basis. The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Alpha Architect, its affiliates or its employees. Recent winners, iYT Quarter Position, 240.8, Oct 24, 2018. Our tools do not necessarily need to be complex, but they do need to be systematic. As long as price finds its way between these two ratios, I could potentially consider this a trade setup. In summary, our investment universe contains liquid companies with at least one year of return data. Past performance is no guarantee of future results. One notices that the spread between the high and low momentum portfolios is (in general) the highest in quarter-ending months (comparing the returns within each quarter). .
Also great chart recognition on xon and szym You are definitely in tune and have a great pulse for the markets. The portfolio is value-weighted and rebalanced quarterly using over-lapping portfolios. Fold Half Position, 1,800, 18, June 6, xm forex register 2017. You exit when you see price is no longer respecting the stair stepping trend direction pattern. Chris has recently teamed up with one of the best small-cap stock pickers in the country to contribute some additional strong capital gain opportunities to ATP subscribers. Mobl Half Position, 2,590,.8, July 3, 2017.
Momentum reversal trading strategy