Sunday 9 October 2016

Sector Momentum Model Update

Updating the short term momentum model for the week ending 07th October 2016.


I first wrote about this model here Sector Technical Analysis: Sector Momentum Model







2 comments:

  1. Do momentum strategies have more drawdowns.Of course returns are also high.But draw downs can be emotionally taxing.!

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    1. Totally agree with you..but i also take this as an input for my analysis..eg. if i see high beta/ non defensive sectors in the top ranks based on momentum then can conclude that overall picture is positive for equities :)

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