Thursday, August 27, 2009

Sunday, August 23, 2009

Update: 3x2 System / Crash System


The variant of the StockPickr 'Crash System' that I follow has just moved up to a new equity high.


The variant of the StockPickr '3x2 System' that I follow has noticeably broken out to new equity highs since the last update in July.

Wednesday, August 19, 2009

Sunday, August 9, 2009

Trend: Near Perfect Straightness



The trend continues to be near perfectly straight up. The time the 15 day trendiness has remained at an extreme level above 0.9 (gray line) is now longer than during the market collapse from February to March 2009. See the plot above. We cannot be too far away from some sort of counter trend move?

Saturday, August 8, 2009

Dividend Aristocrats / Low Beta Low R-Squared



The 'Dividend Aristocrats' and Low Beta/Low R-Squared stocks in general have just not been of much advantage over the last year. The first plot above shows the performance of the Dividend Aristocrats over the past year compared with the performance of SPY. The Aristocrats have shown an advantage that was sometimes significant. The second plot above compares the set of 20 low beta/low R-Squared stocks that I follow. This set of stocks has demonstrated very little advantage over SPY. The high correlation of everything during the crash rendered most diversification schemes value free.

Sunday, August 2, 2009

Used Car Prices Up




The Manheim used car price index continues up. Has the value of the index as an indicator been reduced due to the various auto stimulus plans? Is the index indicating that the collapse of the economy has stopped? The current auto stimulus plans are moving future demand for cars to the present. Car sales may slow significantly after the government subsidies expire.