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 )
Sunday, October 29, 2006
Tuesday, October 24, 2006
Week 43
Profunds system:
Several funds had positive signals: Utpix, Phpix, Tcpix and Repix. We keep repix.
IMS system:
Remains short QQQQ.
Several funds had positive signals: Utpix, Phpix, Tcpix and Repix. We keep repix.
IMS system:
Remains short QQQQ.
Saturday, October 21, 2006
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.
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.
Thursday, October 19, 2006
Monday, October 16, 2006
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)
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)
Friday, October 06, 2006
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 !!!
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 !!!
Wednesday, October 04, 2006
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.
Tuesday, October 03, 2006
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.
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.
Subscribe to:
Posts (Atom)