Sunday, January 28, 2007

Week 5

IMS system(s):

Ver 1: intermediate time frame, is still short in QQQQ.
The new ver 2, which aims to capture more swings, is long since last week, Jan 23 (at 43.64). Probably the best idea is not to post this signal until we have more live results.
Any comments ?

Profunds Pairs:

The signal situation for next week is:

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As indicated Udpix gave a short signal, then we exchanged fund. No profit is indicated because the long signal came from last year.
On Thursday we had also short signals in Unpix and Ujpix to be executed last friday. Finally on Friday we got short signals for Enpix and Uupix to be executed tomorrow Monday.

We have a new concern with this system, it appears that the relation betwen one fund and its inverse is not linear, that is if we got a short signal not necessarily we will have at the same time a long in the inverse fund.

We keep in parallel the Profunds system which shows the best trends for this week in Repix, Pmpix, Bmpix, Tcpix and a nice recovery in the mid cap funds.

Industry leader:

This week Xau.

Wednesday, January 24, 2007

Signal update

Forgot to mention, that the new Profunds pairs system requires a daily update of the program, therefore a switch of fund can be signaled any day. I will post only the signals that change. Want to insist that this is a beta testing. Remains to be seen if this is a worthwhile way to trade Profunds.

For the Ims system we have "finished" the integrated system which gave (back test) more signals and profits (2006=100 % instead of 65%). I will be posting only weekly the results of this system while I think the best way to post them on line, but of course all depends on the results of this "live" period. This systems works much better executing at the opening not at the end of the day.

Also want to insist that this blog is only for my personal trades and learning sake. If someone is reading this blog he or she must stick to whatever works for him/her.

Ok, having said all that, the Profunds pairs signals a switch from Udpix to Uwpix (bad news for the Dow??) to be executed today.

Sunday, January 21, 2007

Week 4

IMS system:

Remains short QQQQ.

Profunds system / pairs (new):

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The best trends are: Repix, Phpix, Bmpix and Hcpix. I will be opening a position with Bmpix tomorrow.

I will be dropping this system from the blog and replacing it with the Profunds pairs system. I believe this system will be given much more profits. The main idea is to stay always in the market for the selected funds as they seem to have a good volatility and fit my trend program: NqStocks ver1 build c. This program does not compare funds but it tries to identify trend reversals. However I am not that happy yet as I found that sometimes got whipsawed, which I hate, therefore I will be only posting the status of the system and will follow it paper trading. Maybe I will need to drop it off and put back the Profunds system. Here is the Profunds pairs:

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Industry Leader:

This week DJT.

Sunday, January 14, 2007

Week 3

IMS system.

Remains short QQQQ. This system has proved, to me, that it is very good at catching tops and bottoms. What I'm now looking for is to catch more swings between those signals. Currently I'm testing several ideas. Most of them are pointing to a long position right now. Below the "market mode" gave a long on 5th Jan, that it was confirmed in the trend chart on 11 th Jan, with the breakout of 44.31. To complicate matters, the trend tracker also indicated a change to long on 9 th Jan.
Again, the challenge is to integrate them in a better system, if you have several watches you never know the time. My guess is that if by Jan 18 we don't have a down move, the IMS will be joining the bull team.
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Profunds system.

With all that bullish activity last week, a lot of funds reverted their down movement. I like very much Inpix and Bipix among them. However, few days don't impress our consistency filter !. The only funds that pass are Hcpix, Tepix and the devious Smpix. I still have to decide if I'm going to open a long in Tepix or run the program again mid week.
Industry leader.

Again I have to find some time to study this system. It had a 52 weeks performance of 89% profit. The task here is to identify the vehicles that best represent the indexes that integrate the program.
This week the leader is ^IXFN : Nasdaq other finance group.

Thursday, January 11, 2007

2006 Results

Coming back from holidays...The results of the IMS system were:

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Good enough I think, although those are not my personal results, because I finished the system in late June and I played the signals, as indicated several times, using options and Tepix as vehicle. For example, the last long signal (previous version) I used Tepix, and for the current short used QQQQ puts. As I have now not only the back tested but the real experience, I will be playing it mainly with Uopix and Uspix.

Together with the Profunds system and counting losses from early last year, my net result was about 22%.

Thursday, January 04, 2007

Week 1

IMS system:

Remains short. The current signal was obtained using and optimised version of the program, build F. The chart below shows the signal of this version, that is why it doesn't show the loosing trade we reported last November.

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Profunds system:

Many stocks and indexes had an "spike" activity on Dec. 28 that canceled our long signal in Snpix, therefore we closed it. That unusual activity also gave long signals for precious metals that it was canceled also in the next two days.

The best trend is in Uupix, it is our only long position currently.

Industry leader:

5 years treasury note.
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