Although all of my
current systems are designed for very large selections of stocks, futures,
currencies or a mix thereof, and use rather elaborate portfolio balancing
methods, I?ve found that a volatility channel applied to one particular
system?s raw equity curves has a decent track record of indicating when to be
in or out of the market.
Today, it crossed
weakly into ?stop trading? territory, and I chose to ignore
it.
Just for fun, let?s
see how it pans out. I?ll post whenever it crosses over in either direction. I
must stress that my goal is long term results, so this ?signal? as it were is
not meant to do anything other than to beat the odds over time to reduce risk
in a system with positive expectation of follow
through.
Regards,
Gene
From:
realtraders@yahoogroups.com
[mailto:realtraders@yahoogroups.com] On Behalf Of Jim White
Sent: Thursday, March 22, 2007 12:01
PM
To:
realtraders@yahoogroups.com
Subject: Re: [RT] SPY
Forecast
No daily sell signal yet on SPY.
Could come tomorrow or Monday (Near Impulse date) Look for 14470 as the
high of this move.
Today's downturn is quite weak and
should not last the day.