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Sean:
sent private
Could you rewrite the first paragraph. I don't understand exactly what you
mean.
Lionel Issen
lissen@xxxxxxxxxxxxxx
----- Original Message -----
From: "Sean Taylor" <cloudnine@xxxxxxxxxxxx>
To: "Metastock List" <metastock@xxxxxxxxxxxxx>
Sent: Thursday, August 09, 2001 12:39 AM
Subject: 13wk TSY YLD NDX and SPY system
> I've been looking at a simple system of SMA's on .IRX and SPY.
> Buy SPY when .IRX is below it's SMA and above it's own SMA.
> Sell when .IRX is above it's SMA or below it's SMA.
>
> This is based on an idea from one of Pring's books.
> It's more of a longer term system that I would like but it could be used
to
> indicate positive or negative environments for shorter term positions.
>
> Anyway, seems pretty good on Monthly data. Not too bad on weekly.
>
> The problem I have is that .IRX only goes back as far as late 1993. That
> doesn't give me a wide range of bull/bear/trading environments to test
> against.
>
> Anybody got any ideas. Pring actually used a 3month Commercial Paper
yield
> to approximate interest rates - but I can't find that anywhere.
>
> Anybody else had good results from intermarket systems?
>
> Thanks,
> Sean
>
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