Sentences with phrase «trend following component»

Dual momentum has a trend following component that lags behind when a new bull market begins.That is the cost of avoiding the carnage of the preceding bear market.

Not exact matches

After the third longest bull market advance on record, fresh deterioration in key trend - following components within our measures of market internals (see Support Drops Away) recently joined this extended, overvalued, overbought, overbullish peak, even as the S&P 500 hovers at the top of its monthly Bollinger bands (two standard deviations above the 20 - period average) and cyclical momentum rolls over from a 9 - year high.

The index is a composite of ten seasonally adjusted components based on questions on the following: plans to increase employment, plans to make capital outlays, plans to increase inventories, expect economy to improve, expect real sales higher, current inventory, current job openings, expected credit conditions, now a good time to expand, and earnings trend.

There is also some risk associated with the trend - following component of dual momentum being slow moving to minimize whipsaws.

Here is an extrapolation into the future based on the 3 CET constituent harmonic components + the existing linear trend: http://www.vukcevic.talktalk.net/CET-NV.htm As it happens the multi-decadal trends closely follow the geological non-climatic based records (North Atlantic Precursor) confirming the primacy of the natural variability.

Following the trend in global modelling, RCMs are increasingly coupled interactively with other components of the climate system, such as regional ocean and sea ice (e.g., Bailey and Lynch 2000; Döscher et al., 2002; Rinke et al., 2003; Bailey et al., 2004; Meier et al., 2004; Sasaki et al., 2006a), hydrology, and with interactive vegetation (Gao and Yu, 1998; Xue et al., 2000).