Signals Performance History
Current Performance will be displayed on the Signals Page under each asset class
Performance dates can be viewed only on Desktop
US 10Y T.
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When Signal has a date click on Signal to read the Macro Analysis
Orange “Orange Boom”: Get ready to SELL
Red “BOOM”: SELL
Blue “Blue Bust”: Get ready to BUY
Green “BUST”: BUY
The matrix and signals are an indicator of an asymmetry of the risk profile
Boom: The risk to the down side is greater than the risk to the upside
Bust: The risk to the upside is greater than the risk to the downside
We like to keep our model simple, digital and color coded, nevertheless we would like to take this opportunity to explain in more depth the meaning of the colors.
Our risk Asymmetry model when flashing RED means, it is time to reduce risk, and when flashing GREEN means, it is time to increase risk, and exposure in the same asset class.
What does Orange and Blue mean? Get ready to reduce (Orange), or get ready to increase (Blue) risk, in particular:
In asset classes with low implied volatility (like Currencies, US Treasury) an Orange or Blue signal in the past has already shown an extreme Overbought (Orange) or Oversold (Blue) circumstance, followed by a correction/reversal without the signal becoming Red or Green.
In asset classes with high Implied volatility (Single Share, or S&P) in order to have a correction/reversal the signal had to be Red or Green.
The implied volatility in each asset class may change with time although bonds and currencies historically had always lower volatility than equities.