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Re: HELP NEEDED - $SPX as proxy for SP and ES Futures



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Hi,

     I believe one of the reasons that the cash does not test out well, I may 
be wrong, but when many brokerages that trade both the cash stocks in New 
York are doing the opposite in the futures in Chicago, Buy the cash and sell 
the S&P futures and we have a buy program kicking. Perhaps if you can make a 
method in which you have a signal in the cash to buy, place a delay of 2-5 
minutes in the S&P (they are selling it) so that the futures can turn around.
     I still believe that the futures actually leads the stock market or at 
least it turns around faster that the overall market and I rather do my 
testing on the real thing.
Jim