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(ST-IMT) System signals :
Index - Old - Current
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10yr/yield ECB €uro Rate - (before 990507)Negative -unchanged, Negative
10yr/yield Japan ¥en Rate - 990617-Negative -unchanged, Negative
10yr/yield US $ollar Rate - 990616-Negative -unchanged, Negative
AEX - 000112-Negative -unchanged, Negative
AEX-Volume - 000110-Positive -unchanged, Positive
DAX 30 - 991028-Positive -unchanged, Positive
DJ EURO STOXX 50 - 000112-Negative -unchanged, Negative
Dow Indu - 991029-Positive -unchanged, Positive
Dow Transp - 991228-Positive -000118, Negative***
Dow Utils - 991228-Positive -unchanged, Positive
HangSeng - 000112-Negative -unchanged, Negative
Nikkei 225 - 991228-Positive -unchanged, Positive
SP500 - 000112-Negative -unchanged, Negative
***=adjusted (in todays report)
(for an explanation see the Re: Diamonds + Fractal Retracements
mail dated 990818 and/or see futher below).
Since that mail('s subject) did not have in name anything to do with the system itself, have
therefore changed over the subject name(above). This, after all the signals generated in time
(and up till so far), as well as the indexes that are under surveillance,
are/were all of class-standing:
'diamantiferous class: accuracy & in calibre'.
The next up mail(s) with the latest listed signals' change(s), will then also be -as usual-
"Re: Diamantiferous".
This way I can still store them in my "Diamonds"-folder, and clean out the older ones.
Regards,
Ton Maas
ms-irb@xxxxxxxxxxxxxxxx
Dismiss the ".nospam" bit (including the dot) when replying.
Homepage http://home.planet.nl/~anthmaas
from the 990818 mail:
LJ (=current code-name)
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- The LJ-model-system is a short to intermediate term trend-direction system, that is
based on relational calculations of a future(indicative) pricing force build-up (a sort
momentum) to an already historicaly esthablished/set trend force.
- It produces the Positiveness/Negativeness "flow"-feeling (expressed by a + or - signal)
that is present in a market/index Price-indicator and as such it will not give trend's true
direction, only if its in a "good or bad mood".
- Since I haven't been able (as yet/no time) to replace the "indicative"-part by a "precise"-part
the model will only slightly lag the actual signal (eg usualy by a mere few (1-7) days).
- Therefore and naturaly, it cannot be used as a Trade-signal/system (as yet,see above), eg
as currently it is still an indication (simply put : an "On/Off"-switch) as to where the market/index
stands "calculated the mechanical way" (eg computed) and thus without any human interference
and/or interpretation.
- Historical testing (back as far as 1950 using a variaty of markets, indexes and stocks)
have prooven the amount of whipsaws to be reduced and be kept to a minimum(as possible??)
eg by added use of "build-in restrictions".
- Should this "indicative"-part be replaced by "a precise-part", than the system would well qualify
for it also to be a highly profitable Trade-system, eg signals produced over time were well worth
the time spend on "Testing the system in reality : the day-to-day bourses-life".
This was/is done so by also following it closely on a daily day-to-day basis, over/in the last 3 years
(eg since Winter 1996/97).
-"Rocksolid & glasshard proof": Diamantiferous (=an object, bit/drill/hamer, consisting of one or more
diamond heads, or an object, bit, with a layer of diamant-i-cal-ibre "hardglass coating")
-Thus, it is not a pre-historic 80+billion-yrs-ago died out animal !! either.
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