The TrendSpotting Matrix (TSM)
It is a trend-scoring system, based on the assumption that prices move in trends and that trends tend to persist. TSM-score evaluates 12 key technical factors to provide a detailed picture of market action as to whether or not there is a trending environment underway.
TSM-Portfolios (CDA & US) are constructed and rebalanced on a monthly frequency based on a bottom-up trend factor analysis.