|Stock Market Quantitative Investment Strategies|
The original 4% model is based on Martin Zweig’s Four Percent Model Indicator, which states: “The Four Percent Model Indicator uses the weekly close of the Value Line Index. A buy signal is generated when the index rises four percent or more from the previous week. Similarly, a sell signal is indicated when the index falls four percent or more from the previous week.”
The performance shown below is based on Martin Zweig's model except that instead of looking at the week over week change every Friday, it checks the week over week change each day for a signal.
The MTRIG model tracked on the strategies page is an adapted version of this model.
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