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.

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)