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Intermarket System 3:
Data 1 is S&P Data 2 is T- Bonds.The system mathematically transforms T-Bond
prices to S&P prices something I had a long interest in but whose paradigm
may have changed.It generates a trading signal when The transformed T-Bond
line crosses the S&P line,but only when the momentum of T-Bonds is positive
while the momentum of S&P is negative.
I discovered this while doing book research and it was kindly programmed by
Cory Romero.
It is 70% profitable tested from 1982 to 1996.
Made $423,000 while trading only 195 times
Av.DD was $3491 and max was $37,600 due to large stops.
If but one of you can benefit from it I will be happy.
Sinncerely,
John
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