Rivolv update for June

Lawrence Ripsher
Jun 6, 2017 · 2 min read

Last month I introduced a fintech project I’ve been working on (codename Rivolv). This is a momentum based model I use to determine when I should be in vs out of the market. I run this after the last day of trading every month and here’s where things stand after May.

Signal: SPY (long)

Last Generated: 31st May 2017

Good for: June

As a quick reminder, the only signal Rivolv will produce is whether to be long the S&P 500 (via the ETF SPY) or out of the market and in cash. The signal lasts for one month, or in this case, for all of June.

Updated performance

With this update, here’s what the hypothetical performance would be since Jan 2016.

Performance since Jan 2016

And longer term, over 10 years.

Performance since Jan 2007

I’ll continue to provide these lagging updates, which will get particularly interesting if we enter another period of volatility. As a reminder, this is part of my own early research & experimentation in the area of momentum. Feel free to observe, comment and ask questions but also read the disclaimer below.

Disclaimer

This post is for education and informational purposes only and is not general or personal investment advice. Under no circumstances does this information represent, nor should it be interpreted as, a recommendation to buy, sell or hold any security, index, ETF or fund. Be aware that all investments carry risk. Investments may lose significant value. Users of these sites should consult an independent investment advisor before conducting any investment. Anyone using this site to inform their own investment choices does at their own risk and assumes all responsibilities for their choices and actions.

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