Combo-MF, a simple and robust trading strategy ?!?

[FONT=Calibri][SIZE=3]Using the time free because of the current neutral state the 20DMF is in, I did some back testing to find an easy trading strategy.[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]I have written a paper about it and publish it here.[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]Because my native language is Dutch there is a possibility that my writing in English is not perfect.[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]I have only been trading for 1½ year and consider myself still very novice.[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]There are certainly more brighter and more experienced people in this forum.[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]The idea behind this paper is to obtain feedback.[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]The results are quite good to my personal humble opinion.[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]Maybe too good to be true…[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]Any feedback is more than welcome[/SIZE][/FONT]

[FONT=Calibri][SIZE=3]PdP-Brugge[/SIZE][/FONT]

[ATTACH]13180[/ATTACH]

[QUOTE=pdp-brugge;20916][FONT=Calibri][SIZE=3]Using the time free because of the current neutral state the 20DMF is in, I did some back testing to find an easy trading strategy.[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]I have written a paper about it and publish it here.[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]Because my native language is Dutch there is a possibility that my writing in English is not perfect.[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]I have only been trading for 1½ year and consider myself still very novice.[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]There are certainly more brighter and more experienced people in this forum.[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]The idea behind this paper is to obtain feedback.[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]The results are quite good to my personal humble opinion.[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]Maybe too good to be true…[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]Any feedback is more than welcome[/SIZE][/FONT]

[FONT=Calibri][SIZE=3]PdP-Brugge[/SIZE][/FONT]

[ATTACH]13180[/ATTACH][/QUOTE]

This is really great work PDP.
I understand that it took you much time.
I encourage trading this with GDX as you suggested, because it will give you much confidence to trade a system that you have back-tested.

Regarding the "poor" results for IWM in 2011: 15.85%, against SPY: 22.43%.
This is not normal, as both trades are entered as the same dates.
I suspect that there is maybe a calculaton or data error somewhere for that year.
You might check the data trade by trade: you pull IWM/SPY data from the Yahoo historical site and then compare the entry/exit prices of your system for each trade. Since there are only 10 trades per year, this should be very quick.


Pascal

I did some text correcting and some layout changes and inclose the updated document here

[ATTACH]13183[/ATTACH]

Pascal,

I do not find the error in the quotes that you state.
I suppose that the correlation between SPY - IWM - QQQQ is not always optimal and for the trades that the Combo-MF has generated, the IWM came in with the worst timing

I enclose my excel sheet for these period:

[ATTACH]13184[/ATTACH]

[QUOTE=pdp-brugge;20919]Pascal,

I do not find the error in the quotes that you state.
I suppose that the correlation between SPY - IWM - QQQQ is not always optimal and for the trades that the Combo-MF has generated, the IWM came in with the worst timing

I enclose my excel sheet for these period:

[ATTACH]13184[/ATTACH][/QUOTE]

Ok. I trust this is correct then.
Another note: I see that you are using the opening price in your calculations.
The 20DMF is an EOD signal. Hence, a short signal on 9/21/2011 for example, is only 20DMF activated at the EOD of 9/21.
You might check that too.


Pascal

I have checked that too.
The 20DMF was on 9/20/2011 in cash and on 9/21/2011 in short mode.
The Vstpro was on 9/20/2011 in SHORT and stayed so on 9/21/2011.
That is the reason that the Combo-MF went one day before the 20DMF in SHORT mode and hence had a better timing.

PdP

[QUOTE=pdp-brugge;20921]I have checked that too.
The 20DMF was on 9/20/2011 in cash and on 9/21/2011 in short mode.
The Vstpro was on 9/20/2011 in SHORT and stayed so on 9/21/2011.
That is the reason that the Combo-MF went one day before the 20DMF in SHORT mode and hence had a better timing.

PdP[/QUOTE]

This is great, because your returns will be even better when you'll use the 20DMF RT signals.


Pascal

PdP,

Thank you for sharing! I hope to finish my own backtesting, though I doubt it'll ever achive returns as great as these.

Harry

[QUOTE=pdp-brugge;20916][FONT=Calibri][SIZE=3]Using the time free because of the current neutral state the 20DMF is in, I did some back testing to find an easy trading strategy.[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]I have written a paper about it and publish it here.[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]Because my native language is Dutch there is a possibility that my writing in English is not perfect.[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]I have only been trading for 1½ year and consider myself still very novice.[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]There are certainly more brighter and more experienced people in this forum.[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]The idea behind this paper is to obtain feedback.[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]The results are quite good to my personal humble opinion.[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]Maybe too good to be true…[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]Any feedback is more than welcome[/SIZE][/FONT]

[FONT=Calibri][SIZE=3]PdP-Brugge[/SIZE][/FONT]

[ATTACH]13180[/ATTACH][/QUOTE]

Will you be posting your signals here going forward ?

Trev

Thanks for the feedback.

I am going to share the status of Combo-MF in this thread.

The VStpro model is LONG since October 6, 2011
The 20DMF is NEUTRAL since January 4, 2012
Following my judgement the [B]Combo-MF is LONG[/B]
The PM MF has turned SHORT on March 2, 2012
I am personally long TQQQ since January 5, 2012 and am going long DUST tomorow March 5th at the open.

Disclosure: this information is not an investment advice on what to trade next

PdP, this is very interesting work and I for one am very interested in how it looks with more analysis and feedback from other members.

While the EV RT system may work well, I am no longer in the position of being able to use it as I am suddenly working at a real job (startup) and cannot react during the day to RT signals. Infrequent trade setups before the open is a strategy that is quite attractive to me.

Thank you for the initiative and the analysis work.

-Mike

[QUOTE=pdp-brugge;20930]Thanks for the feedback.

I am going to share the status of Combo-MF in this thread.

The VStpro model is LONG since October 6, 2011
The 20DMF is NEUTRAL since January 4, 2012
Following my judgement the [B]Combo-MF is LONG[/B]
The PM MF has turned SHORT on March 2, 2012
I am personally long TQQQ since January 5, 2012 and am going long DUST tomorow March 5th at the open.

Disclosure: this information is not an investment advice on what to trade next[/QUOTE]

Thanks PdP, I will be watching with interest.

Trev

[QUOTE=pdp-brugge;20930]Thanks for the feedback.

I am going to share the status of Combo-MF in this thread.

The VStpro model is LONG since October 6, 2011
The 20DMF is NEUTRAL since January 4, 2012
Following my judgement the [B]Combo-MF is LONG[/B]
The PM MF has turned SHORT on March 2, 2012
I am personally long TQQQ since January 5, 2012 and am going long DUST tomorow March 5th at the open.

Disclosure: this information is not an investment advice on what to trade next[/QUOTE]

PDP,

I like the idea of using the MF/EV method with other methods.
Since you want to continue updating us with the method results, I will be this thread "sticky," so that it appears at the top of the list.


Pascal

[FONT=Calibri][SIZE=3]Pascal,[/SIZE][/FONT]

[FONT=Calibri][SIZE=3]Thanks for making this threat “sticky”. I am going to post each day the current settings of the Combo-MF model.[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]The research/back tests that I have done on the Combo-MF idea is just a mind teaser for me. I want to learn to trade in a professional way and become good at it. [/SIZE][/FONT]
[FONT=Calibri][SIZE=3]I have the time to learn and a serious technical background in accounting and software development. I am not visual skilled and find it very hard to see, recognize or trust patterns on a quote chart. Therefore I look at numbers and try to find patterns or connections between the different numerical information that is at hand in the financial market.[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]My intention is to create a mechanical trading system that I can trust because I have back tested it myself. Such a system must have as few as possible decision knobs because otherwise I find it too rigid for failures. [/SIZE][/FONT]
[FONT=Calibri][SIZE=3]I have a way that I trust my intuition but only after I have trustworthy evidence. My intuition tells me that there should be a way to build a mechanical trading system with the EV data at hand for trading the best stocks in the best sectors. A mechanical trading system that I would trust would have to work without human intervention to exclude the most common errors in trading: fear and greed.[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]I have some ideas and would like to do thorough research and back testing. Since I only have been a member of this forum since October 2011, I only have 5 months of EV data on individual stocks.[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]Is there a way that I can obtain EV data for individual stocks as far back as possible?[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]I think I would need the values “Strength Aver Tot EV”, “Extension Tot EV”, “LER” and “Rating” for each stock for every day.[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]How can I collect this information?[/SIZE][/FONT]
[FONT=Calibri][SIZE=3]PdP[/SIZE][/FONT]

PdP

Impressive work -- Looking at your research I have one remark. It seems you backtested the years 2007 till 2011. This period has been exceptional. Indexes and all stocks had a enormous correlation. Stockpicking skill were not really rewarded in comparison with good directional calls on the indexes.

This will not always be the case. I personally expect (pretty soon) a period were the indexes will have modest change but some individual stock will do extremely well.

Thank you for sharing your work.

Ernst

Update for March 6, 2012

[U]Status MFs:[/U]
The VStpro model is LONG since October 6, 2011
The 20DMF is NEUTRAL since January 4, 2012
Following my judgement the Combo-MF is still LONG
The PM MF has turned SHORT on March 2, 2012

[U]My current trades:[/U]
I am personally long TQQQ since January 5 and I am long DUST since March 5

[U]Possible changes:[/U]
If the 20DMF is EOD below 0 and the Avg Tev of the four inversed ETFs is higher than 4%, then the 20DMF will go SHORT
The VSTpro will remain LONG as long as the moving average of the S&P500 is not going down for 2 days in a row (this is part of the code behind the VSTpro MF)
So there is a possibility that the Combo-MF might go to CASH at the end of this day

[U]Disclaimer:[/U] this information is not an investment advice on what to trade next

Update for March 7, 2012

[U]Status MFs:[/U]
The VStpro model is still LONG since October 6, 2011
The 20DMF is SHORT since March 6, 2012
Following my judgement the Combo-MF is now in CASH
The PM MF has turned SHORT on March 2, 2012

[U]My current trades:[/U]
I am personally long DUST since March 5
My long TQQQ trade has hit his trailing stop-loss yesterday but would have closed today at the open anyway because of the conflict between VSTpro and 20DMF

[U]Possible changes:[/U]
If the VSTpro goes SHORT EOD then the Combo-MF will also go SHORT
The VSTpro will go SHORT if the moving average of the S&P500 is going down for 2 days in a row, if the high of the day is above the moving average and if the close is lower then the open (part of the proprietary code of the VSTpro)
So there is a possibility that the Combo-MF might go to SHORT at the end of this day

[U]Disclaimer:[/U] this information is not an investment advice on what to trade next

PdP,

Thank You for sharing your terrific work and daily updates.

Lee

[B]Update for March 8, 2012[/B]

[U]Status MFs:[/U]
The VStpro model is still LONG since October 6, 2011
The 20DMF is SHORT since March 6, 2012
Following my judgement the Combo-MF remains in CASH
The PM MF has turned SHORT on March 2, 2012

[U]My current trades:[/U]
I am personally long DUST since March 5

[U]Possible changes:[/U]
Because the slope of the moving average of the S&P500 went up again yesterday, there is no possibility that the VSTpro will go SHORT at the end of the day.
Therefor the Combo-MF will stay in CASH tomorrow unless the 20DMF goes LONG again.
If the Money Flow of the 20DMF goes above 0 EOD then the 20DMF will go to NEUTRAL and then the Combo-MF will go LONG again tomorrow.

[U]Disclaimer:[/U] this information is not an investment advice on what to trade next

[B]Update for March 9, 2012[/B]

This post is written directly after the market closing time because I am going on a holiday and have a plane to catch tomorrow very early in the morning.

[U]Status MFs:[/U]
The VStpro model is still LONG since October 6, 2011
The 20DMF is still SHORT since March 6, 2012
Following my judgement the Combo-MF remains in CASH
The PM MF has turned SHORT on March 2, 2012

[U]My current trades:[/U]
I am personally long DUST since March 5

[U]Possible changes:[/U]
Because the slope of the moving average of the S&P500 went up again on Wednesday and also today, there is no possibility that the VSTpro will go SHORT at the end of the trading day (Friday March 9).
If the Money Flow of the 20DMF goes above 0 at the end of the trading day (Friday March 9) then the 20DMF will go to NEUTRAL and then the Combo-MF will go LONG again on Monday.

[U]Disclaimer:[/U] this information is not an investment advice on what to trade next

pascal,

thanks for posting these and for paper you wrote regarding your studies!

have a great holiday,
lisa

[B]Update for March 12, 2012[/B]

[U]Status MFs:[/U]
The VStpro model is still LONG since October 6, 2011
The 20DMF is still SHORT since March 6, 2012
Following my judgement the Combo-MF remains in CASH
The PM MF has turned SHORT on March 2, 2012

[U]My current trades:[/U]
I am personally long DUST since March 5

[U]Possible changes:[/U]
Because the slope of the moving average of the S&P500 is still going up, there is no possibility that the VSTpro will go SHORT at the end of the trading day Monday March 12.
If the 20DMF goes to NEUTRAL at EOD Monday then the Combo-MF will go LONG again on Tuesday.

[U]Disclaimer:[/U] this information is not an investment advice on what to trade next

[B]Update for March 13, 2012[/B]

[U]Status MFs:[/U]
The VStpro model is still LONG since October 6, 2011
The 20DMF is still SHORT since March 6, 2012
Following my judgement the Combo-MF remains in CASH
The PM MF has turned SHORT on March 2, 2012

[U]My current trades:[/U]
I am personally long DUST since March 5

[U]Possible changes:[/U]
Because the slope of the moving average of the S&P500 is still going up, there is no possibility that the VSTpro will go SHORT at the end of this trading day.
If the 20DMF goes to NEUTRAL at EOD today then the Combo-MF will go LONG again tomorrow.

[U]Disclaimer:[/U] this information is not an investment advice on what to trade next

[B]Update for March 14, 2012[/B]

[U]Status MFs:[/U]
The VStpro model is still LONG since October 6, 2011
The 20DMF has gone NEUTRAL yesterday March 13, 2012
Following my judgement the Combo-MF goes now again to LONG
The PM MF has turned SHORT on March 2, 2012

[U]My current trades:[/U]
I am personally long DUST since March 5 and will enter long TQQQ at the open today

[U]Possible changes:[/U]
Because the slope of the moving average of the S&P500 is still going up, there is no possibility that the VSTpro will go SHORT at the end of this trading day.
Unless the 20DMF goes back to SHORT at EOD today, the Combo-MF will remain LONG tomorrow.

[U]Disclaimer:[/U] this information is not an investment advice on what to trade next

[QUOTE=pdp-brugge;21213][B]Update for March 14, 2012[/B]

The VStpro model is still LONG since October 6, 2011
[/QUOTE]

pascal,

can you elaborate on the vstpro signal without giving away its proprietary components? i'm just trying to understand it a little better.

thanks for posting these signals,
lisa

Lisa,

The VSTpro uses a MA te detect his market direction.
If the MA goes down 2 days in a row and the close is below the MA and the high was above the MA, then the VSTpro will signal a SHORT signal.
It will remain SHORT until a LONG signal is given.
A LONG signal is given by the VSTpro if the close is above the MA and the low is higher then the low of the previous day.
That's basically it.
There are a few extra tests to avoid whipsaws but these are, to my knowledge, just cosmetic.
The trick is to find the right MA for the instrument in question.
My experience tells my (through back testing) that a 14 days simple is the best for the S&P500 index.
I hope this will satisfy your hunger for knowledge

PdP

[QUOTE=pdp-brugge;21224]Lisa,

The VSTpro uses a MA te detect his market direction.
If the MA goes down 2 days in a row and the close is below the MA and the high was above the MA, then the VSTpro will signal a SHORT signal.
It will remain SHORT until a LONG signal is given.
A LONG signal is given by the VSTpro if the close is above the MA and the low is higher then the low of the previous day.
That's basically it.
There are a few extra tests to avoid whipsaws but these are, to my knowledge, just cosmetic.
The trick is to find the right MA for the instrument in question.
My experience tells my (through back testing) that a 14 days simple is the best for the S&P500 index.
I hope this will satisfy your hunger for knowledge

PdP[/QUOTE]

thanks, pascal! very helpful.
lisa

Hi PdP,

Thanks for the updates and info. I am following along ...

How do you handle when say: MA goes down for just one day but that down day also pushes the close below the MA. On day two, price never breaks above MA (decreases further) and hence, according to the rules as I understand them, it cannot go short. Does you continue to hold the long position? I can envision at times being trapped in a long position. Am I missing something?

Harry

Harry,

That is one of the faults of the VSTpro: going (and staying) below the MA at a time that the slope of that MA is not going down for two days in a row yet.
This kind of a situation does not happen frequently but it can (and it has) happened.
Therefor I started to do some research in combining the VSTpro with another market trend filter, in my case the 20DMF.
The 20DMF also has its flaws. For example just missing by 0.3 the level of OS and therefor not going long end December 2011.
The Combo-MF, which is a combination of the VSTpro and 20DMF, proves to be working all the time, because it is a model that goes to a neutral state if both "parents" do not agree.

PdP

[B]Update for March 15, 2012[/B]

[U]Status MFs:[/U]
The VStpro model is still LONG since October 6, 2011
The 20DMF is still NEUTRAL since March 13
Following my judgement the Combo-MF is LONG
The PM MF is still SHORT since March 2 but oversold since yesterday March 14

[U]My current trades:[/U]
I am personally long TQQQ since yesterday March 14
I closed my long DUST trade yesterday due to the GDX Intraday Comment and one of best trades yet (27,25% in 9 trading days)
I am staring a new NUGT trade at the open today

[U]Possible changes:[/U]
Because the slope of the moving average of the S&P500 is still going up, there is no possibility that the VSTpro will go SHORT at the end of this trading day.
Unless the 20DMF goes back to SHORT at EOD today, the Combo-MF will remain LONG tomorrow.

[U]Disclaimer:[/U] this information is not an investment advice on what to trade next

Daer Pdp.

Excellent work !!!

Can you share with us where you are getting the VST pro data for each day (Long or Short) ?

Thank you and again wonderful work !

Yakov Cohen

[B]Update for March 16, 2012[/B]

[I]I am writing this just after the close of March 15 because tomorrow I will not have any internet connection[/I]

[U]Status MFs:[/U]
The VStpro model is still LONG since October 6, 2011
The 20DMF is still NEUTRAL since March 13
Following my judgement the Combo-MF is LONG
The PM MF is still SHORT since March 2 but oversold since March 14

[U]My current trades:[/U]
I am personally long TQQQ since March 14 and long NUGT since March 15

[U]Possible changes:[/U]
Because the slope of the moving average of the S&P500 is still going up, there is no possibility that the VSTpro will go SHORT at the end of the next trading day.
Unless the 20DMF goes back to SHORT at EOD tomorrow, the Combo-MF will remain LONG for the Monday session.

[U]Disclaimer:[/U] this information is not an investment advice on what to trade next

[B]Update for March 19, 2012[/B]

[U]Status MFs:[/U]
The VStpro model is still LONG since October 6, 2011
The 20DMF is still NEUTRAL since March 13
Following my judgement the Combo-MF is LONG
The PM MF is still SHORT since March 2 but oversold since March 14

[U]My current trades:[/U]
I am personally long TQQQ since March 14 and long NUGT since March 15

[U]Possible changes:[/U]
Because the slope of the moving average of the S&P500 is still going up, there is no possibility that the VSTpro will go SHORT at the end of the next trading day.
Unless the 20DMF goes back to SHORT at EOD today, the Combo-MF will remain LONG for the Tuesday session.

[U]Disclaimer:[/U] this information is not an investment advice on what to trade next

[B]Update for March 20, 2012[/B]

[U]Status MFs:[/U]
The VStpro model is still LONG since October 6, 2011
The 20DMF is still NEUTRAL since March 13
Following my judgement the Combo-MF is LONG
The PM MF is still SHORT since March 2

[U]My current trades:[/U]
I am personally long TQQQ since March 14 and long NUGT since March 15
I am going to close my NUGT trade at the opening today

[U]Possible changes:[/U]
Because the slope of the moving average of the S&P500 is still going up, there is no possibility that the VSTpro will go SHORT at the end of the next trading day.
Unless the 20DMF goes back to SHORT at EOD today, the Combo-MF will remain LONG for the Wednesday session.

[U]Disclaimer:[/U] this information is not an investment advice on what to trade next

[B]Update for March 21, 2012[/B]

[U]Status MFs:[/U]
The VStpro model is still LONG since October 6, 2011
The 20DMF is still NEUTRAL since March 13
Following my judgement the Combo-MF is LONG
The PM MF is still SHORT since March 2
The GDX RT is still LONG since March 14

[U]My current trades:[/U]
I am personally long TQQQ since March 14
I am going to open a new long trade in GDX at the open today

[U]Possible changes:[/U]
Because the slope of the moving average of the S&P500 is still going up, there is no possibility that the VSTpro will go SHORT at the end of the next trading day.
Unless the 20DMF goes back to SHORT at EOD today, the Combo-MF will remain LONG for the Thursday session.

[U]Disclaimer:[/U] this information is not an investment advice on what to trade next

[B]Update for March 22, 2012[/B]

[U]Status MFs:[/U]
The VStpro model is still LONG since October 6, 2011
The 20DMF is still NEUTRAL since March 13
Following my judgement the Combo-MF is LONG
The PM MF is still SHORT since March 2
The GDX RT is still LONG since March 14

[U]My current trades:[/U]
I am personally long TQQQ since March 14 and long GDX since March 21

[U]Possible changes:[/U]
Because the slope of the moving average of the S&P500 is still going up, there is no possibility that the VSTpro will go SHORT at the end of the next trading day.
Unless the 20DMF goes back to SHORT at EOD today, the Combo-MF will remain LONG for the Friday session.

[U]Disclaimer:[/U] this information is not an investment advice on what to trade next

[B]Update for March 23, 2012[/B]

[U]Status MFs:[/U]
The VStpro model is still LONG since October 6, 2011
The 20DMF is still NEUTRAL since March 13
Following my judgement the Combo-MF is LONG
The PM MF is still SHORT since March 2
The GDX RT is still LONG since March 14

[U]My current trades:[/U]
I am personally long TQQQ since March 14 and long GDX since March 21

[U]Possible changes:[/U]
Because the slope of the moving average of the S&P500 is still going up, there is no possibility that the VSTpro will go SHORT at the end of the next trading day.
Unless the 20DMF goes back to SHORT at EOD today, the Combo-MF will remain LONG for the Monday session.

[U]Disclaimer:[/U] this information is not an investment advice on what to trade next

[B]Update for March 26, 2012[/B]

[U]Status MFs:[/U]
The VStpro model is still LONG since October 6, 2011
The 20DMF is still NEUTRAL since March 13
Following my judgement the Combo-MF is LONG
The PM MF is LONG since March 23
The GDX RT is still LONG since March 14

[U]My current trades:[/U]
I am personally long TQQQ since March 14 and long GDX since March 21

[U]Possible changes:[/U]
Because the slope of the moving average of the S&P500 is still going up, there is no possibility that the VSTpro will go SHORT at the end of the next trading day.
Unless the 20DMF goes back to SHORT at EOD Monday, the Combo-MF will remain LONG for the Tuesday session.

[U]Disclaimer:[/U] this information is not an investment advice on what to trade next

[B]Update for March 27, 2012[/B]

[U]Status MFs:[/U]
The VStpro model is still LONG since October 6, 2011
The 20DMF is still NEUTRAL since March 13
Following my judgement the Combo-MF is LONG
The PM MF is LONG since March 23
The GDX RT is SHORT since March 26

[U]My current trades:[/U]
I am personally long TQQQ since March 14 and long GDX since March 21

[U]Possible changes:[/U]
Because the slope of the moving average of the S&P500 is still going up, there is no possibility that the VSTpro will go SHORT at the end of the next trading day.
Unless the 20DMF goes back to SHORT at EOD today, the Combo-MF will remain LONG for the Wednesday session.

[U]Disclaimer:[/U] this information is not an investment advice on what to trade next

[B]Update for March 28, 2012[/B]

[U]Status MFs:[/U]
The VStpro model is still LONG since October 6, 2011
The 20DMF is still NEUTRAL since March 13
Following my judgement the Combo-MF is LONG
The PM MF is LONG since March 23

[U]My current trades:[/U]
I am personally long TQQQ since March 14 and long GDX since March 21
I will open a new trade long SMN at the open today

[U]Possible changes:[/U]
Because the slope of the moving average of the S&P500 is still going up, there is no possibility that the VSTpro will go SHORT at the end of the next trading day.
Unless the 20DMF goes back to SHORT at EOD today, the Combo-MF will remain LONG for the Thursday session.

[U]Disclaimer:[/U] this information is not an investment advice on what to trade next