All the models below are used in the asset allocation, and they all use price as the single variable for generating signals and/or managing risk. Their latest signal is always shown on the upper left in yellow. Al the hourly models are updated throughout the day.

The binary accumulation of hourly returns model converts SPY returns to binary returns and then accumulates them. The objective is to measure the persistence of positive or negative returns while ignoring single large moves in order to define the trend.

The TCs are applied to the SPYs hourly returns.

The SPY ST Trend hourly model uses a proprietary version of a %B indicator.

The TCs are applied to the velocity of the returns which looks at the the progress in a move @ SPY in a 1-week rolling window.

The TCs on Overnight Returns ignores all returns except the single O/N return. Positive O/N returns are a sign of a healthy sign, they drive SP500 returns during a bull run.

The TCs on day-only returns (the O/N return is ignored.)

This is the binary brother of the hourly model above. The only variable is price.