Thursday, April 30, 2009

Friday's call.

The system will stay short unless the sp500 closes between 867.70 and 874.08.

Will be at 1.75x.

Since the market moved around my signal point at close I made a judgment call and personally stayed short. Good luck!

I will count tomorrow as a wash, in regards to returns reported, since the signal was not clear.

Wednesday, April 29, 2009

Thursday's Call.

will stay on the short side for tomorrow.

Going to 2x.

Tuesday, April 28, 2009

Wednesday's call

Will stay long if the rut closes above 475.16.

Will go to 1.25x.

Looks like I will be short for tomorrow.

Monday, April 27, 2009

Tuesday's call

The system will switch to the long side provided the rut closes below 472.80.

Will stay at 1X.

What if scenarios.


I have been posting the systems returns as if one had traded some medium tracking the spx. But I have noticed that the rut has been much more volatile than the spx, so I have been trading a portion of my portfolio in funds etc. that track the rut. for example if last week you had traded the rut using the systems calls you could have netted roughly 11.25% gains vs. 5.90% for the spx. If you had traded something with more leverage such as 2.5x direxion funds or maybe 3x etf's you could have netted maybe plus 20% by staying fully leveraged instead of varying your exposure as I have posted.
Of course if the system had an off week then most likely trading the rut would incur larger losses. This is part of the dilemma of forecasting the market. To have great returns it would help to have a good system and also be able to predict when that system will be hot and when to back off. Not an easy task to say the least!

Systems return's

The week ending 4-24-09; The system returned 5.90%

The week ending 4-17-09; The system returned 0.67%

The week ending 4-9-09: the system would have returned -5.8%.

The week ending 4-3-09; the system would have returned 14.4% if trading the spx at 2x leverage.

These are hypothetical returns of the system's calls as posted here. They are calculated on the amount of leverage posted and the spx index (S&P 500) daily percent moves. I will post allocation amount if other than 2x leverage.

Friday, April 24, 2009

Monday's call 4-27-09

the system is staying short for Monday.

will go to 1x.

Thursday, April 23, 2009

Friday's call.

the system is staying short for Friday unless the rut closes below 464.87.

Staying at .75x

Looking as tho I will be short for tomorrow.

Wednesday, April 22, 2009

Thursday's Call.

The system will stay long unless the rut (Russell 2000 index) closes below 475.69.

Staying at .75x.

Looking like I may be short tomorrow if these (3:43) levels hold.

Tuesday, April 21, 2009

Wednesday's call

The system is calling for another up day tomorrow.

will go to 0.75x

Monday, April 20, 2009

Tuesday's call

The system is calling for tomorrow to bounce back.

going to 1x.

Systems return's

The week ending 4-17-09; The system returned 0.67%

The week ending 4-9-09: the system would have returned -5.8%.

The week ending 4-3-09; the system would have returned 14.4% if trading the spx at 2x leverage.

These are hypothetical returns of the system's calls as posted here. They are calculated on the amount of leverage posted and the spx index (S&P 500) daily percent moves. I will post allocation amount if other than 2x leverage.

Friday, April 17, 2009

Monday's call 4-20-09

The system is staying short for Monday.

Staying at 1.5x allocation.

Thursday, April 16, 2009

Friday's call.

The system is staying short unless the dji index closes below 8081.81.

Will be at 1.5x allocation.

Am short for Friday.

Wednesday, April 15, 2009

Thursday's Call.

The system is staying long if the dji index closes between 7925.57 and 7979.58.

Staying 1x invested.

AS the dow closed I will be short for tomorrow, not sure if that will be the right call, but we are due for a pullback.

Tuesday, April 14, 2009

Wednesday's call

The system will switch long unless the dji index closes above 8009.46.
Staying 1x.

Systems return's

The week ending 4-9-09: the system would have returned -5.69%.

The week ending 4-3-09; the system would have returned 13.26% if trading the spx at 2x leverage.

These are hypothetical returns of the system's calls as posted here. They are calculated on the amount of leverage posted and the spx index (S&P 500) daily percent moves. I will post allocation amount if other than 2x leverage.

Monday, April 13, 2009

Tuesday's call

the system is calling for a long position if the dji index closes above 8087.42. Staying at 1x. the system will be short for tomorrow as the markets closed.

Thursday, April 9, 2009

Monday's call 4-13-09

The call for Monday is to be short. 1x

Wednesday, April 8, 2009

Thursday's Call.

The call is to switch short for tomorrow. Staying at 1x.

Tuesday, April 7, 2009

Wednesday's call

The call is to stay long provided the rut stays below 443.53.

I will be reducing my exposure to 1x.

Monday, April 6, 2009

Tuesday's call

The system is calling for the markets to rise tomorrow.

Friday, April 3, 2009

Monday's call 4-06-09

The call for Monday is to switch short if the rut (Russell 2000) index closes above 453.88.

Thursday, April 2, 2009

Friday's call.

The system expects the market to continue up tomorrow. This call is emanating from the ndx system for those that have been following for a period.

Forecaster system's recent returns.

The forecaster trading system has been overall, a very profitable guide for my trading. Last year I did very well using its calls but this year it has had mixed results. February was not a good month.... March has made up for its losses. If one had traded, for example, the combo DXELX/DXESX Marches return would have been 60.29%, however February returns would have been -47.7%. So you can see this system can be volatile.
After February's losses I have modified the system to hopefully better handle periods of poor returns. I am looking at methods to reduce exposure during certain periods to help limit drawdowns, but have not been too successful yet. Some systems lower exposure when volatility goes up, but so far when volatility has gone up my returns go up; so this will not help my system. Most methods to reduce drawdown also reduce total gains over time so I am not exactly happy with these solutions.

Wednesday, April 1, 2009

Thursday's Call.

The system will switch long tomorrow if the rut closes above 425.99.