Sunday, November 26, 2006

Week 48

IMS system:

Short signal in QQQQ.
We have been working with this program in two areas:
- Integrating this system with our trend tracker program, results are really "exciting". Back testing of last 7 years successful, next step is to optimise parameters avoiding "over fitting".

- Optimising the parameters of the IMS program alone avoiding the so called over fitting, any optimisation should only improved past results as a whole (7 years) but also in individual years.

Profunds system:

Interestingly enough the Internet fund is the best trend, but other programs seems to indicate consolidation at least, so we pass. This week the fund with all the green lights are: uupix, gvpix, fdpix, and bmpix.
Bmpix has given so far the expected results. We keep it, tracking day by day its trend.
As we wanted some exposure to non us markets we will open tomorrow Uupix, and as a third fund in our portfolio we choose Gvpix although we certainly expect a lot of Fdpix.
As said in previous post, enpix is a long term position (we hope ! ).


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Lead Industry:
This week the honor goes to $xau. Last week Iyt didn't have the result we expected, it had a negative variation of 0.1% in price.

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