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His book gives you specific entry points (although they may or may not
be bettered if you allow a 2-day window) but not specific exits. The
exits and stops are either non-existent or extremely vague (exit within
2-4 days).
Oddly, he shows TS Reports to support their accuracy so he must have
used specific entries, exits and stops. Anyone offer any clues here...?
Cheers,
Ian
> O-list:
>
> Thanks to all who kindly offered VIX data.
>
> I have been working on confirming the claims of Larry Connors on his
> CVR indicators. (www.tradingmarkets.com)
>
> My findings ?
>
> Although I'm not quite finished, so far I find that his CVR 's
> performed well during some periods in the past, but most are
> unreliable now when standing alone -- especially in 2002 (the equity
> curves are a joke). The only one CVR that looks workable is CVR III,
> which has like a 70% accuracy rate. The problem with CVR's is they
> are not precise in identifying when the reversal will occur -- you
> have a window of like 2 days.
>
> I'm still needing to confirm what rates of accuracy occur when
> multiple CVR signals issue for a particular daily close.
>
>
>
>
> Davis
>
>
> On Wed, 18 Sep 2002 11:32:09 -0700
> "sunfiles" <sunfiles@xxxxxxx> wrote:
> > Have you got enought VIX data to confirm your "positive findings"?
> > What
> > did you find? Would be interested.
> >
> > Brian
> > sunfiles@xxxxxxx
> >
> >
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