Tuesday, December 26, 2006

Week 52

IMS system:

Remains short QQQQ.

Profunds system:

As indicated closed uupix at 32.58(10.3 % profit), closed enpix at 41.97 (4.2 % profit) and opened its inverse fund snpix at 23.84.

For this week the best trends are: ujpix, fnpix and sppix.

Profunds pairs:

We are considering changing the profunds system to using only funds that have their inverse match, in this way we will always be in the market with the best vehicle at that moment according not to the trend strength but to the signal of the integrated program. For example we will be at any moment either long or short with the Nikkei (Ujpix-Ukpix), Oil & gas (Enpix-Snpix), etc.

Doing some back testing, it seems this strategy is far more rewarding than jumping from best trend to best trend.

Industry leader:

This system continues to show a great performance, we need to put some time on it to play it some way, currently we are only posting the result.

This week the best trend is IRX, 13 week treasury bill.

Thursday, December 21, 2006

Signal Execution

As indicated before the Profunds system is evaluated weekly. However I am starting to use more and more the integrated program (have to think in a name !).

This program gave me a short signal for enpix and also for uupix, so I took my chances and closed uupix while exchanged enpix for its inverse version: snpix.

I'm trusting this new devlopment so much because "he" also told me to short SJT, MRVL, PMPIX and GOOG days ago. So, this time is for real. we shall see.

Maybe this blog is becoming messy?

Monday, December 18, 2006

Week 51

IMS system:

Remains short QQQQ

Profunds System:

Best trends Ujpix.

As indicated we reacted to trend deterioration last week but only to gvpix, which was closed on Tuesday (we were b.even in this position). LastFriday we closed bmpix (profit 9.1%) a weak ahead than expected, as this week we will have no time to follow our positions.

Industry leader:

30 years treasury bonds.

Monday, December 11, 2006

Week 50

IMS system (v.2):

Remains short QQQQ

Profunds System:

None of the funds passed filters although the most promising trends are: ujpix,repix,lvpix and cnpix.

As our positions in bmpix,enpix and uupix are still strong we keep them, but closely watched to react any time this week.

Industry leader:

5 years treasury notes.

Saturday, December 02, 2006

Week 49

Signal executed:

The combination of our trend programs had a good start, we opened as indicated Uupix at 29.53, up 4%. and Gvpix at 32.15, up 1.2%. Fdpix, that we didn't open is up 1.3%

IMS system:

Remains short QQQQ.

Industry leader:

Remains XAU

Profunds system:

Best trends are Gvpix, Pmpix, Enpix and Uupix. Keep an eye on Ujpix which seems ready to resume its uptrend.
We keep gvpix, uupix, enpix and bmpix (probably until Dec 22).
 
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