Thursday, January 14, 2010

S&P Daily Trend Models


SPX Daily Trend Following Model 


The latest signal was on November 6th's close @ 1069.  Today the SPX is at 1145, for a gain of 76 points, or about 7.1%.


Below a chart of the SSO, the double-beta S&P ETF:



SSO Daily Trend Following Model


The SSO Model went LONG on November 5th's close at 34.90.  Today SSO is trading at 40.48, for a gain of 5.58 points, or about 16%.

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