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.

Signal Execution

As indicated before the Profunds system is evaluated weekly. However I am starting to use more and more the integrated program (have to think in a name !).

This program gave me a short signal for enpix and also for uupix, so I took my chances and closed uupix while exchanged enpix for its inverse version: snpix.

I'm trusting this new devlopment so much because "he" also told me to short SJT, MRVL, PMPIX and GOOG days ago. So, this time is for real. we shall see.

Maybe this blog is becoming messy?

Week 51

IMS system:

Remains short QQQQ

Profunds System:

Best trends Ujpix.

As indicated we reacted to trend deterioration last week but only to gvpix, which was closed on Tuesday (we were b.even in this position). LastFriday we closed bmpix (profit 9.1%) a weak ahead than expected, as this week we will have no time to follow our positions.

Industry leader:

30 years treasury bonds.

Week 50

IMS system (v.2):

Remains short QQQQ

Profunds System:

None of the funds passed filters although the most promising trends are: ujpix,repix,lvpix and cnpix.

As our positions in bmpix,enpix and uupix are still strong we keep them, but closely watched to react any time this week.

Industry leader:

5 years treasury notes.

Week 49

Signal executed:

The combination of our trend programs had a good start, we opened as indicated Uupix at 29.53, up 4%. and Gvpix at 32.15, up 1.2%. Fdpix, that we didn't open is up 1.3%

IMS system:

Remains short QQQQ.

Industry leader:

Remains XAU

Profunds system:

Best trends are Gvpix, Pmpix, Enpix and Uupix. Keep an eye on Ujpix which seems ready to resume its uptrend.
We keep gvpix, uupix, enpix and bmpix (probably until Dec 22).

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 ! ).




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.

Signal execution recap.

IMS system:

To keep program records straight, the closing long signal is 44.25 (Nov 21st), that is 1.2% profit.

In reality and as indicated, this signal was played using Tepix (see post Nov 15, at 29.73) which was closed on 22 nd Nov for 30.40 (previous post and pure luck!). Profit 2.3%. Tepix is a good vehicle to use in long signals of the IMS system, the profits increase but also losses.

Profunds system:

As posted in Nov 12, enpix was opened in Nov 13 (40.27).

New signal

IMS system:

Got a short signal to be executed Nov 21, eod. I think this is the shortest duration of a signal.

Week 47

IMS sytem:

Long QQQQ.

Profunds system:

Believe it or not the Internet fund continues in the top best trends, for this week the best are: inpix, tepix and cnpix which seems ready for another push up.

Industry leaders:

Playing around with my rotation models, put together the major US indexes and to my surprise the model works much better than when applied to exchanged funds. After the break out of Transports, that is the leading industry. We will follow the performance of IYT as a possible way to play that card.

Updated signals

IMS system:
Long

No so updated !!. I skipped to update the system and I found today that we got a long signal yesterday to be executed as usual eod. To keep consistency with the reporting system of the program, that date will be kept in the records, in reality I will be executing the signal today eod. BTW I will do it using Tepix as vehicle not QQQQ. That means that last signal was a looser (-4.6%), the second this year.

I will be working trying to integrate the IMS system with my trend program, see below, that has been long in QQQQ since Aug 16. However look how the trend strength is close to maximum levels, maybe further up move is limited. The aim is to validate the IMS system with the trend in this program, "eye balling" suggest it is a good idea but only back testing will give us a prove.

Week 46

IMS system:

You already know, it is short QQQQ.

Profunds system:

I was waiting the opportunity to be in oil and now we got a good trend. We expect to keep this position until end of Feb 2007. To be opened on monday eod.

Best trends are enpix, utpix, inpix and pmpix. Interestingly repix seems to bounce next week. Below you can see part of the trend analysis.

Systems update

IMS system:

stays short in QQQQ

Profunds system:

As indicated, bmpix was opened (Oct 30 th, 43.83) and repix was closed (Nov 1 st, 53.50). As the programs to evaluate the funds, have increased in number we will continue running them in a weekly base to identify, if any, the best trend. Once the position is open, the exit point will be set and we will follow only opened positions during the week to quickly react to trend deterioration.
The second change we decided to try, is to keep open positions if their trend remains positive although maybe not the best (let run the winners). We will keep a maximum of 3 positions open.

Week 45

IMS system:

Remains short in QQQQ.




Profunds System:

Best trends Pmpix and Tcpix. We have made some changes in the way we trade Profunds, to be explained in a following post. Closed Repix and hold bmpix.

Week 44

IMS system:

Remains short QQQQ.

Profunds system:

Best trends are Bmpix, Tcpix, Utpix and Repix.
We will open a new position with bmpix and hold Repix.

(Precious metals, Pmpix and XAU seems ready to go up. Also improving: gvpix )

Week 43

Profunds system:

Several funds had positive signals: Utpix, Phpix, Tcpix and Repix. We keep repix.

IMS system:

Remains short QQQQ.

w. 42 Signal execution

Profunds system:

Cash to long repix , Oct 17 eod at 52.75.

IMS system:

Closed long Oct 19, at 41.90 (opened July 19). Profit: 14.4 %.
Max drowdown of this signal was -2.5%. The signal is now short at 41.90.

New signal

IMS system:

Got a short signal for the QQQQ.

Week 42

IMS system:

Remains long in QQQQ. The indicators of the program are moving to the sell zone but not quite there yet. More up ahead ?.

Profunds system V.2:

I have incorporated another filter to (hopefully) measure the strength of a trend. To keep records as clear as possible I will indicate the best signals (V.1) and then the final result after filtering (V.2)

The best current trends are: BKPIX,BIPIX,LVPIX, REPIX and SLPIX. But after filtering, the last two are the result signals. Despite all the taking about the real state bubble, we will take REPIX as our next trade to be execute eod.

From now on I will indicate in parenthesis some side results that could be interesting.
(from V2. it seems that BMPIX and Sopix are bottoming, while SMPIX, TEPIX are in a topping process)

w. 40 signal execution

Closed tcpix at 24.40 . Loss 2.2 %.

We kept close check on the inverse funds shpix, ucpix and uipix but they never closed above the trigger prices indicated previously.

Next week: holidays !!!

Waiting to close position

My broker close profunds positions,eod, of orders received 2 hrs before the close. As yesterday was an up day for tcpix, I am waiting until this limit of the first down day to place the order.

Week 40

Profunds system:

We got no signal, therefore we could keep open tcpix or go to cash. We decided to close it today, eod, because the strongest signals we got, although didn't past the filters, suggest a weakness in the tech market.
Those signals were:
ujpix (Japan), uupix (ultra emerging markets) and uipix (ultra international).

Interestingly the following funds will have a buy signal if closing prices are above the limit in parenthesis:
shpix (18.31), ucpix (17.07) and uipix (17.36). Those are inverse funds, which suggest the weakness mentioned.

IMS system:
Remains long QQQQ, this system is updated daily.

w. 39 Signal execution

Profunds System:

Closed Cypix 31.97. Profit=1.1%
Opened Tcpix at 24.94, it is a pity that yesterday was an up day of 2% movement.

IMS system:
keeps its long signal for Nasdaq (vehicle : QQQQ)

Week 39

Profunds system:

Best signal TCPIX to be executed next Monday eod.

IMS system:

Keeps long QQQQ. As said last week stops might be in place to lock profits, better yet is to hedge with puts.

Week 38

Although it is not expected a good performance of Cypix this week, the system keeps it because stronger signals, as WCPIX, didn´t pass all the filters.

The IMS system remains long in QQQQ. As this signal has accumulated interesting profits, in real trade stops are in place to lock profits.

w. 37. Signal execution

Profunds System:
Closed Inpix at 78.22 . Profit=2.5%
Opened Cypix at 31.63

IMS System:

Still long QQQQ. potential profit 9.1 %. Max drawdown of this signal so far is 2.5%.

Week 37

Profunds System:
Best signal CYPIX to be executed eod.


IMS System:
Keeps QQQQ long signal.

w. 36. Signal execution

Profunds System:

Closed PMPIX at 48.67. Profit=6.5%

Opened Inpix at 76.30

Week 36

Profunds System:

New signal: INPIX



IMS system:
Keeps long signal for QQQQ.

w 35. Signal execution

Profunds system:

Closed UTPIX at 22.78. 3.3 % profit.

Opened PMPIX at 45.68 on 28th Aug.


IMS system:

Keeps long in QQQQ.

Week 35

Profunds system:

New signal: PMPIX to be excuted monday 28 eod.

IMS sytem:

Remains long in the QQQQ. current profit 4.9 %.

Week 34

No changes for week 34 although we expect (second guessing) a sell signal in the QQQQ.

UJPIX remains as the best signal but maybe is a bit over extended to jump on it now, pity.

Week 33

Profunds system:

Keeps ujpix as best signal. We keep utpix. Remember that this system gives a signal, the same or different, once a week.

IMS system:

Keeps QQQQ long. Remember this system gives a signal daily.

Week 32

Profunds system:

interestingly ujpix continues as the best signal, but as said before, country funds are in trial mode in the system. Therefore we keep Utpix also for this week .

IMS system:

Keeps long in QQQQ.
Here a chart with the signals given this year:

Update w.31

IMS system

Keeps long signal (july 19).

Profunds system

The signal for ujpix was not taken as country funds (Japan, Europe, etc) are in trial mode. Therefore utpix is kept until another sector gives better signals

Week 31

IMS system

Keeps QQQQ long signal. Max drawdown until now has been 2.9%, showing a profit at the close of week 30.

Profunds system

It is still long in UTPIX however better signals were given for UJPIX and PHPIX. The logic of the system ask for switching funds from utpix to ujpix tomorrow eod.

System status

Profunds system:

Closed sopix July 24 at 21.29 , opened in July 12 @20.97 , 1.5% profit

Long utpix July 24 at 22.05


IMS system:

Keeps its long signal for QQQQ.

Prufunds signal

The profunds system gives a long signal for Utpix to be excuted today (eod).

It is also positive regarding uipix and sopix.

IMS signal

The IMS signal gave on July 19 a long signal to be executed eod.


The QQQQ´s closed at 39.62, therefore last signal gave a profit of 2.9 %. This signal was always in the winner side without drawdown.

No new signals

The profunds system keeps Sopix this week.

The IMS system keeps its short signal for QQQQ.

Profunds signal

Although UTPIX is still in uptrend, the Profunds system gave a better signal for PMPIX and SOPIX.

Closing utpix July 12 at 21.14 = 7 % gain.

Long Sopix July 12 at 20.97

The IMS system continues short in QQQQ

New Signals

Last 6 July the IMS system gave a short signal to be executed next day (eod), that means the last signal was a losser(-2.3%):

Long at May 23 : 38.59

Close and going short on Jul 7 at 37.69


The Profunds system is still in UTPIX which closed Jul 7 at 20.97. At present this signal is giving a profit. We expect to switch funds in th next coming days.

Update signals

The Profunds model keeps UTPIX for this week.

The IMS model keeps its long signal for QQQQ

Current signals

1.- For Profunds, our system repeats the last week signal : Utilities (UTPIX). For sake of records, this signal will be started at the closing prices of the first signal May 30 at 19.66 $/share.


2.- For QQQQ, the system IMS V1.0 is long since May 22 to be executed next day (eod): 38.59 $/share

Transactions Report from 31/12/05 to 31/12/06
Win. trades: 4
Los. trades: 2
Total trades: 6
Total P/L: 13.72%
Max Drawdown: -3.79%

Disclaimer

All of the information on this blog is for entertainment purposes only. None of the information on this blog should be considered reliable for use in making actual investment decisions. None of the information on this blog is guaranteed to be accurate, complete, useful or timely. This blog do not warrant or guarantee such accuracy, completeness, usefulness or timelines. Periodic updates to this blog are not guaranteed. AND ALL OTHER DISCLAIMER APPLY

Objective

In this blog I will be posting two technical signals found with the methods I am either developing or that I trust.

1. Every week a new signal for Profunds funds will be issue. Taking as a bas 1000 USD, these signals have generated until today 55 % return. (1 year span)

2. For the ETF QQQQ, it will be posted the long or short signal as soon as they are generated by the program. Taking as a base 1000 USD, the system has generated more than 5000%, you are reading right!, since inception January 2, 2000.

As indicated in the disclaimer those signal are not meant to be followed by anybody, they are solely the record of my trades.