Rolling Correlations (2)
Yesterday, I looked at 100-day rolling correlations between ARS and Weekend Trader. Today, I'll show the same for ARS and Trend Plays #1:
The correlation between ARS and Trend Plays #1 for the last 100 trading days is higher (0.52) than the correlation between ARS and Weekend Trader (0.42). The upward trend that started about a year ago is still continuing.
3 comments:
Howdy ST,
I'm not seeing any traction in your conglomeration of systems. I've jumped 35% off my August lows. Not having probed further into your selections...it stands to reason these may have not yet leveraged forward?
GA
Correct. I'm happy to see your trading is going well!
I'm just plodding along trying to stay excited. We'll have to wait and see how your researched selection prove out in the next few months. Well wishes!
Gilbert
Post a Comment