Tuesday, September 29, 2009

Returns for week ending 9-25.



Returns still flat or drifting lower. Should be due for a turn around.

5 comments:

  1. If you get time would you be able to attach week ending dates to the returns table data, thx.

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  2. your entirely welcome...Hopefully you find the blog of some use.

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  3. i am following it with some $$.

    Still wondering if there is a way to know what type of market the system performs best/worst in. AM hoping to look at the weeks where it did not perform well and compare to mkt to see if anything pops up.

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  4. My best observations to date are that it seems to under perform when then market changes trends. I recently enhanced the system to help with this and it has worked for this particular change. I believe this is a problem with most systems that trade on short time frames.

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