Sherpa Trend Signal Updates 2024-02-24
Quiet week on the trend farm. * Total signal flips: 1 * New longs: 3 (1 trad, 1 crypto) * New shorts: 0 Some consolidation in crypto land over the last week or so after bitcoin's recent surge past $52,000. The result is another light week signal-wise. One alt coin ran the gauntlet of our 5-day persistence filter to achieve a valid signal on our long term (12 month) trend model – Hedera (HBAR). Asset Fwd Return Horizon Num Signals Signal Hit Rate Mean Fwd Return Median Fwd Return Fwd R
The Macro Sherpa evolved over years on the desk as an analyst at multiple billion dollar asset managers. Quantitative models, tools, and analysis were de rigueur.