Signal change

The NQ system gave also a short signal yesterday.

Both systems in the short side now.

Signal change

We got a short signal for SPY.

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.

http://investorshub.advfn.com/boards/read_msg.asp?message_id=25483899

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.

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.

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.

Week 48

Short term trend:










Only Nasdaq has shown some signs of recovery.

NQ System (former IMS) & ES system:

Both keep long signals.

Profunds System:

No trends this week. Last week result of Gvpix: 4.1 %

Industry leader:

Oil service

Week 47

Short term trend:

All in red. Hope this has been useful to keep you in the right side of the trend.

NQ system (former IMS system) & ES system.

As indicated in the previous post, they are both long (QQQQ & SPY). The NQ system has a drawdown of 4.3%

Profunds system.

Best trend GVPIX.

Industry leader:

XAL, airlines.

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%.

Week 45

Short term trend:


Only Nasdaq is barely in the long side:







IMS system = NQ system

Still long in the QQQQ.

Profunds System:

Best trends are Pmpix and Tepix. Results last week:







Industry Leader:

DDX, Disk Drives

IMS system = NQ system

Below you will see the results (3 last real, the rest back tested) of the current version of the system, V 3.0

As I have indicated, I've been focusing in increasing the numbers of trades balanced with the trade fees. The model considers an initial investment enough to buy 100 shares of QQQQ, from them, it reinvests all the proceeds in the next trade. Commission is fixed in $ 9.99 per trade.

The theoretical result YTD is 52.7%. If you follow all the post of the living trades we have posted, you will notice that we've had 4 versions this year (really minor tweaks) and the real result YTD is a mixture of using Profunds (Tepix) and options, around 39%. For this latest version we will be leaving as vehicle only QQQQ shares.

As you know we began this blog more that a year ago, at that moment the system was a trend follower. Looking for reducing draw downs and more trades per month (ideally 4). Slowly the system has been moving to my surprise, into a reversal system and nowadays it does not have any trend following component !.

Due to that fundamental change in the concept of the system and that I am now finishing another model to track other markets (non Nasdaq) based on the same concept, I think the most appropriate is to change the name from now on to NQ system.

So, this is the last picture of the IMS system V3, welcome NQ systemV3:

Week 44

Short term trend.

Very interesting, despite the bullish activity shown in the arrows, the indexes are still in the short side. Watch out !

IMS system:

Still long in QQQQ.

Profunds system:

The Internet sector had a nice bounce but it was much more profitable to play options than moving directly to the fund as we indicated. Best trends this week: uupix, bmpix, pmpix.

Very, very interesting our rank has been reduced in the long side, look at this and be careful !

Performance last week:

Industry leader:

Once again, result very interesting, the leader was the Paper sector (DJUSPP)

Week 43

Short term trend:



Mid last week S&P and Russel went to short followed on Friday by Nasdaq, they are still in the short side.










IMS system:

Nice swings captured by our system, yesterday we switched to long with a profit of 2.2%. Keeps long. Stay tuned as this week can have more swings.

Profunds system:

Best trend is Inpix, I will be playing this one but using options.

Signal change

IMS system:

Switching to long, in the Q's.

The previous long gave a 3.47 % profit, tomorrow will report the result of the brief short since last Thursday.

Signal change

IMS system went to short to be excuted today at opening

Week 42

Short term trend:

Despite recent down action all indexes still in long.

IMS sytem:

Remains long.

Profunds System:

Best trends this week are: uupix, bipix, pmpix, inpix.

Last week results :

Industry leader:

XAU, Gold.

Week 41

Short term trend:







all indexes in long.


IMS system:

Still long the Q's.



Profunds System:

Last week performance was:











Best trends this week: Inpix, Idpix.

Industry leader:

XAL, airlines.

Week 40

Short term trend:

In the long side.


IMS system:

Long Q's.

Profunds System:

Well, what can I say about last week performance ?




Best trends this week: Pmpix, Inpix, Uupix. Ujpix is showing a promising trend.

Industry Leader:

NWX, Networks.

Signal change

IMS system:

Long Q's.

Week 39

Short term trend:

The Fed cut pushed the trends to the long side.



IMS system:

Despite that, the market remains in extreme lectures keeping our short signal.

Profunds system:

Results of last week are:




Best trends this week: Pmpix, Uupix and Bmpix

Industry leader:

Xau, Gold.

Week 38

Short term trend:

Favouring the short side.



IMS system:

Keeps short the Q's.

Profunds System:

Last week results are:




Best trends this week: Pmpix and Enpix.


Industry leader :

RLX, Retailers

Week 37

Short term trend

Yesterday both SPY and RUT went to the short side, the Q's still hanging on.



IMS system:

It is now short in the Q's.

Profunds system:

Best trends this week Gvpix and Pmpix.

Industry leader:

XAU, Gold

The market short term trend

If you don't have the time to follow the market action day by day, it is useful to know what is the current trend in a short time frame, say 5 to 7 days.

Aiming to answer that, I have developed sort of a short term indicator that I'll be posting every Monday, hopefully.

Here the first view applied to the fte's QQQQ, SPY and Rut. As you can see the long side (green) is favored now...

Week 36

IMS system:

Switching to long in the Q's.

I will be posting this week some interesting charts about short term trends

Profunds system:

Best trend: uupix,
Last week results: Srpix -2.5% and Gvpix 0.3%

Industry leader:

RLX, Retailers

Week 35

IMS system:

Still short Q's. Expecting a switch this week.

Profunds system:

Best trends are: Srpix (keep it) and Gvpix.

Industry leader:
XAL, air lines

Signal change

IMS system:

Got short signal yesterday. Projected price today 45.73

Week 33

IMS system:

Remains long.

Profunds system:

Best trend is Srpix. last week trend performance of Fdpix was -0.6%.

Industry leader:

Besr performer was Uty, utilities.

Week 32

IMS system:

Keeps long.

Btw, I haven't posted the P&L of last signals. Here it is:

Short from Jul 9 to Jul 13= - 1.5%
Long from Jul 13 to Jul 23= 1.2%
Short from Jul 23 to Jul 31= 2.5%

Profunds system:

Best trend is Fdpix.

Industry leader:

UTY, Utilities.

Week 31

IMS system:

Switching to long in the Q´s.

Profunds system:

The sell off last week is blocking the system signals until the trend consistency filter allows it. Anyway here you can see what´s the position of your fund in my ranking:

Results of last week trends:



Industry leader:

SOX, semis.

Week 30

IMS system:

Is in short signal.

Profunds system:

Best trends this week remain: pmpix, uupix,enpix.

Results of last week:



Industry leader:

Xau, Silver & gold

Signal change

IMS system:

Reversing to short.

Week 29

IMS system:

The system is long but in extreme conditions now, probably to get a short signal tomorrow. The last signal (short) got a loss of 1.5%.

Profunds system:

To keep consistency the results are calculated until last Monday.

Best trends this week are: uupix, pmpix and bmpix. We keep our current positions enpix and uupix.

Industry leader:

Xau, Gold and Silver

Signal change

The IMS signal had a change to long last Thursday to be executed at Friday opening.

Week 28

IMS System:

Catch up... the system went short on 21 st June and reversed long on 28th, 0.5% loss, then went short yesterday at the opening. 2.9 % profit. The signal is now short.

Profunds system:

Best trends are: pmpix, uupix and enpix.

Week 26

IMS system:

Keep its short signal in the Q's.

Profunds system:

No fund met trend criteria this week.

Results of last week were:


Industry leader:
XAL, airlines.

I will be in holidays couple of weeks...

Signal Change

IMS system:

Short signal in the Q's.

Catch up - Week 25

First I´m sorry, very busy over here, actually I will not be able to run the programs on Tuesday as I'll be out of town and planning holidays for the next couple of weeks, so let me tell you what´s going on...

IMS system:

The system got a long signal on 8 th June, now the thing is I got a new version, V2.2. As you know nothing has been broken but I´m continually looking for more trades up to my ideal target which is 1 trade per week. Whether you believe the markets are manipulated or not, I believe you can find the clues of market movements.... Both the V2.1 and 2.2 had this long signal same day , sorry again I don´t trust anybody who post things after the fact, but in order to keep consistency with the programs records don´t have any choice. This version is showing a profit of 29% and this is how it looks... I´ll be posting signals of the new version but keeping in the background the old one.

Profunds system:

Well, this rotation model continue to live up to its expectations, here the results until Friday



I lost patience with Lvpix and closed it last Friday, profit 2.5%

Best trends are Enpix, Bmpix, Uupix

Updated signal

Short of time these days... I´ll update on Wednesday. Be careful out there

Week 23

IMS system:

Remains short.

Profunds system:

Best signals are: idpix,enpix,bmpix and uupix . Be careful though, my projections program are expecting a tough period !!

Results last week were very good:


We are ready to close lvpix and holding enpix.

Industry leader:

REIT

Week 22

IMS system:

Still short QQQQ.

Profunds system:

Due to last week swings, conservative filters are blocking many funds. The best ones this week are enpix, wcpix and cnpix. I am holding my longs but ready to close in any weakness.

Results last week:


Industry leader:

REIt

Signal update

IMS system:

We got a short signal.

Week 21

IMS system.

Stays long in QQQQ. last signal execution was break even (shorted 46.49 closed 46.50)

Profunds System.

Excellent week for our recs. results were:



This week best trends are: enpix, inpix, uupix and wcpix.

Industry leader:

XOI, oil.

Week 20

IMS system:

As posted, the long signal was closed at the opening on 9 th May (3% profit), and it has been short since then until today when we got a long signal.

Profunds system:

To keep consistency, below the results of best trends until Tuesday opening. If you consider the last two days, results are much better.

The best trends are: Enpix, Tcpix, Uupix and Utpix.



Industry leader:

DDX, Disk Drives

Week 19.

Sorry, was out of town....

IMS System:

Short signal to be executed today.

Profunds System:

Remains with Utpix and Enpix.

Results of last week were:



Industry leader:

XAL, airlines

Signal executions and S/R projections

Notice that QQQQ P&L has not been updated, here it is:

March 20 short @ 43.26, closed Apr 2 nd= 0.94% loss.
Apr 2nd long @43.67, closed Apr 11= 2.22% profit.
Apr 11 short @44.64, closed Apr 17=1.13% loss.
since Apr 17 long @ 45.15

Closed bmpix May 3rd @54.24, 4.3 % profit. Current position with profunds=Lvpix.

As indicated in the previous post, below is a S/R projection for the Q. They allow me to close positions even if I don´t get a reverse signal from the system. I use those projections mostly with the Profunds system, that is why when an opened positions is not the best trend any longer still may remains open in my portfolio. This method allows to held positions longer and eventually extend profits.

Week 18

IMS system:

Long QQQQ.

Profunds system:

Utpix, came again to top of the list together with enpix and idpix.

I was asked what criteria do I use for keeping a trade open and/or determine exit points. What I use is a forecast or projection of Sup & Res. lines. When prices get out of those projected limits they will eventually re-draw the trend of the stock against my position, that is when it is closed. I will post this week some price projections (S&R lines really) to show the concept.

The results of last week trends are:



Industry leader:

OSX, oil services.

Week 17

IMS system:

Keeps long QQQQ.

Profunds system:

Best trends Blpix, Lvpix, Mlpix

Results of last best trends:



Insdustry leader:

^XBD, Broker dealers

Week 16

IMS system:

Long signal for the QQQQ to be executed today.


Profunds system:

The best trends are: bmpix, tcpix, utpix and uupix

Results of last week



Industry leader:
^DRG, drugs

Signal change. w 15

IMS system:

Got a short signal (QQQQ) to be executed today at the opening.

Profunds w.15

Profunds system:

Another good week for the system. Below the last week results.

I will be posting a max of 4 funds per week as this is a "reasonable" quantity for a diversified portfolio if desired...

Best trends this week are: utpix, enpix, tcpix and bmpix. We kept our bmpix position with long term expectations.

Week 15

IMS system:

Remains long QQQQ.

Profunds system to be posted tomorrow.

Industry Leader:

XAL, airlines and Nasdaq biotech.

Profunds w 14.

Profunds System:

The best trends this week are: bmpix, fdpix,enpix, utpix and tcpix.

The performance of last week best trend was:

Week 14

IMS system:

Long signal to be executed today. Interesting, I was expecting more down at least to 42.6.

The profunds will be updated tomorrow (from Tuesday to Tuesday)

Industry leader:

TNX, 10 yr treasury bonds

Week 13

IMS ssytem:

It has short signal for QQQQ.

Profunds system:

Pity we didn't go long with Utpix, had a good week and this one is the best trend together with Bmpix. We will open a long position the first up day from now and for that we will monitor: $djusbm and $djusut.



Industry leader:

Ixis, Nasdaq insurance.

Week 12

IMS system:

Short signal to be executed today.

I have received quite a few private mails on the ihub board, but my account does not allow to reply them. Feel free to leave comments here or send me an e mail to: technitrend@gmail.com

Next weekend I will post a catch up of the performance of this system so far.

Profunds System:

The filters are still blocking the best trends. You can see below that best trend now is for Utpix however the following chart shows that utpix is still with red points (that´s the filter).



Industry leader:

Xau, gold.

Week 11

IMS system:

I thought it was a good idea to post the signals in an independent site which tracks them in a verifiable manner, so I moved the signals to Collective 2:

" We are not affiliated with the trading system developer. We merely verify the results of a trading system, by measuring a system's advice versus real-time market prices". You can have a look at : www.collective2.com/go/ims

The results of the last version since Feb, more trades, are:

However they only track for free the first few trades and that is why the last signal, long, that reversed the short at 42.92 it is not there and that means I will have to come back to this blog at least you know a free tracking site ??.

Profunds system:

Our conservative filters block trend signals for this week, so we stay in the sidelines, although I can tell the best trends are: wcpix, utpix, smpix and unpix.

The performance of last week signal was:



Industry leader:
OSX, Oil services.