The Average Investor's Blog

A software developer view on the markets

The Weekly Update

Posted by The Average Investor on Jul 11, 2011

A short but still positive week for the markets. The S&P 500 ended the week up by 0.31%. The ARMA strategies would have returned 1.78% over the last week:

Date GSPC Gain Position Position Gain
2011-07-05 -0.13% Short 0.13%
2011-07-06 0.10% Short -0.10%
2011-07-07 1.05% Long 1.05%
2011-07-08 -0.70% Short 0.70%

This method guessed the market direction correctly on 3 of the last four days. The success of this strategies continues to impress me. Still, with a gain of 4.36%, it still lags the S&P 500 gain of 6.85% this year.

On the 20-week EMA front, all indexes are in buy mode, already showing small gains except the Emerging Markets.

Asset Symbol Position Date In Gain
US REIT VNQ Long 2011-07-01 2.67%
Nasdaq 100 ^NDX Long 2011-07-01 1.88%
S&P 500 ^GSPC Long 2011-07-01 0.31%
Emerging Markets EEM Long 2011-07-01 -0.48%
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