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MDM - Model switches back to neutral

The fail-safe was just hit bringing the model back to a neutral/cash position.

QE in all its forms can push the market higher, and with earnings upon us, it is possible the U.S. markets will continue to well outperform the European markets. It is best to wait for either 1) a buy signal triggered by a follow through day accompanied by constructive action by leading stocks, or 2) a sell signal resulting from further deterioration of price/volume action in market indices and leading stocks.

This year has been trick for market timing despite the uptrend in the general market.

The first quarter of 2012 has been somewhat out of the ordinary as it was a trending market that came right after the volatile, trendless, news driven nature of 2011. This created a high risk environment in 2011 due to its series of gap ups and gap downs. Thus, the Market Direction Model was cautious and issued a buy signal 3 weeks into the uptrend on January 25, 2012, after a small handful of leading stocks started to show constructive price/volume action such as AAPL’s buyable gap up on January 25. That said, the number of buyable leading stocks remained insignificant and unconvincing for another few weeks, due to the rally being driven by quantitative easing (QE) in its various forms, somewhat reminiscent of 2009 which was a QE driven rally led by junk stocks.

The anomaly we have seen with the late buy signal from the MDM followed by slow-to-start action on the part of many leading stocks, AAPL notwithstanding, is not atypical for trend-following models in 2012. The markets have trended higher all year, yet the Trend-Following Wizards (as interviewed by Jack Schwager in his Market Wizards series books and Michael Covel's Trend Following book) as a whole are down year-to-date, as of end of February 2012 even though the general market had its best trending period from January 4 to February 29 (data for this group to the end of March 2012 will be posted on their website soon): http://www.automated-trading-system.com/trend-following-wizards-february-2012/.

For those members who only follow the Market Direction Model, we share your frustration. For those members who only follow our stock-related services such as Pocket Pivot Review, we are glad many of you are doing well this year.

Anomalous periods always come to an end. Even 2011 which was trendless and volatile had brief moments of big profit opportunities which made all the difference to the Market Direction Model's ability to outperform the general market that year.

This information is provided by MoKa Investors, LLC DBA Virtue of Selfish Investing (VoSI) is issued solely for informational purposes and does not constitute an offer to sell or a solicitation of an offer to buy securities. Information contained herein is based on sources which we believe to be reliable but is not guaranteed by us as being accurate and does not purport to be a complete statement or summary of available data. VoSI reports are intended to alert VoSI members to technical developments in certain securities that may or may not be actionable, only, and are not intended as recommendations. Past performance is not a guarantee, nor is it necessarily indicative, of future results. Opinions expressed herein are statements of our judgment as of the publication date and are subject to change without notice. Entities including but not limited to VoSI, its members, officers, directors, employees, customers, agents, and affiliates may have a position, long or short, in the securities referred to herein, and/or other related securities, and may increase or decrease such position or take a contra position. Additional information is available upon written request. This publication is for clients of Virtue of Selfish Investing. Reproduction without written permission is strictly prohibited and will be prosecuted to the full extent of the law. ©2024 MoKa Investors, LLC DBA Virtue of Selfish Investing. All rights reserved.
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