potential clients to perform due diligence and seek a professional financial adviser to help you determine whether subscribing to the company's services are suitable for your financial situation and level of risk. No guarentees of performance are expressly or implicitly offered nor does Equity Informatics guarantee the accuracy of market information used to provide model data to our client. equity informatics does not assume responsibility for lost principal, lost gains or tax consequences.
Copyright (c) 2009 Equity Informatics, LLC. All Rights Reserved.
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