Thursday, November 21, 2024

MFTA

First Italian Master of Financial Technical Analysis

AWARDS

John Brooks Award 2008/2009
Two Times SIAT Award – 2015, 2011

IFTA Conference

Five times IFTA Speaker
1998, 2006, 2016, 2017, 2019

Discover our Combochart Tool

Our Combochart Tool allows you to analyze the technical part of the markets in an autonomous and interactive way.
You can choose from about 500 instruments on 4 different time frames and 30 indicators, between classics and proprietary.
Below you have all the indicators available, on all time frames on the S&P500 only.


Beating the Dow – This ProRealTime monthly chart relates to one of our simple and slow quant long term models. The results since Jan. 1st 1995 prove that is possible to beat (slightly) the Dow Jones Industrial Index, without being always fully invested, without leverage and with a max drawdown of less than 8%. With a simple 1.5x leverage, results are sharply better with a max drawdown (on a monthly close basis) of 16%. Check the max drawdown of the Buy-and-Hold strategy in the same period (2000-2003 and 2007-2009 Bears). The model is actually long since September 1st 2017.


Our Rating Model – This table shows the rating of a selection of US Big Cap.
The rating model is based on a proprietary algorythm mixing trend, momentum and relative strength.
Last update: December 2019

STAY UP TO DATE

Both the chart and the table will be updated periodically.
If you want to stay in touch and discover more,
please insert your email in the form to the right.
We will provide information and details on our work, models and studies on markets, strategies and much more.

WHAT IS COMPOSITE MOMENTUM

Imagine the treadmill of an airport, the one that runs along the corridors that separate one area from the other. The airport is the market. The area where you step on the treadmill is the starting point of a trend. The area where you get off the treadmill is the arrival point, from where another treadmill (another trend) begins. The Composite Momentum is the treadmill connecting these areas: combining the starting point of a trend to its point of arrival. It helps you and shows you the way.

Download formulas

Composite Momentum is available on many technical analysis platforms and software.
Ask your provider or look our post Construction and formulas

13
Sep

The Seasonal Risk Index

in Indicators and tools, Newsletter
By Francesco Caruso, MFTA     This is our proprietary Seasonal Risk Index, based on the VIX data of past 16 years, 1990-2016. The July-October period is by far the most dangerous for stocks and it covers over 55% of the occurrences of sharp correction and crashes.   The Seasonal Risk Index ultima modifica: 2016-09-13T23:42:02+00:00 da
Read More
18
Nov

What is Composite Momentum

in Composite Momentum
Imagine the treadmill of an airport, the one that runs along the corridors separating one area from the other. The airport is the market. The area where you step on the treadmill is the starting point of a trend. The area where you get off the treadmill is the arrival point, from where another treadmill (another trend)
Read More
10
Jun

The four phases of the cycle

in Composite Momentum
The cyclical position of the stock markets, the equity baskets and commodities are defined according to the COMPOSITE MOMENTUM position on to the chart above, which divides the cyclical position of the market in its four possible phases: UP (Up) = indicator rising and below zero> ACCUMULATION> From the final phase of the bear market to the
Read More
30
May

Display and interpretation

in Composite Momentum, What is
The Composite Momentum helps to understand three things: When to step on the treadmill Which is the direction you have to take Where you might want to go down or prepare for descent The Composite Momentum is an oscillator with a bandwidth ranging from +100 to -100. Like other indicators, it can be displayed in
Read More
30
May

Construction and formulas

in Composite Momentum
The CMO is a smoothed average of two other oscillators which have the same bandwidth (-100/+100) but different behaviours: the first is called XTL (slow, coincidental / lagging indicator, tends to signal a turn in the trend of prices “during” or “after”). The second one is called KEY (leading indicator, which tends to anticipate turns
Read More

“everything in life moves in cycles. those who don’t LEARN FROM the past are doomed to repeat it.“

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