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As a side note to this message, all the signs were there for a decline in
1987. I was on wrong side of the move also.
For a while, I have been trying to develop a ....
short & short exit system . But everything I tried did'nt work out.
I tried $Adv/ $decl , volume, PC ratio, Volatility, momentum, Volatility,
Imp. Vol, Sentiment, MF cash ratio, .... Incidentally, most of the money
managers were long in that period.
Any thoughts are welcome.
Mike
> As a side note: every one I know had predicted the 87 crash but was on
> vacation and because of it did not "catch it". Only one of my friend did
> catch it (but on the wrong site).
>
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