Sunday, November 18, 2007

Catch up week 46

Being too busy to follow the markets properly but as you can imagine the short term trend is in the red side. Hope that has been of help to you.

You might be surprised, I am, but the NQ system is still in the long side.

I called ES V3 the new system for S&P 500, as it is based in the NQ V3. The profits are not as high as in Nasdaq but still I know many people like to trade SPY. This is the vehicle used. It might be that other vehicles are more profitable, like Mid 400, but haven´t had the time to check it.

The system was short since Sep 28 until Friday 16 (4.8% profit) when switched to long, there you have it: my two mechanical system are in the Long side now. This is the equity curve with a max drawdown of 3.4% that was also the biggest loss this year, but notice that the duration of drawdowns are rather long at least this year. The system is up 31%.

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