Hi Marc..you have answered one of my unasked questions....you are apparently not yet using the ndx/nasi/rsi system. Today, that system should have given a short signal..at least, as I understand the rules.
That system seems to have some promise..albeit, there are a few questions that come to mind.
1. The win/loss ratio is disappointing....one has to be ready to lose at least half of the trades. That said, the returns on the wins out-weigh the losses..so with a little fortitude, it looks viable.
2. One wonders how the profitability of the long positions of the said system compare to the profits of short positions. One notes immediately from the rules that they are "tilted" towards being long....If the long positions are providing most of the profits, a conservative approach might be to go to cash on a short signal..and only take on risk on the long side..
3. The rsi5 override to the long side on a drop below 30 is unquestionably good value.....I wonder if a similar short override could be implemented using the slow stoch when the signal line drops from above 80 to below 80. Just a visual look seems to offer some possibility..but without backtesting, it may turn out to be a deceptive illusion.
Just a few thoughts...regards.
News 
Market Data 
Discover 
