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As a result of the "Christmas presents" that I gave away this
week, one of the new users provided data which was used in a
brief study of the performance of EPcalc.
-------- Original Message --------
Subject: Re: EP Calc
Date: Fri, 27 Dec 2002 08:44:59 -0500
From: Ned Markson <cnedgo@xxxxxxxx>
Good Morning XX -
As you will recall I was concerned that the differences between
the Futures
pivot file and the cash pivot file would lead to errors in your
results. As a
result I did a study using your futures data file from 1996 and
constructed a
pivot file which I will send to you in a separate message. To
make it possible
to test the pivot file against actual data, all pivot point data
were deleted
after 3/11/2002. The results are shown in the attached gif. Based
on this study
it appears that using the pivot data file for the Naz futures is
perfectly
acceptable. In fact the results are quite stunning. As one would
expect, during
the strongly bearish trending period there was no advantage to
trading the
pivots, just ride the trend. But once the trend began to weaken,
the pivot
trades were quite advantageous.
To avoid cluttering your mailbox, I only sent one illustration
which focuses on
the cycling period of the last few months. The full picture is
available if you
would like to have it. Each X on the figure corresponds to a
forecasted Energy
Point cluster.
Ned Markson
http://epcalc.netfirms.com
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