Monday, November 30, 2009

Tuesday's call

THe call is to stay short if the dji closes above 10258..

I will trade the dji at 1.5x.

Returns for week ending 11-27.




Some gains ...system calls were not following the best index, but system at allocation is designed to be more conservative. I am generally happy to see the system's calls move to the fore, but if the system's calls have a hot streak it may fall behind the eem calls.

Friday, November 27, 2009

Monday's call 11-30-09

the call is to stay short.

I will trade spx at 1.0x.

Wednesday, November 25, 2009

Friday's call.

The call is to switch short if the dji closes between 10345 and 10512.

there may be a qualifying condition to check...if the eem closes below 41.43 reverse the above call.

I will trade the dji at 1.75x.

Everyone have a great Thanksgiving!

Returns for week ending 11-20.



Forgot to post this earlier...nothing too exciting...small gain, but have not hit too well on the days with larger moves. Think I just need to be long on Monday's despite the system.

Tuesday, November 24, 2009

Wednesday's call

the call is to stay short.

I will trade dji at 1.25x.

Will check call nearer close.

The call WILL CHANGE TO LONG.

Monday, November 23, 2009

Tuesday's call

the call is to stay short if the dji closes above 10395.55.

I will trade the dji at 1.25x.

If the market falls much more between now and close I may update the call.

The call will stand.

Friday, November 20, 2009

Monday's call 11-23-09

the call is to switch long.

I will trade the emerging markets at 1.75x.

However the call today may change nearer close...I will update later.

The call has changed to short and I will trade dji..

Thursday, November 19, 2009

Friday's call.

The call is to switch short ..

I will trade emerging markets at 1.5x.

Wednesday, November 18, 2009

Thursday's Call.

The system believes the market will rise tomorrow if the eem closes between 41.16 and 41.95.

I will trade the eem at 1.5x.

Tuesday, November 17, 2009

Wednesday's call

The call is to switch long if the eem closes above 41.71.

I will trade emerging markets at 1.25x.

Monday, November 16, 2009

Tuesday's call

The call is to switch short if the eem does not close between 40.65 and 41.88.

I will trade the emerging markets at 1.25x

Returns for week ending 11-13.

Friday, November 13, 2009

Monday's call 11-16-09

The call is to stay long if the eem closes above 40.50.

I will trade emerging markets at 1.5x.

Thursday, November 12, 2009

Friday's call.

The call is to stay short unless the eem closes below 40.45

I will trade emerging markets at 1.25x.

Wednesday, November 11, 2009

Thursday's Call.

The call for tomorrow is to switch short if the adre closes above 44.25.

I will trade emerging markets at 1.5x.

Tuesday, November 10, 2009

Returns for week ending 11-6.



Not getting rich fast...but with this system if the drawdowns aren't too severe then I wait and hope for a good run to get some meaningful gains. The plan is to have at least 50% gains per year...but expect more.

Wednesday's call

the call is to stay long.

I will trade emerging markets at 1.5x.

Monday, November 9, 2009

Tuesday's call

the call is to switch long.

I will trade the eem at 1.75x.

Friday, November 6, 2009

Monday's call 11-09-09

The call is to switch short if the eem closes below 39.65.

I will trade the spx at 1.75

Thursday, November 5, 2009

Friday's call.

The call is to stay short if the eem closes between 38.65 and 39.56.

I will trade spx at 1.75x

will go long

Wednesday, November 4, 2009

Thursday's Call.

The call is to switch short if the eem closes between 38.67 and 39.60 where it is now.

I will trade spx at 1.5x.

Tuesday, November 3, 2009

Wednesday's call

The call is to stay long.

I will trade spx at 1.75x.

Monday, November 2, 2009

Tuesday's call

the call is to switch long if the spx closes between 1026.35 and 1049.42.

I will trade the spx at 1.75x.

Returns for week ending 10-30.



This week started out great but was canceled out somewhat by the last two days calls. During the week the system made new highs in some subsystems. This past week, following the Allocation calls rather than being 2x all week, saved some of the early week gains.
Also the system following the rut payed off better than other subsystems. It is nice to see that the systems rules/criteria helped make some gains this week.