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10-Month Moving Crossover Strategy

Oct 05 2019

The Trend Is Your “Fiend!”

  • Oct 5, 2019

Over the last year of market swings, we’ve tracked the horrific performance of what had previously been a solid long-term system for timing the S&P 500, the 10-month moving average crossover system. In the last 12 months, this generally low-risk approach has generated a total return loss of 13.74%.

Aug 07 2019

Altitudes And Attitudes

  • Aug 7, 2019

Trend followers who use the ten-month moving average discipline finally had a positive month in July. But after the early-August decline, they are still holding an S&P 500 loss of 60 points from their latest trade initiated at the end of June.

Jul 05 2019

Does BUY Now Mean SELL?

  • Jul 5, 2019

Many technicians consider the 10-month moving-average crossover technique as the gold standard among long-term timing practices. The method was successfully applied to several asset classes in the SSRN’s most-downloaded paper of all time, “A Quantitative Approach To Asset Allocation” by Meb Faber.

Jun 07 2019

Trend: The New Contrary Indicator?

  • Jun 7, 2019

Last month’s market action negated the month-old VLT BUY signals for the MSCI EAFE and Emerging Market indexes.

Mar 07 2019

Time To Jump Back In?

  • Mar 7, 2019

A few pundits have suggested that Jack Bogle’s death in January might prove to be the symbolic capstone to a cycle in which passive investing has completely dominated the full-fee, active money-manager ranks.

Feb 07 2019

Trend-Following Travails

  • Feb 7, 2019

To recap our allocation moves over the last year: We established an initial equity hedge in tactical accounts very close to the January 2018 highs.