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[RT] Fw: [SM] DJIA and ComplexCosine strategy



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----- Original Message -----
From: Clyde Lee
Sent: Friday, June 23, 2006 5:05 PM
Subject: Re: [SM] DJIA and ComplexCosine strategy

Ben recalled one of my prior posting using the Complex Cosine approach.
(See Junkc.gif attached).
 
Rather than just repeat what that saw I made two new projections.  One a
real "traders" approach and one a real "investor" approach.
 
Have fun.
 
Clyde
 
 
----- Original Message -----
From: Ben
Sent: Friday, June 23, 2006 02:16 PM
Subject: Fw: [SM] DJIA and ComplexCosine strategy

when you have time over week end
can you do follow up
thanks
Ben
----- Original Message -----
From: Clyde Lee
Sent: Saturday, January 07, 2006 1:47 PM
Subject: [SM] DJIA and ComplexCosine strategy

Recently I developed a strategy that uses a COMPLEX of cosine waves
to attempt to match the cyclic character of the market.
 
What I found was that such an approach worked pretty good but needed
something more in the way of screening for trade points.
 
I used a simple ROC of price to be a supplement to the cosine wave
complex in setting trading decisions.
 
The attached shows the result of applying this to the DJIA weekly from
1993 to now.  At the bottom of the graphic you will find a small chart
covering the full term that was analyzed.  At the left you will find a
performance graph that shows the equity build up -- in DJIA POINTS.
 
All told this appears to be a viable way of approaching a circular
approach to the market.
 
There are no stoploss or takeprofit objectives set in this study.
 
Clyde
 


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