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Hello Ian,
its been a few years since I worked with Connors systems; I did
purchase them in addition to the StreetSmarts book. Dave Landry of
tradingmarkets.com did most of the coding. I recall most/all of the
VIX reversal systems used a 7 day stop, some yielding a very high win
% and all having some whopper drawdowns. I have a suspicion he trades
mainly options with them and touches on this in the book.
Best regards,
Jim Johnson mailto:jejohn@xxxxxxxxxxx
--
Thursday, September 19, 2002, 6:15:00 PM, you wrote:
IW> His book gives you specific entry points (although they may or may not
IW> be bettered if you allow a 2-day window) but not specific exits. The
IW> exits and stops are either non-existent or extremely vague (exit within
IW> 2-4 days).
IW> Oddly, he shows TS Reports to support their accuracy so he must have
IW> used specific entries, exits and stops. Anyone offer any clues here...?
IW> Cheers,
IW> 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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