Countertrend system(s) for portfolio trading

[Mark Johnson <janitor@xxxxxxxxxxxx>]

Olof Paulson <Olof.Paulson@xxxxxxxxxxx> writes
>
> what I am looking for is a portfolio approach,
> especially trying to find some good antitrend
> or choppy models that make money over multiple
> markets, mainly to complement trending models i have.
> 

There's an entire book full of them.  The
author is Barnes and the title is "Trading in
Choppy Markets".  Here is one URL for one
bookseller that carries it:

http://www.amazon.com/exec/obidos/ASIN/0786310073/qid%3D917571326/002-9434076-7512656


Another book that covers this topic is "Campaign
Trading" by John Sweeney.  One pointer to this
book is

http://www.amazon.com/exec/obidos/ASIN/047114150X/qid%3D917571464/002-9434076-7512656

For what it's worth, I decided not to trade any of the
countertrend systems in these books myself, mostly because
I was frightened by the small size of the (average $ profit
per contract per trade).  But YOU may decide differently.
-- 
   Mark Johnson     Silicon Valley, California     mark@xxxxxxxxxxxx

   "... The world will little note, nor long remember, what we
    say here..."   -Abraham Lincoln, "The Gettysburg Address"