ASYMMETRY® Observations

ASYMMETRY® Observations are Mike Shell’s observations of investor behavior causing directional price trends, global macro, tactical ETF trading, momentum stock trading, hedging, volatility trading, and risk management that creates asymmetric investment returns. An asymmetric return profile is a risk/reward profile with a positive asymmetry between profit and loss. Mike Shell is the founder of Shell Capital Management, LLC and the portfolio manager of ASYMMETRY® Global Tactical

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  • Definitions
    • Asymmetric Reward to Risk
    • Asymmetric Risk Management
    • Evidence Based Investing
    • Systematic Risk Management
    • About Definitions
      • What is Investor Psychology?
    • Asymmetry®
      • Asymmetric Returns
        • What is an asymmetric return?
      • Portfolio Asymmetry
      • Asymmetric
        • Asymmetric Global Macro
        • Prospect Theory
      • Asymmetric Return Distribution
        • Is asymmetric mean-reverting pattern in stock returns systematic?
        • Seeking Asymmetric Returns
      • Asymmetry Payoff
        • Asymmetric Risk Exposure
        • Asymmetric Risk Profile
        • Symmetric Risk
      • Asymmetric Return Compounding
      • Asymmetric reward-to-risk set up
      • Asymmetric Thinking
      • Asymmetrical Risk/Reward
      • Definition of Asymmetry
      • Asymmetric Risk Reward
      • Asymmetric Situation
      • Asymmetric Observations
      • Asymmetric Return Funds
      • Asymmetric Risk
      • Asymmetric Information
      • Asymmetric Investing
      • Asymmetrical Payoff Function
      • Asymmetry Asset Management
      • Non Normal Distribution
      • Asymmetric Alpha
      • Asymmetric volatility around the world
      • Asymmetry® index
      • Positive Asymmetry
      • Asymmetric Insight
      • Asymmetric Risks of Momentum Strategies
      • Asymmetry Capital Management
      • Mike Shell Interviews
        • Mike Shell interview with Investor’s Business Daily
        • Mike Shell interview Forbes
    • Trend
      • Momentum
        • Absolute Momentum
        • Cross-Sectional Momentum
        • Momentum Seeking
        • Relative Momentum Relative Strength
          • Relative Strength Index RSI
        • Time Series Momentum
      • Inertia
      • Velocity
      • Speed
      • Skew or Skewness
        • Positive Skew
      • Trend Following
      • Market Top
      • Market Bottom
      • Trajectory
    • Investor Behavior
      • Fear and Greed Index
      • Investors Overreact
      • Investors Underreact Under-react
      • Quantitative Analysis of Investor Behavior
      • Gauging Market Sentiment
      • Using Investor Sentiment as a Contrarian Indicator
    • Absolute Return
      • Unconstrained Investment Management
      • Unconstrained Investment Strategy
    • Asymmetric Trading System
    • Asymmetric Volatility
      • Quantile Regression Analysis of the Asymmetric Return-Volatility Relation
    • Research Papers
      • A Century of Evidence on Trend-Following Investing
      • Simple technical trading rules and the stochastic properties of stock returns
      • Two centuries of trend following
      • Asymmetric Option Price Distribution and Bid-Ask Quotes: Consequences for Implied Volatility Smiles
    • Countertrend
      • Regression toward the mean (mean reversion)
    • Stock Market Cycles
    • Asymmetric Advantage
    • Asymmetric Risk Reward Ratio
      • Asymmetric Trade Quotes
      • Asymmetric Taxation of Business Gains and Losses
    • Drawdown Control
      • Drawdown Control System
    • Investor Objectives
      • Absolute Returns
        • Tactical Management
        • Unconstrained Investing
      • Relative Return
        • S&P Indices Versus Active (SPIVA®)
    • Alternative Investments
    • Global Macro
    • Quantitative Research
      • Black Box
      • Empirical Evidence
      • Data Snooping Mining Dredging
      • Machine Learning
      • Meta-analysis
      • Algorithm
      • Neural Network
      • Pattern Recognition
      • Predictive Power
      • Systematic
        • Systematic vs Discretionary Trading
      • Pseudoscience
    • Volatility
      • Implied Volatility
      • VIX: What is the VIX?
      • Can the VIX Signal Market’s Direction? An Asymmetric Dynamic Strategy
        • Volatility Trading Strategies with VIX ETN ETF
          • The Risks of Volatility ETNs: A Recent Incident and Underlying Issues
      • Volatility Risk Premium (VRP)
      • We Don’t Quite Know What We are Talking About When We Talk About Volatility
      • Historical Volatility
        • Volatility Targeting
      • The Long and Short of the Vol Anomaly
    • Adaptive Asset Allocation
    • Family Office
    • Research Papers
    • Risk Management
    • Artificial Intelligence in the Investment Industry
    • Asymmetric Beta
    • Risk Measures
      • Alpha
    • Factor Investing: Risk Premia Factors
    • Liquid Alternative Investments
    • Active Risk Management
    • ETF Investment Strategists
    • Fund Strategist Portfolios
    • Logical Inconsistency
    • Systematic Trend Following
    • Trend Following
    • Active Volatility Management
    • Keltner Channels
    • Technical Analysis
    • Systematic Global Macro
    • Global Tactical Asset Allocation
      • S&P Target Risk Index Global Asset Allocation
    • Asymmetry® Ratio
    • Flash Crash May 6, 2010
    • Asymmetric Payoff
    • Critical Thinking
    • Full Market Cycle
    • Bear Market
    • ETF Investment Strategy
    • Hedge Funds
      • Hedge Fund Books
      • Risks of Private Investments
    • Asymmetric Investments
      • Asymmetry Investment
        • Asymmetric Return Strategies
        • Investment Asymmetry
    • Asymmetric Reward vs Risk
    • Asymmetry Global Macro
    • Automation
    • ETF Strategist
    • Positive Expectation
    • Red and blue pill
    • Smart Beta
    • The Usefulness and Uselessness of Backtests
    • Volatility ETF Strategy
    • Index Option Strategies
    • Investment Alpha
    • Overconfidence
    • Risk-to-Reward Ratio
    • Seasonality and Stock Market Seasons
    • Asymmetric Return Capital
    • Understanding the VIX
    • Beta
    • Asymmetric Return Capital
    • Asymmetry Global Healthcare
    • Asymmetry Indexes
    • Predictive Power
    • Situational Awareness
    • Tactical Trading
    • What is “news”?
    • Global Tactical Trading
    • Predictive Ability
    • Predictive Value
    • Adaptive Trend Following
    • Identifying Bear Market Bottoms and New Bull Markets … A Study of 90% Days 
    • Investors risk tolerance is asymmetric
    • S&P 500® Index
    • Sector Rotation
      • Sector Concentration Risk Disclosure
    • Technical Analysis
    • Trend Recognition
    • Volatility Expansion
    • Impermanence
      • Inflection Point
    • Asymmetric Betting
    • Dynamic Risk Management
    • Factor Investing
    • Intermarket Analysis
    • Math of Loss
      • When diversification fails
    • Pure Trend Following
    • Reward to Risk Calculation
    • Trend Following
    • Asymmetry of Returns
    • Systematic Trading
    • Discretionary Trading
    • Knoxville Financial Advisor
    • Knoxville Tennessee Investment Advisor
    • Risk & Reward
    • S&P 500 Index
    • Advance Decline Line
    • CAN SLIM Investment System
    • Folio Institutional
    • Investment Advisor using Folio Institutional
    • Return Drivers
    • Systemic Risk
    • Buy and Holding Investing
    • Asymmetric ETF
      • Asymmetry® ETFs for Asymmetric Investment Returns
    • Global Tactical Rotation®
    • Realized Risk True Risk Actual Risk
    • Asymmetric Return
      • Asymmetric Upside
    • Forecasting ETFs with Machine Learning Algorithms
    • Description, Definition, and Classification
    • Investments with asymmetric returns
    • Seeking Asymmetric Returns
    • How Asymmetric is U.S. Stock Market Volatility?
  • Terms and Conditions

Asymmetric ETF

Asymmetric ETF managed portfolios are Tactical ETF managed portfolios managed by Shell Capital Management, LLC

 

Asymmetric ETF

Asymmetric ETFs

Asymmetry® Tactical ETF Managed Portfolios

 

ASYMMETRY®, ASYMMETRY Investment Program®, and ASYMMETRY Capital Partners® are registered trademarks of Shell Capital Management, LLC.

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ASYMMETRY® Observations are Mike Shell’s observations of investor behavior causing directional price trends, global macro, tactical ETF trading, momentum stock trading, hedging, volatility trading, and risk management that creates asymmetric investment returns. An asymmetric return profile is a risk/reward profile with a positive asymmetry between profit and loss. Mike Shell is the founder of Shell Capital Management, LLC and the portfolio manager of ASYMMETRY® Global Tactical. For more information, visit www.Shell-Capital.com

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Recent Posts

  • The challenge of backtesting and systematic trading and how to get past it
  • Stock market volatility, participation in the trend, REITs, and MLPs
  • Keeping the mind right with investor sentiment indicators
  • Is the volatility expansion over?
  • What really drives stock prices down?
  • A volatility expansion seems imminent
  • The full interview
  • An interview with yours truly: Investors are ignoring two major risks to stocks, warns fund manager
  • Alerian MLP Index is diverging from crude and reaching new lows
  • TEN WAYS TO LOSE MONEY IN WALL STREET
  • By and large, the stock market is correlated with consumer sentiment
  • The week in review
  • Periods of low volatility are often followed by volatility expansions
  • Can an optimistic investor sentiment measured by the AAII Investor Sentiment Survey trend higher?
  • Investor optimism is reaching extremes
  • Active management and tactical allocation isn’t the only method with “strategy risk” as global asset allocation can get off track, too
  • The stock market has made little progress in the past two years which is a hostile condition for trend following
  • Happy Veterans Day: The land of the free, because of the brave. 
  • Quantitative trend and technical analysis indicators signal strong U.S. equity participation in the uptrend but it may be nearing exhaustion
  • Why we row, not sail
  • Investor sentiment signals greed is driving stocks as the U.S. stock market reaches short term risk of a pullback
  • Global Macro Observations of Stock and Bond Market Trends and Volatility
  • The flaw of average in stock market returns
  • What I learned about Semper Fi from former Tennessee Coach Phillip Fulmer
  • I don’t always comment on economic indicators, but when I do, it’s a trend like ISM Manufacturing Index
  • Implied volatility as measured by VIX indicates a volatility expansion in the near term
  • What is going on? 3rd Quarter Market Trends and Mean Reversion
  • Divergence between Value, Growth, and Momentum.
  • Global Macro observations and the period of indecision ends with an upside breakout in stocks
  • The stock market is in a period of indecision that it will break out of
  • The S&P 500 stock market index is holding the line
  • Technical analysis of the stock trend and volatility
  • The value of technical analysis of stock market trends
  • Your technical analysis is no match for Trump Tweets!
  • Investor fear has been driving the stock market down
  • The stock market is holding its breadth… for now
  • Argentina stock market loss is a reminder of single country ETF risk
  • Falling stock price creates an asymmetric return for investors seeking high income from dividend yield
  • All investors are market timers
  • Global Asset Allocation hasn’t done any better
  • Small stocks are still lagging
  • The volatility expansion is here…
  • Charting and technical analysis of the stock market trend
  • Measuring the volatility expansion
  • “THEY KNOW NOTHING!”
  • Why we don’t necessarily need the stock market to go up
  • Volatility continues to expand, and stocks are falling
  • Asymmetry vs. Convexity
  • Now we’re seeing some volatility expansion
  • Is volatility setting up for an expansion?

Categories

  • Absolute Momentum
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  • Active Risk Management
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  • Alternative Investment
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  • Great Quotes
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  • interest rates
  • Interesting Research Papers
  • Investment Thought Leadership
  • Investor Behavior Modification
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  • Liquid Alternative
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  • Market Breadth
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  • Mathematical Expectation
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  • Mike Shell Interview
  • Momentum Fund
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  • Pattern Recognition
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  • Positive Asymmetry
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  • Retirement Income Portfolio Management
  • Risk Asymmetry
  • risk managed
  • S&P 500
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  • Secular Bear Market
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  • Short Term Market Commentary
  • Stock Momentum
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  • Tactical ETF Portfolio Management
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Terms & Conditions

By using this website you agree to its Terms & Conditions. This website is for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation for any security, nor does it constitute an offer to provide investment advice. The presence of this website on the Internet shall in no direct or indirect way raise an implication that it is offering to sell or soliciting to sell advisory services to residents of any state in which the firm is not registered as an investment advisor. Past performance is not a guarantee of future results. All investments have risk the investor must be willing to bear.

Copyright 2018. ASYMMETRY® Observations. All Rights Reserved.

You are encouraged to reference this website, but please source ASYMMETRY®Observations and www.asymmetryobservations.com

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ASYMMETRY® ASYMMETRY Investment Program® ASYMMETRY Capital Partners®, Global Tactical Rotation® are registered service marks of Shell Capital Management, LLC

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