Replies to post #5430 on Profunds index and sector trading (PRO)

[Namiar]

Re: NYSE TRIN and NAZ TRIN

I did a study back in my early days of mechanical modeling, which Augieboo posted on his "junkpile" thread.

I tried to see if I could use both NYSE TRIN and NAZ TRIN exclusively to time trades. As it turned out, the NYSE TRIN could be used for timing the NYSE or NAZ. It worked particularly best when going long when the TRIN was high.

But the NAZ TRIN I found did not possess any predictive capacity, at either the high or low end.

As such I only look at NYSE TRIN, although I no longer trade based on it.