The Average Investor's Blog

A software developer view on the markets

The Weekly Update

Posted by The Average Investor on Nov 12, 2011

Positive, but very volatile week. Here is the performance up-to-date for the two (imaginary) positions based on long term moving averages:

Moving Average Position Since Gain
20 Week Long (SPY) 2011-10-21 2.17%
10 Month Out (IEF) 2011-08-31 0.67%

I am dropping the 200-day moving average because it is hard to follow on weekly basis.

The DVI indicator was long for the entire week, so it followed the performance of the index – 0.94%. As of the Friday close however the DVI indicator went above 0.5, which indicates a short position for Monday.

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