PPH - Adaptive Momentum Investing - New Risk-On/Risk-Off Factors

• New Risk-off: DBB-UUP < 1% and XLY-XLP < 0.25% and S&P 500 not in strong uptrend (total return over the evaluation period < 5%).
• All portfolios of my marketplace service exhibit improved performance in back tests since January 2008.
• A new risk factor was added: average daily drawdown. It differentiates between strategies better than maxDD.
• The legacy discounted price of my marketplace service offer expires on August 31. Starting on September 1st, the regular price of $40 monthly or $320 annually applies to all new subscriptions.

For further details see: