Monday, February 26, 2007

Week 9

Profunds System:

We will be closing Repix. The best trends for this week are: Pmpix, Ujpix, Smpix and Enpix

The performance of last week best trends was:

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Industry leader:

DJC, commodities.

Monday, February 19, 2007

Week 8

Signals execution:

As indicated on 5 th Feb, opened Repix at 63.74. Current positions: Repix, Uupix and Bmpix.

Also on 5th Feb, long signal to be executed at the opening (The last version works better at the opening instead of eod as already indicated) 44.14. This signal was reversed on 9 th Feb, also indicated, at 44.57. (profit 0.97%). On Feb 14 was reversed to long at 44.63 (loss 0.13%). This is the current status of the signal.

Currently I am back testing a potential improvements to the IMS System. I will not be posting more signals until I finish the evaluation.

Profunds System:

Best trends are Bmpix, Mlpix, Tcpix, Uupix, Unpix and Utpix.

This system continues to perform very well. As explained, I run the programs weekly but as soon as one of my open positions is showing a profit above 10 % I monitor it daily, with other programs, to close the position if any weakness is observed (the fear factor).

I think is interesting to report what was the weekly P&L of the previous winners, so here it is:

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Industry Leader:

DJT, Transports

Monday, February 12, 2007

Week 7

IMS system:

Gave short signal last Friday. I have pending to post the results (P&L) of last signals and charts. (I´ve been kind of busy lately).

Profunds system:

As indicated we had no choice but to open long positions with Repix Monday last week.

All trends had deterioration at the end of the week. Pmpix has been showing more strength.

The best trends for this week are in: Repix, Mlpix, Utpix and Pmpix.

Industry Leader:

DJU, utilities.

Sunday, February 04, 2007

Week 6

IMS system:

The intermediate term program, Ver 2, gave a long signal to be executed at the open of Monday while the short term program and newest version, Ver 2.1, remains long in QQQQ. I will be posting the execution of the last signal and from now on will be working here only with the newest version.

Profunds system:

Due to the inconsistency of signals between one fund and its inverse we can not apply the system as we desired. As an example, the short signal we found for Udpix was not matched for a long signal in its inverse fund, the same happened with Enpix and Uupix. In such cases maybe the best option is going to cash but that invalidates the profits projection which justify the Profunds pairs as system. We will continue looking into that, but we will drop it from the blog and bring back the previous Profunds system, although it is more time consuming it has proven be a profitable one.

The "old" Profunds system repeats its long signal for: Repix, Bmpix, Cnpix and Tcpix. The mid cap funds had the good week we anticipated and it seems it will continue.
Based on Monday action we will be opening positions with Repix or Cnpix.

We will keep open eyes with Uupix and the 35 price level.

Special attention to Pmpix which needs to show follow trough above 39´s and has a weak trend signal.
Industry leader:
Transport Nasdaq, IXTR.
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