Saturday, December 29, 2007

Signal change

The NQ system gave also a short signal yesterday.

Both systems in the short side now.

Thursday, December 27, 2007

Signal change

We got a short signal for SPY.

Tuesday, December 25, 2007

Week 52

Short term trend:

Nasdaq and Russel came back to the green zone while S&P is almost there.

NQ & ES systems:

Both long, ES went to long on Dec 17 4.3% profit and NQ on 21 st Dec for 1.8% profit.

Profunds system:

I´m going to initiate a portfolio of funds instead of indicating the best trend of the week, at least somebody would like to know it.

This portfolio will be evaluated every week and in case there is change in my rankings the portfolio will be rebalanced with the newcomer(s) using the Efficient Frontier(EF).

So, we begin this portfolio dividing a capital of 9000 USD among the 3 best trends according to the EF, In this case only two funds go to the portfolio: Enpix and Bmpix.

Tuesday, December 11, 2007

Week 50

Short term trend:

Remains long major indexes.

NQ system:

Joins today the ES system giving a short signal.

Profunds signals:

Last week results were good. I'm struggling to find the time to convert these Profunds signals in a medium term system, let's see what we can do.

This week best trends bmpix, uupix.

Thursday, December 06, 2007

Week 49

Short term trend:

Since Nov 29, the trend is up.

NQ system (former IMS) & ES system:

NQ is still long, and SPY gave a short signal two days ago (remember this signal is still under test)

Profunds system:

Best emerging trends are: Bmpix, Hcpix and Utpix.

Industry leader:
IXTR, Nasdaq transports.

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