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« JOLTS from the BLS | Main | The Wide-Ranging Thoughts of Dan Niles »

April 12, 2009

Comments

oldprof

Mike C -- The model is making a thirty-day forecast, but that does not mean we hold the positions for thirty days.

We have a fresh model run every day, so we are always deciding which ETF's look best for the next 30 days. In the daily program, we adjust positions every afternoon.

In the weekly program, we sync up on Monday, but make more frequent changes if indicated. We do this to keep trading frequency and commissions low.

The result is that positions might last only a day in the daily program. That usually means that other sectors have moved higher. On other occasions, we may hold a position for many weeks.

I hope this clarifies, and thanks for asking!

Jeff

Mike C

What is the anticipated holding timeframe on the model or is it variable depending on when the signal reverses?

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