Strategy Central

[FreeMarkets]

Re: Jay Kaeppel at Optionetics. I see that you referenced him in your post today. What is your opinion of his articles?

Actually, that question is open to anyone.

It could be me, but his articles seem to have lots of inaccurate info and typos in them. Not only that, I have tried to back-test some of his ideas and they don't pan out. Again, it could be me.

Here is an example. He proposed taking different moving averages of the Nasdaq and S&P500 (equivalents to these, that is) and switch to the weakest one always (the one with the worst average). I tried it and it did not work nearly as well as he claimed (30% per year on average). In fact, it barely worked. I posted there and asked him to review it, no response. Others had the same questions about the study's accuracy.

I'd be OK with someone pointing out where I went wrong in my calculations.