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Strategies & Market Trends : John Pitera's Market Laboratory
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To: robert b furman who wrote (18882)3/26/2017 8:12:12 AM
From: John Pitera5 Recommendations

Recommended By
3bar
Chip McVickar
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The Ox

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Hi Bob, this is my proprietary model that uses the EUR/JPY crossrate and then correlates it to WTIC.... so you have 4 of the deepest largest markets in the world..... the Eur/JPY "RIsk On Risk Off" then as a ratio of the single most important global commodity input crude.

I have shown this 2 or 3 times this past 15 months............ but it's just esoteric enough that it does not get traction in the layman and even the professional traders mind.


and it has had a very good record..... when the 13 week Average true range goes below the long term 200 week average true range with is calculated on the EUR/JPY Crossrate and then divided as a ratio of $WTIC.... what that calculation in KISS (KEEP it SIMPLE STUPID) is doing is showing when the relative volatility of 3 of the worlds biggest pricing components stabilizes.... it creates the necessary price stability in corporate planning models and in Global Macro Institutional Investor Models to expand risk exposure...that is long US equity exposure.



To Clarify the signals are generated when the Blue 14 period ATR goes below the long term 200 period Moving average.... and that generates a buy a the Average True Range of the EUR/JPY cross / by WTIC is coming down.. what is nice about this model is that you can have signals that are in effect for 2 years or so at a time.

John
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