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tclark1

03/31/06 11:53 PM

#28144 RE: capt_jmj #28140

Best answer I have:

I have back tested it to the begining of the NDX100 index in October 1985 and these are the numbers which produce the best results.

The standard VTO system in general didn't work very well at all until 1995. Basically it was under water from 7/15/1986 until 11/28/1994 and then took off pretty good.

The 28 buy has produced the best backtested results.

I know it seems that 50 is way too early to sell most of the time and I agree, but tell me at what point to sell and I will backtest it for you.

I have been there and done that. 50 is a magic number on the sell side. If you try to hold past it in a straight VTO system, you will not like the results over the years.

For example:

30 - 50



or 30 - 60



or 28 - 50



or 28 - 60



Not disagreeing with you about holding past 50, but I (or anyone else I know of) has come up with a better time to get out on the VTO system.

It is only conjecture on my part, but since the VTO didn't work so well before 1995, it could happen again.