Saturday, June 23, 2018

MFTA

First Italian Master of Financial Technical Analysis

AWARDS

John Brooks Award 2008/2009
Two Times SIAT Award – 2015, 2011

IFTA Conference

Four times IFTA Speaker
1998, 2006, 2016, 2017


Beating the Dow
– This ProRealTime monthly chart relates to one of our simple and slow quant long term models. The results since Jan. 1st 1995 prove that is possible to beat (slightly) the Dow Jones Industrial Index, without being always fully invested, without leverage and with a max drawdown of less than 8%. With a simple 1.5x leverage, results are sharply better with a max drawdown (on a monthly close basis) of 16%. Check the max drawdown of the Buy-and-Hold strategy in the same period (2000-2003 and 2007-2009 Bears). The model is actually long since September 1st 2017.


Our Rating Model
– This table shows the rating of a selection of US Big Cap.
The rating model is based on a proprietary algorythm mixing trend, momentum and relative strength.
Last update: May 2018

STAY UP TO DATE

Both the chart and the table will be updated periodically.
If you want to stay in touch and discover more,
please insert your email in the form to the right.
We will provide information and details on our work, models and studies on markets, strategies and much more.

WHAT IS COMPOSITE MOMENTUM

Imagine the treadmill of an airport, the one that runs along the corridors that separate one area from the other. The airport is the market. The area where you step on the treadmill is the starting point of a trend. The area where you get off the treadmill is the arrival point, from where another treadmill (another trend) begins. The Composite Momentum is the treadmill connecting these areas: combining the starting point of a trend to its point of arrival. It helps you and shows you the way.

COMPOSITE MOMENTUM NOW AVAILABLE ON BLOOMBERG
please contact Bloomberg Help-Desk for activation

everything in life moves in cycles. those who don’t LEARN FROM the past are doomed to repeat it.

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