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PureBytes Links
Trading Reference Links
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Dimitri,
available from Yahoo......
30 yr Tresurary Bond= ^TYX
90 day tresurary bill ( 13 week Bill ) = ^IRX
Consumer Price index ( CPI ) .....Still looking for data
Anthony
-------Original Message-------
From: amibroker@xxxxxxxxxxxxxxx
Date: Saturday, April 19, 2003 16:09:07
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: system
Ben,
Do you know any data source for TB, CB, C_CPI ?
DT
--- In amibroker@xxxxxxxxxxxxxxx, profitok <profitok@xxxx> wrote:
> Hello
> have no experience in coding
> but this one is very nice
> Ben
>
> ** YROC, a simple but powerful system. **
>
> YROC is an econometric system first introduced into
> ULTRA in 1995. Since 1942, it has outperformed the
> SP500 by a wide margin with far less risk.
>
> A $1000 investment in 1942 managed by YROC trading
> the SP500 would now be $635,702 while the same
> investment buying and holding the SP500 would only
> be $99,721.
>
> If you had traded YROC since the market top in 2000
> you'd be showing a small gain instead of the -40%
> the SP500 now shows over the same period.
>
> YROC Formula.
>
> 1. TB < TB (24 weeks ago)
> 2. GB < GB (24 weeks ago)
> 3. C_CPI < C_CPI (24 weeks ago)
>
> Where:
> TB = 90 day Treasury Bill
> GB = 30 year Treasury Bond
> C_CPI = Change in the Consumer Price Index from the
> previous month.
>
> Buy if two or more of 1-3 above are true.
> Sell otherwise.
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