Hello,

While we have obviously not posted on the blog in a while we do write the newsletter every week and performance while not great has at least been positive.  We are up about 2% for the year and the SP500 is down around 30% as of this writing.

We are always working on different models, indicators, and of course trading ideas.  Recently we have been doing a lot of work on building a risk index and while it is far from perfect we think that it will add value to our process.  Starting next Monday we will be posting it every day for a week or two and then only sending it to RSS subscribers.

Our risk index currently looks at the different volatility indexes for US Equities, Foreign Equities,  Oil, Gold, G-7 currencies, and Emerging Market Currencies.  The model also looks at different credit indicators such as the TED Spread, other Fixed Income Spreads, and the slope of the Yield Curve.  Finally we include some information on where money is flowing into and out of.

We think most investors regardless of timeframe will find the daily report useful and again invite all of you to subscribe to our RSS feed.  You can select to see it in the RSS reader of your choice or in your e-mail.  Simply click on ‘RSS Posts’ over on the right and follow the simple instructions.

Happy Trading,

The Macro Trader

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