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Happen to be doing well now. How about KOL in
11/08?
----- Original Message -----
Sent: June 02, 2009 12:58 PM
Subject: [amibroker] Re: Do all trading
systems stop working? - Howard Bandy's book
I guess that we all need to get better at market timing if
we're going to trade SPY.
Out of the 1600 or so ETF-CEF funds there are
a few that stand out - all are sector funds that happen to be doing
well.
Check out:
KOL - Coal
PWND - Wind Energy
IDX
- Indonesia
PSTL -
Steel
ReefBreak
--- In amibroker@xxxxxxxxxxxxxxx,
"brian_z111" <brian_z111@xxx> wrote:
>
> Yes, last year was
the real benchmark for managers/investors/traders ... I hope I learned my
lessons ready for the next one. High volatility and correlated screaming bear
years are here to stay.... they are the inevitable consequence of momentum
trading, which is a self perpetuating system until the music stops and someone
is left holding the parcel.
>
>
>
>
> --- In
amibroker@xxxxxxxxxxxxxxx,
"wavemechanic" <fimdot@> wrote:
> >
> > I suspect that
these funds are not run by black boxes although the managers are working
within a defined methodology. In any case, over the last couple of years
the picture is a little different relative to the S&P500. In that
case, all are in the same ballpark (a little higher/lower over time) except
for two underperformers - PSP and STH. So, relative to these funds make
life simple buy SPY and close your eyes.
> >
> >
Bill
> >
> >
> >
> >
>
> ----- Original Message -----
> > From:
Ed Hoopes
> > To: amibroker@xxxxxxxxxxxxxxx
>
> Sent: June 02, 2009 11:02 AM
> >
Subject: [amibroker] Re: Do all trading systems stop working? - Howard Bandy's
book
> >
> >
> > There are publicly
traded funds organized around various trading systems. Below are a few
for comparison:
> >
> > NFO - Insider
Info
> > STH - Stealth
> > XRO -
Sector Rotation
> > PIQ - Magni Quant
>
> PSP - Private Equity
> > FVI - ValueLine
100 Stocks
> > BWV - Covered Calls
>
> CSD - Spin Off Companies
> > DEF -
Defensive Stocks
> > EZY - Low PE Ratio Stocks
>
>
> > Now take each one of the above and do a
relative performance to the overall market - like VTI Vanguards Total Market
ETF - and you can see how well they work.
> >
>
> NFO, PSP, EZY top the list with a modest out performance
using my ranking algorithm. The majority equal the market or
underperform.
> >
> > For me the most
disappointing is FVI only as good as the broad market - so much for $650.00/yr
fundamental/technical analysis newsletter. XRO - is the worst.
>
>
> > ReefBreak
>
>
>
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