Friday, July 9, 2010

Aggregate M & Z Indicators Now Part of ETF Rewind!

CSS Analytic's Aggregate M & Z indicators, two powerful multi-period cross-trend/ reversion indicators, are now incorporated into our nightly reports for all of ETF Rewind's 200-plus core index tracking list. Indeed, the summed reading of how many are on a buy or sell levels across category lists may be a powerful analysis in its own right.

Here are links explaining more about the indicators and their construction:

Agg-M - Trade With The Trend Using AggM as a Filter
Agg-Z - Another Composite Trend/Mean Reversion Indicator

If you like the looks of those equity curves, you really owe it to yourself to explore David Varadi's innovative work further at his DV Indicators site*.

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