The new 20DMF's back-test results are here:
[ATTACH]16240[/ATTACH]
Pascal
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The new 20DMF's back-test results are here:
[ATTACH]16240[/ATTACH]
Pascal
Pascal,
I admire the work you did regarding the RT system.
After reading your latest document several times, I can not construct a clear table with the new RT 20DMF signals.
Is it possible for you to supply a simple table with the dates and the appropriated signals going back as far as possible?
Thanks in advance.
PdP
The XLK model has a Bought Oversold signal and I will follow this signal.
For the XLB model, the ticker that I use to trade this model (UYM) has had a bullish signal as of yesterday. The 50MA is now above the 200MA. My back-tested rule for this model is to ignore Bought signals if the 50MA is above the 200MA. I will close the current long trade in UYM at the open today.
The 20DMF has signaled a SHORT signal yesterday. This means that my Combo-MF is in CASH again.
The XLB model has also signaled a SHORT signal. The XLK model has gone to CASH.
The only model still in buy position is XLI. Following my rules, I should open a new long position for this model. I will not follow this mainly because RSI, MacD and Williams'%R are all bearish. I know, this is very subjective. For the sake of the statistics, this new long trade in XLI will only be opened in my paper-trading account.
I real life, I am now a bear.
The XLK model is Bought Oversold since the close last Friday.
I am short for the models XLB, XLF and XLY in my real-life account
I am long for the model XLI in my paper-account and will open a new long trade for the XLK model in that paper-account.
Let's wait and see what the post Sandy trading days deliver.
No changes
The XLB model has a Bought signal since yesterday. My back test statistics tell me that this is not a good trade when the 20DMF is Short.
Meanwhile the FAS trade for the XLF model has hit his stop-loss yesterday.
It is painful to see that the real trades I have made following my strategy did not work out and those in my paper account did well. I will see how the futures react to the jobs report at 8:30am. If the reaction is positive I will open the long trades for the XLI and XLK models in my real account. This is a very subjective and therefore personal decision.
It looks like we are going to have a short signal for the VSTpro today.
The 14SMA has been going down for at least two days. The high was above that 14SMA and the close should be below the open. Unless the S&P500 goes up 17 points between now and the close, we will have a SHORT signal for the VSTpro. Together with the current, still valid, SHORT signal for the 20DMF, this will move the Combo-MF in SHORT state.
I think a powerful signal !
The VSTpro issued a SHORT signal last Friday. This changes to Combo-MF also to SHORT.
The long signals for the XLB and XLK models are ignored due to their poor statistical performance from my back tests under the current circumstances.
No changes