Re: MKT - Neural Network's S&P 500 Performance is FavorableforWeek #1

[Steve Walker <Steve@xxxxxxxxxxxx>]

Brian,

In your test work, how long did your positions last?  Since you are using mutual funds, do you take a position the day after a signal?

Steve

>>> BL <blee3@xxxxxxxxxxxxx> 02/28 3:59 PM >>>
As promised earlier this week, I am posting the real-time trading results
of my Daily S&P 500 Index Neural Network Model.  The 1-week results are
favorable (+6.1%) vs. a Buy-and-Hold Strategy (-2.7%).  Again, the neural
trading strategy uses Profund's UltraBull and UltraBear no-load mutual
funds.  Strategy summaries with cumulative returns and the forecast for the
position on Monday are located @
http://pweb.netcom.com/~blee3/neural_1.gif.  Results by trade with equity
curves based upon hypothetical $10,000 investments in each strategy are
located http://pweb.netcom.com/~blee3/trades_2.gif. The model's forecast
will be periodically updated during the week on Real Traders.


For those wishing to reference the performance of the neural model in the
"Out-of-Sample" testing period, see "Out-of-Sample" Test Equity Curves @
http://pweb.netcom.com/~blee3/spindex7.gif and simulated trades for the
"Out-of Sample" period @
http://pweb.netcom.com/~blee3/sp500indexdailytrades.gif. -  Brian



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