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Revision History For: ASSET COMMITMENT MODEL

No earlier versions found for this Subject.


Return to ASSET COMMITMENT MODEL
 
This is an attempt to determine how much percent of our money should
be committed to the Equity Markets based on Market Environment. The
factors used to determine this Environment are listed below.

1) WHAT IS THE DOMINANTMARKET

2) THE DIRECTION OF THE HITECHS

3) ADVANCE/DECLINE DOMINANT SUMMATION

4) INTEREST RATE DIRECTION

5) DOMINANT MARKET RELATIVE STRENGTH INDEX

6) DOW TREND LINE DIRECTION

7) NYSE/OTC ADVANCE DECLINE DIRECTION

8) OTC NEW LOWS

9) NYSE NEW LOWS

10) "BEAR" FUNDS DIRECTION/STRENGTH

11) ON BALANCE VOLUME DIRECTION

12) DOMINANT MARKET MCCELLAN OSCILLATOR


ENVIRONMENT RESULTS:

RISK LOW....30-36 POINTS 100% COMMITMENT

MEDIUM...... 26-29 POINTS 75-100 % COMMITMENT

HIGH RISK.. 20-25 POINTS 25-50 % COMMITMENT

OUT OF MKT.. BELOW 20 00 % COMMITMENT