After looking at the Qs Situation yesterday, it seemd like a good time to review the performance and status of the rest of the Lazy Man's rotation model. In this case the focus of our study is the EEM.
The Project Z results for the EEM are shown below while the current technical status of EEM is shown on the chart above utilizing the same suite of indicators as applied to the the Qs.
As with the previous Qs study, an item of interest is the lagging performance of the Short trades relative to the Longs. While the Long-Short disparity is not as great as in the case of the Qs, the distinction still warrants a closer look, which we'll examine in the cases of DBC and SPY in the coming days.
As of Tuesday's close we are flat both EEM and the Qs, having executed a Short stop on the Qs yesterday am for an $.18 loss.
1 comment:
Deepak, think environmental filters...
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