The Australian LONGS

After we grouped the top 100 Australian Stocks, we ranked them on relative and absolute performance (among each other). These are the various steps we followed.
Jiseki Filter
1)Jiseki Ranking < 50%
2)J1>J2
3)Price Trend Filter
Jiseki Pair Filter
1) J1 Pair > J2 pair
2) J3 Pair Trend Filter
3) Relative Performance Trend Filter
What’s coming
1) Active Mean Reversion Index with the filtered selection
2) Passive Mean Reversion Index aimed at Relative outperformance vs. Universe.
Other Planned Filters
1) Sector filter
2) Statistical parameter filter like standard deviation, beta, variance, volatility etc.
3) Enhancing 100 Australian group to a 1000 components.
4) Fundamental filter (P/E, P/B, P/Sales, P/FCF, Earnings, Revenue, and Dividend etc.)
 

Our Jiseki Time cycles are seasonal patterns of strength or weakness in assets. They are derived from percentile rankings from 1 to 100. The higher the percentile more the chance for an asset to weaken and worst the ranking, better the chance for the respective asset to outperform. 100 is top relative performance and 1 is worst performance. The idea is that performance is cyclical. A top performer will underperform in future and vice versa. A top relative performer is also the worst value pick and the top relative underperformer is the best value pick. Jiseki is another name for Performance cycles, time triads and time fractals. The signals are illustrated as a running portfolio and as Jiseki Indices. These signals can be used by fund managers for relative allocations, traders for leverage bets and high net worth clients for selective trades.

Jiseki Interpretation. Signals are interpreted as crossovers between various Jiseki Cycles. All three Jiseki cycles (Jiseki 1,2 and 3) depict different time frames. Example: An asset is ranked above 80 percentile and all the three Jiseki cycles are pointing lower, this suggests a running SHORT SIGNAL. Our Jiseki Indices use different kind of exits based on price and Jiseki Cycles. We have color coded the (Jiseki 1>Jiseki 2) SHORT zones with brown sandy (burlywood) and grey (Jiseki 1>Jiseki2) for LONG SIGNALS.