MVP

Your welcome

http://www.investorshub.com/boards/read_msg.asp?message_id=9004730

RydexMM

"Someone had mentioned that the money markets were flush with extra cash."

Not per Decision Point's Rydex charts. Now it's at the low of the range for the last 2 years.

Rydex Ratio:CJ

Are looking at the first assest ratio (Bear + MM assets/Bull assets)? You know this is an inverse scale which Swellin often does. I see it at .57 which is the low of the range for the last 2 years. ???

OIH:euterpe

I'm still in but not buying anymore wothout a pull back.

Note the simple OBV 20 ma cross overs. I'll have to try to back test that one.

MVP
Can you tell me what date that was.
TIA

OK
ya me too




below


http://stockcharts.com/def/servlet/SharpChartv05.ServletDriver?chart=$vix,uu[r,a]wacayyay[de][pd20,2...

[j43369511,y]&r=6107>

VIX:
Ya, somewhat odd.
See the first 2 hours on 11-18.

Emgall:
So that’s 13.5% un-leveraged. I have located/developed a few systems that appear to approximate that over the long term (10-11 years) with various index ETFs. The problem is that after tax that doesn’t bet buy and hold.

Anyway, I’ll look forward to your coming up improvements. Ditto on keeping up the good work.
Have a happy turkey.

OEPM?
Could you tell me what that is?
TIA

Poor mans:
I take it that 2x means using a fund like Rydex dynamic. Correct?
TIA

MVP: rule set, none that I’ve seen. He just uses a visual take.

Jmknarr: “Notice how there is no way to tell how low the P/C can go.” May I add: nor how high! That is before you get a market turn.

You can only hold up a bowling ball so long?
Sorry, that just slipped out.

I still plan on developing a script that tests CPC, VIX, TRIN, NASI, etc. or some combination of these.

RST:
Here's one





below

CPC

"since they are not good topping indicators."

Really?

GOLD: St.A
From Mike Swanson 11-22-05
"And those rate hikes are what has put a bid under the dollar all year. When the Fed stops raising rates the dollar is going to crack. Gold is already starting to rally up into this inevitability.

Two weeks ago the Fed announced that it is going to cease the release of its money supply figures. It apparently feels that it is going to have to keep those numbers secret from us.

It doesn't matter. We know what it is going to do. It is going to print more money! Bernanke has promised to "throw money out of helicopters" if the economy slows down and I believe him. Money and debt are our country's greatest exports right now and will continue to be so as long as foreigners continue to lend us money without question.

That is why I feel good about my gold position right now. Let the Fed inflate. I can't stop it. I can't stop prices from rising. But I sure can profit from inflation by being in the right stock sectors. By buying and holding gold stocks. And boy when they move they really move."

NAZ:
Well it's only a couple of points on the chart a long time ago. Maybe it's RST time again!




below




>

TechniTrend. Thanks. Had the VTO site.

Kenwong: TRIX 7,3 simple
I back tested the TRIX 7,3 on QQQQ. 60 min was the best at 22% annual 14.5% long, 7.4% short) and a 58% win rate. Did poorly on other index ETFs.

I've been onto other scripts as of late but will probably look at it again in the future.

Thanks. Used it yeas ago.

Vestor:
Do you know a source of charts for this?
TIA

TechniTrend: chart
I know I saved this site somewhere but I can't find it. Could you give me the original link.
TIA

Holiday & Jaunuary effect

http://stockcharts.com/education/TradingStrategies/preHolidayEffect.html

http://www.investopedia.com/terms/j/januaryeffect.asp

ALL:

http://www.decisionpoint.com/ChartSpotliteFiles/051118_200ema.gif

TRIN:
That drop was all of 2 mins. Probably a data error.





below

Nocona: Ran D+, D-, 14, 60 min, QQQQ, short and long on WL.
It looked good over 130 bars (~20 days), but faired poorly over 1, 2 & 3 year periods. Like so many other scripts very dependent on time period, ETF (index, also checked SPY, RSP, MDY, IWM, etc) and money management variences.

BTW: The daily, D+, D-, 14, QQQQ, short and long, same parameters did no better.

Nocona:ADX
Could you tell me the ADX period (8, 14, other). I take it that your not using and crossing of the ADX line itself for a signal.
TIA

Nocona:
Thanks for your reply.

Thanks for your response.

Nocona:
Could you please give me an update on your win/loss ratio, start date, % return and any other factors you consider important such as dates of system modification.

I'm trying to run a RSI 60 minute system on Wealth Labs.

TIA

GFI Break out?


below

Ken:
Ditto to smartone's last.thanks

Nocona, Bubble: Maybe not?

But maybe MVP system has worked better over 5-15 years with MDY, whatever, because mid caps have outperformed for so many years, i.e. MVP (the system that is) has a bias for the upside as compared to QQQ. I really don’t know. It’s mere conjecture. Maybe I’ll have to settle for less, but I’m looking for a system that works in bull, bear and flat markets with multiple ETF indices over a longer period, i.e.years.


BTW: The site (Capital Markets.com, some university) is now down but they had great charts going back 100+ years. Cut to the chase, I suspect the market will go side ways for the next 15-20 years. Therefore, LTBH won’t work, must find a trading system, day, week, month, year!

TYX & XAL

Anyboby watching the bonds or airlines?

http://stockcharts.com/def/servlet/SharpChartv05.ServletDriver?chart=$TYX,uu[r,a]dacayyay[dd][pc7!c3...



http://stockcharts.com/def/servlet/SharpChartv05.ServletDriver?chart=$XAL,uu[r,a]wacayyay[df][pb50!b...

Ya!

http://stockcharts.com/def/servlet/SharpChartv05.ServletDriver?chart=$spx,uu[r,a]wacayyay[d19990117,...

Hi Nocona !! . . . I'd love to take a look at your system.
you can email it to me at 8270@msn.com
TIA

MVP:
Thanks for your response.

IBD: I have a subscription I suspended 3-4 years ago. I went on vacation and never started it again. I think they owe me a few copies.

To me that 8 years is another black box. Similar to some recent unsubstaniated (not a chart in site or a reasonable series of FA or TA) posts here. Still this board makes you (meaning me) think.

Draw downs: “What's a bad draw down is a hard call.” I’m thinking it’s what you can take, the pain, with REAL $.

I guess I’ll keep running scripts until I think I find an acceptable draw down, win ratio and return. But I know when REAL money is on the table I won’t be as bold as I am when I lay back running scripts one after another. You know, young and full of ____.

BTW: Patterns, fibs, & S&R (not available at WLP) or not, I also believe heavily in CPC, CPCE, VIX, VNX, NHNL, NASI, etc., and their ratios.


Last ?s for the day.....

1. How long have you been working on this (a system [mechanical], not just charts)?
I think I recall 10+ years.

2. When is the last time you tackled regression analysis?

Best
fishin

http://stockcharts.com/def/servlet/SharpChartv05.ServletDriver?chart=$cpc,uu[r,a]dalanyay[dd][pd65,.....


Closer to ST top than bottom? Ya, it's only ONE chart

http://stockcharts.com/def/servlet/SharpChartv05.ServletDriver?chart=$oex:$vxo,uu[r,a]dalayyay[df][p...

“Bear in mind that rsi 4 system trading is miles apart from MVP trades.

Both can work, just very different approaches"

Understood. Just looking for an approximation. No hard numbers needed.

I think that systems that focus on shorter time frames may run into the problem I’ve described. I've recently tested some of the TRIX and MA systems discussed here. While they look good over months, not so with years and not so with other ETFs. As you have said in the past, not many could actually handle MVP draw downs. I'm one of those. I guess I may be faced with inconsistent results or big draw downs. One of the best systems available at WL.com is april_october. Two trades a year. But the draw downs are something I can't tolerate having been a LTBH devotee (no more). And when I run stops, I find that often I would have been better off without them.

I’ve looked at script after script and in the long term (10+ years) few, if any bet LTBH.

I'm afraid the work has just got started.

That said, I've got to get back to it.

MVP:
Thanks for info.

"Anyway, mvp works with all major indexes but results are best with the SP400"

Can you give me an idea how much better MDY is than say QQQQ? With my RSI4 testing QQQQ is 10-15 times better than MDY. This concerns me.

MVP:
This is probably somewhere on that thread that you set up but if I may:
Do you use MDY and I believe a profund because you have found that other index ETFs don't run as well?

I've been running a version of RSI4 (26/70 & 74/30 with max % stop loss) and have a annualized gain on QQQQ of 34% for 1 year and 18% for 5 year (72 to 74% win rate). But other (most) index ETFs are much lower and in many cases negative. As I believe you said in the past, this is far from ideal. I find it difficult to depend on the script and/or the system.
Your thoughts would be apreciated.
TIA

$NAAD:
http://stockcharts.com/def/servlet/SharpChartv05.ServletDriver?chart=$naad,uu[r,a]dauaynay[de][pb50]...

Nocona:
May I ask did you go long today or stay short based on a continuing trend? And are you now using RSI 5 triggers of 26/70 for longs and 74/30 on shorts? Any other changes. Hard to keep up with it.
TIA