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.
With this update, here’s what the hypothetical performance would be since Jan 2016.
And longer term, over 10 years.
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.
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