Replies to post #1462 on Rule-Based Trading Systems

[mbcheng]

Little Chico,

Comparison of Rydex pm and am trading results:

I plug the trading data into my spreadsheet from 10/30/2006 to 1/8/2007 trading Rydex 2x funds. The eod pm return is 21.97%. The next day am return is 16%.

That shows the eod pm trading has much better result, because the pm pricing is the closest to the signals.

The only problem is that pre signals sometimes will be different than the final signal, causing an opposite trading error. How many times have you experienced that type of Error?

MC