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If i'd tidied this up at the time it would be just longs - short, ie
value1= C of data2 - C of data3;
if value1>0 then buy at market;
if value1<0 then sell at market;
===8<==============Original message text===============
Hello List,
Heres a simple system - that is 'long term.' It uses COT (Commitment
of Traders) numbers, notably commercial longs and commercial shorts
(published by your very own CFTC). The system has been short since May
2000 - yup thats a full 29 months short - hence the open position
working off daily spx is + $160,000 (yikes). I'm forwarding it because
not for the first time there appears to be some divergence and if the
trend continues it(looks)like the oscillator may move into positive
territory soon - (maybe when a ground attack starts - er hurry?)
http://www.cftc.gov/dea/futures/deacmesf.htm
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