Week 16

Short term trends:

The week is finishing with a recovery of the index but notice that they are still in the short side.




NQ and ES system:

No changes, both longs.

Week 14

Short term trends:

All indexes in the long side





NQ and ES system:

Both signals still long.

Week 12

Short term trend:

Still in the short side, only QQQQ barely moved to the long.


NQ and ES system:

Both remain in long signal.

P&L update

The result of last short signal, both in NQ and SPY, was 5.7% and 3.7% respectively.

Signal change

Both NQ and ES systems gave long signal to be executed at the opening.

Week 10

This is a rather boring update:

No changes in short term trends (still in the short side) neither in our systems, NQ and SPY, both are short.

Week 9

Basically no changes since our last post.

Short term trend:

Barely in the long side


NQ & SP systems:

Both still short. I am dedicating all of my time to focus in QQQQ and options, so far so good !

Week 7

First a late update of P&L in the NQ and S&P systems.

In the NQ:
Short Jan4 to Jan 8=3.2%
Long Jan 8 to Jan11= 1.1 %
Short Jan 11 to Jan 17= 3.2 %
Long Jan 17 to jan 30= -4.3% (loss)

In the SPY:
Short Dec 27 to Jan 17= 7.4%
Long Jan 17 to Jan30= 1.6 %

Short term trend

All in the short side


NQ , S&P systems

Still both short

Signal change

Both NQ & ES system reversed to short today.

Signal change

Both NQ and ES systems reverse to long today.

Week 3

Short term trend:

Remains in the short side.


NQ system (former IMS) & ES system.

Both remain short (QQQQ & SPY)

Profunds system:

Pmpix goes to the portfolio.

Signal change

NQ system to short. ES system (beta) still short

Week 2

Short term trend:

All indexes in the short side.



NQ system & ES system:

In the NQ, as posted, the system went long in Jan 2 and then short in Jan 4, giving a gain of 1.5% and a loss of 2.8% respectively. Today is giving a long signal and result of last trade will be known tomorrow.

The ES system still short.

Profunds system:

Bmpix moved out of the portfolio and it is being replaced by Utpix.

Signal change

The NQ system switched to short. ES system still short

Week 1

Short term trend:

They are in the long side.



NQ system (former IMS) & ES system:

NQ has now a long signal for today. Result of last signal, closed 27 th Dec) was 0.7 % profit, tomorrow we'll know the result of the short to be closed at the opening.

SPY still short.

Profunds system:

No changes from last inclusion: Enpix & Bmpix.

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.