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.

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Sunday, May 10, 2009

SDS-SSO Model Weekly Stats - May 4 thru May 8, 2009

Dear Blogger,

below are some pertinent stats i gathered for the week that just transpired.


---SDS-SSO ultra scenario weekly stats ---------------------------
* ultra tracking portfolio up 9.42% for the week
* ultra benchmark up 9.29% for the week
* ultra tracking portfolio up 13.67% since inception 2009-04-28

---S&P 500 Index weekly stats ------------------------------------
* up 5.89% for the week
* MFI basically finished unchanged
* RSI closed near 12 month high 68.18
* 3rd highest up volume week (5.89%) over last 12 months
* 25 pts (2.69%) below it's 200 DMA

---CBOE Volatility Index (VIX) weekly stats ----------------------
* down 9.21% for the week
* down 21.15% from 50 DMA
* down 26.33% from 200 DMA
* was SEP-08 since VIX closed at friday's EOD levels 32.05
* RSI up 20% from recent lowest level in early JAN-09

MFI - money flow index
RSI - relative strength index

PID-5 benchmark YTD performance record for neutral & ultra scenarios

benchmark_performance_090403.png
benchmark_performance_090403.png

PID-7 benchmark YTD performance record for neutral & ultra scenarios

benchmark_performance_090403.png
benchmark_performance_090403.png

PID-7-ultra tracking portfolio performance** : original investment $100

___Date____|____ SSO____|___SDS_____|__EOD Pair value
28-Apr-09__|____$89.26__|__$10.06___|_____$99.33
29-Apr-09__|____$93.08__|___$9.64___|____$102.72
30-Apr-09__|____$93.44__|___$9.62___|____$103.06
1-May-09___|____$94.34__|___$9.53___|____$103.88
4-May-09___|___$100.64__|___$8.88___|____$109.52
5-May-09___|____$99.77__|___$8.93___|____$108.71
6-May-09___|___$103.16__|___$8.64___|____$111.80
7-May-09___|___$100.72__|___$8.87___|____$109.59
8-May-09___|___$105.21__|___$8.46___|____$113.67

**neutral performance coming soon
best regards,
mike james

Managing Member
Equity Informatics, LLC
phone:302-220-3864
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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.

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