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Hello Alex,
Thank you for your very complimentary description. I would just like to put
straight a couple of facts.
1) Percentage of accuracy (profitable trades) is around 50%
2) I don't re-optimise the parameters monthly. On the contrary, I am quite
happy that the system was changed only once since it had been developed in
1999, and the change was fairly cosmetical, not affecting the underlying
logic.
I hope I am not abusing this list if I take the opportunity to announce
that:
- we will resume hourly signals very soon (matter of days),
- beginning March 1st, significant changes to our pricing policy and mode of
service will be implemented,
- "broker assist" trading will be introduced as early as this month, and
- beginning next week, we are starting to publish our free newsletter, which
will be the most convenient way to learn about all new developments
connected with Swinger and our site in general.
Thank you,
Vladimir Boronenko
www.spb.addr.com
----- Original Message -----
From: Alex Matulich <alex@xxxxxxxxxxxxxx>
To: <kezza@xxxxxxxxxxxxxx>
Cc: <omega-list@xxxxxxxxxx>
Sent: Friday, January 04, 2002 1:57 AM
Subject: Re: SWINGER-2EOD
> >There is a Swing Trading System SWINGER-2EOD for sale based on EOD data
> >that I am very interested in. It costs $350us and their figures look
> >very good. http://www.spb.addr.com/
>
> In my opinion, that web site is a model for anybody who wants to
> be a system seller. More information than hype, signals offered
> in real-time, all performance information disclosed in meticulous
> detail, and the trading system mechanics are fully disclosed also.
> The price he's asking is reasonable for something that performs as
> indicated on the site. It's not a terribly accurate system (37%
> wins or so) but it has a good positive expectation per trade.
>
> I've had e-mail conversations with Vladimir (the author of the
> system). His answers are sometimes vague, but I did learn a few
> things about Swinger2-EOD:
>
> * It uses EOD data for the S&P cash index to generate signals. The
> system doesn't work if you use futures data to generate signals.
> Vladimir says he uses the cash index because he doesn't like to
> bother with contract rollover issues. He doesn't know if it can be
> made to work with futures price data, but doesn't see why not.
>
> * Executions in the e-mini futures are conditional on the *cash*
> index; i.e. "buy 1 SE contract MOC if the cash index closes above
> price X." This is not the type of conditional order you can place
> with discount brokers. TS can generate these signals, though. A
> full service broker could do it.
>
> * The Swinger-intraday and Swinger2-EOD systems use the same
> underlying rules but with different parameters. Vladimir told me
> there's no reason why one couldn't develop a "Swinger3-Weekly"
> system to pinpoint longer-term swings.
>
> * The system parameters are re-optimized every month, to reflect the
> fact that markets are dynamic and parameters that work today may not
> work next year. I vaguely recall that optimizations don't use the
> months immediately prior to today, only the months prior to them, to
> ensure out-of-sample robustness for current-day trades.
>
> I've considered buying it myself but I want to exhaust all my other
> ideas first.
>
> >I was wondering if anyone here has heard of these people or their system
> >and are prepared to give an evaluation. Also I am open to suggestion, so
> >if anyone has a good trading system that does around 8 trades a month.
>
> Me too. That's what attracted me to Swinger-2 EOD.
>
> --
> ,|___ Alex Matulich -- alex@xxxxxxxxxxxxxx
> // +__> Director of Research and Development
> // \
> file://___) Unicorn Research Corporation -- http://unicorn.us.com
|