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I am referring to what is written below by John Cappello. I'm assuming he
expected it would be taken seriously. I'm trying to do that. I'm not trying
to make trouble. Just that I take research into the markets and trading
seriously, mainly because I make my living from it.
My question is:
My close associates excluded, is there another mathematician, computer
expert, or someone on this list technically capable of gleaning anything at
all related to trading the S&P 500 from the following post by John
Cappello.... in which he claims to be ..... "giving us the math"?
I thought I would make one more attempt to see if this is genuine
technically, or something else entirely. I have studied the markets,
traded, studied this post and the others related to it, repeatedly. I'm
'trying to believe' it is serious, but seem to come up short. No offense
intended. Perhaps (likely) my brain is just not on the same planet.
Does ANYONE else have the same problem as me after looking at this 'math'?
If not, can anyone explain how and why the math he 'gave' us all really
might be founded in some logic and be the basis for something useful related
to trading the S&P 500? And how that might be?
Has anyone else here been able to 'get' anything out of this post by John? I
have my own suspicians but I'm not a mathematician, even though I
studied the math of finance and statistics.
Believe me, all I'm trying to do is find any truth here, if that's possible.
regards and thanks for anyone's thoughts or help.
> John Cappello wrote:
>
> > S&P DayTrader message . . . .
> >
> > To Lists:
> >
> > At your request I am giving you the math.You should also know private
mail is largely in favor of these posts continuing.It is not my posts
cluttering up the e-mail waves but dissidents who want to post to everyone
destructively for the most part from what I can see.
> >
> > 1.Volatility-Differential between the angle of incline or decline of the
5, 14, 31 MDAV of the S%P 500 stock components highs and lows.
> >
> > 2.Trend-Logarithm of the daily closes for the last 30, 60, 90 days
inversely related to volatility.
> >
> > 3.Breadth of market-Total issues traded on the NYSE each squared for
each of the last 30, 60, 90 days.Total of the squares up minus down divided
by the total number of issues.Take the sine of the angle of incline or decline.
> >
> > 4.Momentum-Square root of volume up minus volume down over 30,60,90 days
and use the sine of the angle of incline or decline.
> >
> > These formulas were developed by me and used successfully in stock
market trading for almost 20 years.I believe they are applicable with
commodities and my computer is set up to crunch the scut work out.
> >
> > With all due respect I feel no obligation to reveal how I integrate
these concepts.
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Michael Paauwe
mpaauwe@xxxxxxxxxx
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