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the low for bonds/sept99 was116-29? at13 40 38 edt
the trading range =17ticks for the day?
-----Original Message-----
From: nwinski <nwinski@xxxxxxxxxxxxxxx>
To: Jim White <jwhite43@xxxxxxx>
Cc: Real Traders 99 <realtraders@xxxxxxxxxxxxxxx>
Date: Monday, July 19, 1999 1:03 AM
Subject: Re: Results - SPU 7/16 Astro Stock Market Intra-Day
>
>
>
> Now for a description of the results based on CBOT time and sales
for
>Sep. T-Bonds.. (EDT) The market opened on Friday (8:20 AM) at 116-27 to
116-28.
>It then rallied for the next half hour peaking with 117-14 trading between
>8:52:31 and 8:53:55. The market then dropped to about 117-01 during the
next 15
>minutes. At this time, another rally began, going up in an Elliott Wave ABC
>pattern. Our aspect was due to kick in at 10:07 AM EDT. At 10:07:06 Sep.
T-Bonds
>traded 117-07, so we would have been short at this price. As you may
remember,
>we expected a negative influence from this aspect. Sep. T-Bonds then
continued
>higher to a high of 117:13 trading between 10:12:30 - 10:12:54.
>From this high, the market dropped rather precipitously to a low of 116-16
>occurring at 10:51:32 AM. Then there was a bounce over the next ten minutes
to
>about 116-24. Our target time of 11:07 was represented by a second test of
the
>lows with a trade at 116-19 trading at 11:06:59.
>Summary: Sold short Sep. T-Bonds at 117-07, closed trade via buy at 116-19
for +
>20 ticks = $625 before commissions and slippage.
>So, two S&P trades for + $1,250 and one Bond trade for + $625 = $1,875.
>Coincidence? Lucky?
>
>
>> Also you chose to report results for the S&P. What would have been
>> the result for a DJIA index trade?
>
>NW: Jim, you have the times and trading parameters. It would be great if
you
>could report back with the DJIA results. Remember, CBOT time and sales will
be
>CDT and I posted the aspects in EDT, so either subtract one hour from my
times
>or add one hour the the CBOT times. Thanks.
>
>>
>> Also, two examples are curious. Would you care to state the results of a
>> significantly large sample of trades using the same rules?
>
>NW: I have been doing this in my head and on hand drawn charts since 1975.
I
>know it works. The analogy is I have told you where the treasure is and
shown
>you a sample. Your reply is to ask me to go dig up some more treasure for
you.
>If I have to do all that work, I am going to keep it for myself.
>Additionally, even if I did all the work you asked, which I have already
done
>and it is buried in storage,
>the skeptics would cry that I somehow fudged the numbers. So, if you want a
>really scientific study, I suggest someone with no bias (not me) run the
test.
>But, what I really believe is that even after you see thousands of data
points
>you will still be skeptical until you see it happen before your eyes a few
>times.
>After 25 years of watching these aspects on an intra-day basis, I am still
>amazed.
>
>> You know, things
>> that traders might be interested in like what is the percentage of
winning
>> and losing trades? What is the distribution of return from such trades? I
>> understand you have rules for determining if the trades are setting up
>> correctly which you have not revealed but lets just consider the set of
>> trades that meet your criteria. Providing this information will go a long
>> way to add credibility to your post.
>> Thanks in advance.
>> Jim
>
>NW: Jim, with all due respect, I don't have time to do that. All I can say
is
>that I think for the aspects I have posted in the past couple of years, my
>recollection is that I am batting about 85% winners. I will let the other
RTers
>be my judge and jury.
>
> Now let me ask you and some of the RTers a question. Did you
require
>this type of rigorous proof before you plopped down two or three thousand
>dollars for Trade Station, Meta Stock, or a similar program? Most trading
>programs advertise based on optimized results that occurred over a
relatively
>short period of time. These optimized methods are likely to fail as they
only
>capture some temporary pattern in the market. Now, I have pointed you at
>something based in nature and 5,000 years of studies,
>which if it works, there is no reason it should not continue to work for
another
>5,000 years. Perhaps it is worth further study and investigation? I have
shown
>you the path and which way to "Emerald City".
>The next step is yours.
>
>Pointingly,
>
>Norman
>
>>
>> ----- Original Message -----
>> From: nwinski <nwinski@xxxxxxxxxxxxxxx>
>> To: Real Traders 99 <realtraders@xxxxxxxxxxxxxxx>
>> Sent: Saturday, July 17, 1999 4:53 PM
>> Subject: Results - SPU 7/16 Astro Stock Market Intra-Day
>>
>> > RT,
>> >
>> > Here are the results of my little experiment, times and aspects
posted
>> > the night before, for Friday's trading. The prices are based on actual
>> time
>> > and sales from the Chicago Mercantile Exchange. If you would like to
check
>> > them, you can go to http://www.cme.com/cgi-bin/timef2.cgi/SP99-09.html.
>> >
>> > I gathered the data on the assumption that the aspect times below
>> would
>> > be traded in a purely mechanical fashion. Because the first aspect,
Moon
>> > Contra-Parallel Pluto tends to have a negative bias, I assumed that one
>> > would go short one hour before the aspect was exact. Likewise, because
the
>> > second aspect has a positive bias, I assumed that one would go long one
>> hour
>> > before the aspect was exact. These assumption are in accord with the
>> > information given in advance below. In both cases, we close out the
trade
>> at
>> > the exact time or as close as possible to to the exact time based on
time
>> &
>> > sales.
>> >
>> > If you do go to CME Time & Sales to check this out, please
remember
>> > that I posted the aspects based on EDT and CME time & sales are posted
>> based
>> > on CDT. So if we are looking for what the market did at 2:45 PM EDT, we
>> need
>> > to look up 1:45 PM CDT on the CME time & sales to compensate for the
one
>> > hour time zone difference.
>> >
>> > Here are the results posted in Eastern Daylight Time (NY Time):
>> >
>> > One hour before Moon Contra-Parallel Pluto is exact = 10:07 AM,
10:07:11
>> AM
>> > = SPU at 142080
>> > Moon Contra-Parallel Pluto is exact at 11:07 AM = 11:07 AM, 11:07:06 AM
=
>> > SPU at 141900
>> >
>> > Result = + 180 S&P points = $450
>> >
>> > One hour before Moon Parallel Venus is exact = 2:45 PM, 2:45:05 PM =
SPU
>> at
>> > 1425.50
>> > Moon Parallel Pluto exact = 3:45 PM, 3:45:00 PM = SPU at 142870
>> >
>> > Result = +320 S&P points = $800
>> >
>> > Total for the two trades/one contract each = + 500 S&P points =
>> $1,250 -
>> > commissions & slippage.
>> >
>> > Comments please?
>> >
>> > Resultantly,
>> >
>> > Norman
>> >
>> >
>> > P.S. This is not the first time I have run this kind of experiment for
>> this
>> > list. My recollection is that the previous ones where also profitable.
>> > Anyone have the ability to search for this?
>> >
>> >
>> > > The following are not the highest confidence aspects, but should be
>> > > worth watching. All times are EDT or - 4 GMT. Watch for these aspects
to
>> > > begin to have an effect on the market approximately one hour before
the
>> > > stated time and then fade away quickly after the stated time. Please
>> > > note that this is being posted at 2:00 AM on July 16, 1999.
>> >
>> > > Event
>> > > Time Notes
>> > >
>> > > Moon Contra Parallel Pluto 11:07 AM
>> > > Particulalry potent for Bonds
>> > >
>> >
>> > >
>> > > Typically a low for stocks
>> > >
>> > > Moon Parallel Venus 3:45 PM
>> >
>> > >
>> > > Typically generates 6-8 $
>> > >
>> > >
>> > > S&P
>> > > rally, this should peak at 3:45 PM.
>> > >
>> > > I have rules for determining whether these aspects are setting up
>> > > correctly during the one hour before they are exact. This allows one
to
>> > > decide whether to take the trade or not with a high percentage of
>> > > success. . However, that would constitute several pages of writing,
i.e.
>> > > chapter in my Trading Manual. So, with that in mind, I post these
times
>> > > for your entertainment enjoyment only.
>> > >
>> > > Aspectedly,
>> > >
>> > > Norman
>> >
>
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