The Cross-Overs

Three cross-overs are followed: Price Change Tipping Point, MACD and RSI.

Price Tipping Point. A total of the slope differential of the current closing price to the prices of previous closes. A buy signal occurs when the total goes over zero and a sell goes below.

Moving Average Convergence Divergence (MACD) I use an optimal value.

Relative Strength Index (RSI) Like the MACD - RSI crossover uses an optimal value.

Saturday, November 23, 2013

What About Inverse Leverage ETFs

Inverse ETFs are useless when used with this methodology.  And here's why...

Using the results from the 10.23.2013 run of leveraged ETFS  and comparing them to their related inverse ETFs we get the following results:


GASL 40228.39 GASZ 10407.88
BIB 34557.53 BIS n.a.
RETL 30679.32 RETS n.a.
CURE 27799.36 SICK n.a.
UMDD 25679.05 MZZ 9595.94
SOXL 25264.49 SOXS 14302.28
TECL 19920.96 TECS 11128.26
RUSL 17537.36 RUSS 12364.84
INDL 17306.31 INDS n.a.
EDC 15446.73 EDZ 13253.47

The n.a. indicates that the inverse ETF has been closed or no results were produced that were better than a buy and hold strategy.
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