Einstein, one of two Relative Strength investing models tracked here on ITA, is up for review this morning. Nearly 60% of the portfolio is in cash so decisions as to what to do with this large amount is on the table. I’m not in a hurry to invest in equities until the debt crisis is […]
How “Robust” is the ITA Wealth Momentum Strategy? – Part 5
Reducing Uncertainty by Tranching In the first 4 parts of this study we have focused on the optimization and robustness of the primary parameters necessary to apply the ITA Wealth Momentum Strategy – the appropriate look-back periods to measure momentum (Rate Of Change – ROC) and Volatility and the appropriate weights to apply to these […]
You must be logged in to post a comment.