Tuesday, December 26, 2006

Week 52

IMS system:

Remains short QQQQ.

Profunds system:

As indicated closed uupix at 32.58(10.3 % profit), closed enpix at 41.97 (4.2 % profit) and opened its inverse fund snpix at 23.84.

For this week the best trends are: ujpix, fnpix and sppix.

Profunds pairs:

We are considering changing the profunds system to using only funds that have their inverse match, in this way we will always be in the market with the best vehicle at that moment according not to the trend strength but to the signal of the integrated program. For example we will be at any moment either long or short with the Nikkei (Ujpix-Ukpix), Oil & gas (Enpix-Snpix), etc.

Doing some back testing, it seems this strategy is far more rewarding than jumping from best trend to best trend.

Industry leader:

This system continues to show a great performance, we need to put some time on it to play it some way, currently we are only posting the result.

This week the best trend is IRX, 13 week treasury bill.

2 comments:

Zla said...

Hi,

How was your return in 2006?

JIL said...

Hi,

I will post them next week.

 
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