New Functionality: Threshold Returns for Models


  • Eric D. Brown

    Eric D. Brown

    Published: 2016-07-18 at 16:20:55 CDT

This weekend we added Threshold Returns, a small (but important) new piece of data to our models.

Threshold returns provide a view into the annualized returns for the underlying symbol while the model/indicator value is above / below / between the extreme values for that model/indicator. Additionally, the percentage of time the model/indicator spends in each area (above / below / between) is provided.

An example Threshold Returns table is shown in figure 1.

[caption id="attachment_675" align="aligncenter" width="532"]Threshold Returns for CNN Fear Greed Proxy Figure 1: Threshold Returns for CNN Fear Greed Proxy[/caption]

For now, threshold returns are shown only on models in the "stocks" section but we will be adding them to all models and other indicators (Optix, etc) soon.

Currently, threshold returns are provided for the following models:

Threshold Returns are available to all subscribers.  If you aren't a subscriber, click here to sign up for a free trial.

The post titled New Functionality: Threshold Returns for Models was originally published as on SentimenTrader.com on 2016-07-18.

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