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Signals from the summit

Trad and crypto market trend signals, bubble watch, macroeconomic regime shifts, portfolio updates, and other musings from the Macro Sherpa.

Sherpa Trend Signal Updates 2024-03-31

Okay. We may have reached the phase of the bull market where everything is already long. * Total signal flips: 1 * New longs: 1 (1 crypto) * New shorts: 0 * Best (aka only) crypto idea: ATOM * Best aka only. Chain interoperability still a thing. * Small sample size, but solid short term hit rate for a quick swing (19% mean forward return on 18 signals). * Best trad idea: N/A Not much to comment on here. Let’s get to the sig... CRYPTO Short Term Trend (3 month lookback) Asse

macro sherpa

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.

Sherpa Trend Signal Updates 2024-03-16

12-month median forward return for new crypto market trend model long signals

Keep eating my words on this – 30, 33, now 46 new longs this week. Once again, traditional markets brought most of the thunder. As always, if you're new here, peep the bottom of the page to learn about the trend models and our process. * Total signal flips: 46 * New longs: 46 (41 trad, 5 crypto) * New shorts: 0 * Best crypto idea: RUNE * Obviously not dealing with a huge sample size here (15 historical signals), but eye watering movement. A slugging percentage play. * Thorchain has ce

macro sherpa

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.

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