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[U]Status MFs:[/U]
The VStpro model is LONG since June 6.
The 20DMF has gone NEUTRAL last Friday.
Following my judgement the Combo-MF is now again LONG.
The PM MF is SHORT since June 7.
[U]My current trades:[/U]
I have a SHORT trade in GDX since June 8.
I will open a new long trade in TQQQ at the open today.
[U]Possible changes:[/U]
The VSTpro is still LONG. The MA is still going up. Because of this, there is no possiblity for the VSTpro to go SHORT at EOD today.
The 20DMF is now NEUTRAL. As long as the 20DMF does not go SHORT again, the Combo-MF will stay LONG.
[U]Disclaimer[/U]: this information is not an investment advice on what to trade next
[U]Status MFs:[/U]
The VStpro model is LONG since June 6.
The 20DMF is NEUTRAL sine June 29.
Following my judgement the Combo-MF is LONG.
The PM MF is SHORT since June 7.
[U]My current trades:[/U]
I have a SHORT trade in GDX since June 8 and a LONG trade in TQQQ since July 2.
[U]Possible changes:[/U]
The VSTpro is still LONG. The MA is still going up. Because of this, there is no possiblity for the VSTpro to go SHORT at EOD today.
The 20DMF is still NEUTRAL. As long as the 20DMF does not go SHORT again, the Combo-MF will stay LONG.
[U]Disclaimer[/U]: this information is not an investment advice on what to trade next
[U]Status MFs:[/U]
The VStpro model is LONG since June 6.
The 20DMF is NEUTRAL sine June 29.
Following my judgement the Combo-MF is LONG.
The PM MF is LONG since July 3.
[U]My current trades:[/U]
I have a LONG trade in TQQQ since July 2.
I will close my SHORT trade in GDX at the open today.
[U]Possible changes:[/U]
The VSTpro is still LONG. The MA is still going up. Because of this, there is no possiblity for the VSTpro to go SHORT at EOD today.
The 20DMF is still NEUTRAL. As long as the 20DMF does not go SHORT again, the Combo-MF will stay LONG.
[U]Disclaimer[/U]: this information is not an investment advice on what to trade next
[U]Status MFs:
[/U]The VStpro model is LONG since June 6.
The 20DMF is NEUTRAL sine June 29.
Following my judgement the Combo-MF is LONG.
The PM MF is LONG since July 3.
[U]My current trades:[/U]
I have a LONG trade in TQQQ since July 2.
[U]Possible changes:[/U]
The VSTpro is still LONG. The MA is still going up. Because of this, there is no possiblity for the VSTpro to go SHORT at EOD today.
The 20DMF is still NEUTRAL. As long as the 20DMF does not go SHORT again, the Combo-MF will stay LONG.
[U]Disclaimer[/U]: this information is not an investment advice on what to trade next
[U]Status MFs:[/U]
The VStpro model is LONG since June 6.
The 20DMF is NEUTRAL sine June 29.
Following my judgement the Combo-MF is LONG.
The PM MF is SHORT since July 6.
[U]My current trades:[/U]
I have a LONG trade in TQQQ since July 2.
I will start a new SHORT trade in GDX and a new LONG trade in SMN at the open today.
[U]Possible changes:[/U]
The VSTpro is still LONG. The MA is still going up. Because of this, there is no possiblity for the VSTpro to go SHORT at EOD today.
The 20DMF is still NEUTRAL. As long as the 20DMF does not go SHORT again, the Combo-MF will stay LONG.
[U]Disclaimer[/U]: this information is not an investment advice on what to trade next
[U]Status MFs:[/U]
The VStpro model is LONG since June 6.
The 20DMF is NEUTRAL sine June 29.
Following my judgement the Combo-MF is LONG.
The PM MF is SHORT since July 6.
[U]My current trades:[/U]
I have a LONG trade in TQQQ since July 2, a SHORT trade in GDX since July 9 and a LONG trade in SMN since July 9.
[U]Possible changes:[/U]
The VSTpro is still LONG. The MA is still going up. Because of this, there is no possiblity for the VSTpro to go SHORT at EOD today.
The 20DMF is still NEUTRAL. As long as the 20DMF does not go SHORT again, the Combo-MF will stay LONG.
[U]Disclaimer[/U]: this information is not an investment advice on what to trade next
[U]Status MFs:[/U]
The VStpro model is LONG since June 6.
The 20DMF is NEUTRAL sine June 29.
Following my judgement the Combo-MF is LONG.
The PM MF is SHORT since July 6.
[U]My current trades:[/U]
I have a LONG trade in TQQQ since July 2, a SHORT trade in GDX since July 9 and a LONG trade in SMN since July 9.
I will start a new SHORT trade in SIJ at the open today.
[U]Possible changes:[/U]
The VSTpro is still LONG. The MA has started to go down since yesterday. There is a possibility of a SHORT signal for the VSTpro. If the VSTpro goes SHORT and the 20DMF stays NEUTRAL, than the COMBO-MF will go SHORT.
The 20DMF is still NEUTRAL. As long as the the SHORT signal for the VSTpro is not issued and should meanwhile the 20DMF go SHORT, than the COMBO-MF will go to CASH.
If the 20DMF goes SHORT and the VSTpro also triggers the signal, then the COMBO-MF will go SHORT on a very strong signal.
[U]Disclaimer[/U]: this information is not an investment advice on what to trade next
As the numbers are for the moment, the 14MA of the S&P500 has been going down for two days. That is condition one.
The high of the day has been above the 14MA. That is condition two.
Condition three is a close below the open. If condition three unfolds, than we will have a SHORT signal for the VSTpro and my COMBO-MF will signal a SHORT signal.
PdP
[QUOTE=pdp-brugge;23063]As the numbers are for the moment, the 14MA of the S&P500 has been going down for two days. That is condition one.
The high of the day has been above the 14MA. That is condition two.
Condition three is a close below the open. If condition three unfolds, than we will have a SHORT signal for the VSTpro and my COMBO-MF will signal a SHORT signal.
PdP[/QUOTE]
Yes, but as far as I can tell, the 20DMF is not going to close below the -0.11% short level.
Hence, on an EOD base, it will stay neutral.
Pascal
[ATTACH=CONFIG]15064[/ATTACH]
Pascal,
I agree with you what the 20DMF concerns.
However, my statistics have shown that if the VSTpro is SHORT and the 20DMF is neutral, I will consider my COMBO-MF to be SHORT.
A confirmed 20DMF SHORT signal will make the odds even better.
PdP
OK. I understand now. I thought that both needed to be short.
Pascal
It's going to be close if I look at the numbers now.
There is a lot of short covering now, I guess.
Let's wait and see at the final close today.
It was very close.
I will wait until I get my quotes downloaded but it looks like the VSTpro is SHORT as of now.
More in my post tomorrow.
[U]Status MFs:[/U]
The VStpro model is LONG since June 6.
The 20DMF is NEUTRAL sine June 29.
Following my judgement the Combo-MF is LONG.
The PM MF is LONG since yesterday.
[U]My current trades:[/U]
I have a LONG trade in TQQQ since July 2 and a LONG trade in SMN since July 9.
I will close the SHORT trade in GDX at the open today.
[U]Possible changes:[/U]
The VSTpro is still LONG. It missed it's SHORT signal by $ 0.05. This was very close. Because the 14MA is still going down, the possibility of a SHORT signal for the VSTpro is huge. If the VSTpro goes SHORT and the 20DMF stays NEUTRAL, than the COMBO-MF will go SHORT.
The 20DMF is still NEUTRAL. As long as the the SHORT signal for the VSTpro is not issued and should meanwhile the 20DMF go SHORT, than the COMBO-MF will go to CASH.
If the 20DMF goes SHORT and the VSTpro also triggers the signal, then the COMBO-MF will go SHORT on a very strong signal.
[U]Disclaimer[/U]: this information is not an investment advice on what to trade next
[U]Status MFs:[/U]
The VStpro model is LONG since June 6.
The 20DMF is NEUTRAL sine June 29.
Following my judgement the Combo-MF is LONG.
The PM MF is LONG since July 11.
The XLB MF is SHORT since July 6.
The XLI MF is SHORT since JUly 10.
[U]Status Models:[/U]
Combo-MF : LONG
GDX : CASH
XLB : SHORT
XLI : SHORT
[U]My current trades:[/U]
I have a LONG trade in TQQQ since July 2, a LONG trade in SMN since July 9 and a LONG trade in SIJ since July 11.
[U]Possible changes:[/U]
The VSTpro is still LONG. There was yesterday no trigger because the high of the day was below the 14MA. Because the 14MA is still going down, the possibility of a SHORT signal for the VSTpro is still there. If the VSTpro goes SHORT and the 20DMF stays NEUTRAL, than the COMBO-MF will go SHORT.
The 20DMF is still NEUTRAL. As long as the the SHORT signal for the VSTpro is not issued and should meanwhile the 20DMF go SHORT, than the COMBO-MF will go to CASH.
If the 20DMF goes SHORT and the VSTpro also triggers the signal, then the COMBO-MF will go SHORT on a very strong signal.
My GDX model is in CASH because my statistics have shown that following a Bought Oversold signal while the 20DMF is in CASH is not profitable.
[U]Disclaimer[/U]: this information is not an investment advice on what to trade next
[U]Status Strategy:[/U]
The VStpro model is LONG since June 6.
The 20DMF is NEUTRAL sine June 29.
Following my judgement the Combo-MF is LONG.
The PM MF is LONG since July 11.
The XLB MF is SHORT since July 6.
The XLI MF is LONG since July 13.
[U]Status Models:[/U]
Combo-MF : LONG
GDX : CASH
XLB : SHORT
XLI : CASH
[U]My current trades:[/U]
I have a LONG trade in TQQQ since July 2 and a LONG trade in SMN since July 9.
I will close my LONG trade in SIJ at the open today.
[U]Possible changes:[/U]
The VSTpro is still LONG. The 14MA is going up again. Therefor a SHORT signal is not possible today.
The 20DMF is still NEUTRAL. If the 20DMF goes SHORT then the COMBO-MF will go to CASH because of the conflict between the two signals.
My GDX model is in CASH because my statistics have shown that following a Bought Oversold signal while the 20DMF is in CASH is not profitable.
My XLI model is in CASH because my statistics have shown that following a Bought signal while the 20DMF is in CASH is not profitable.
[U]Strategy Status[/U]
In my third paper, published today, I have defined the position sizing techniques that I use for my trading. I have attached an image that gives an overview of the complete status of my strategy with signals and position size. Most of the information in this status-pane is clear, I think.
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Details about my Combo-MF strategy are (for the moment) on hold.
The back tests for this strategy need to be reworked due to indifference's in historical data.
I am expanding my strategy with extra XLX models. For that reason, my system is still undergoing detailed back tests.
When done, I will perform the daily updates again.
PdP
My back tests with the extra XLX models are not done yet.
No important changes in my strategy today. Noteworthy is the fact that the 14MA of the S&P500 has turned down again yesterday. There is a possibility that the VSTpro goes SHORT in the following days.
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[QUOTE=pdp-brugge;23292]No changes for today[/QUOTE]
Hi PdP,
How is the latest testing going ? Very interested to see the results.
Thanks in advance.
Trev
Trev,
The testing with the improved signals for the different sub-components of the S&P500 takes a lot of time. Most of it I spend trying to find the optimal filters that decide when to take a signal and when not. I am being extra careful with this because I do not want to build my filtering to much on hindsight. There must be enough trades to count in order to get statistically predictable results.
I am almost done with setting up the filters and finding the right parameters for turbocharged trading (taking larger position sizes when the odds are most favorable).
For the moment I am doing back tests in order to find the most optimal number of models to trade. It looks like I will go for 6 models: ComboMF (QQQ), XLB, XLF, XLI, XLK and XLY.
I will report more once I am done.
PdP
[QUOTE=pdp-brugge;23296]Trev,
The testing with the improved signals for the different sub-components of the S&P500 takes a lot of time. Most of it I spend trying to find the optimal filters that decide when to take a signal and when not. I am being extra careful with this because I do not want to build my filtering to much on hindsight. There must be enough trades to count in order to get statistically predictable results.
I am almost done with setting up the filters and finding the right parameters for turbocharged trading (taking larger position sizes when the odds are most favorable).
For the moment I am doing back tests in order to find the most optimal number of models to trade. It looks like I will go for 6 models: ComboMF (QQQ), XLB, XLF, XLI, XLK and XLY.
I will report more once I am done.
PdP[/QUOTE]
Great stuff. Looking forward to your findings and thanks once again for your hard work :O)
Trev
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