Returns for week ending 10-02.

Finally had a good week. It was a little hard to follow as the closing prices ended near system switch points, leading me to initiate a new rule (to use the 3:50ET price as the price to judge long or short) if the system depends on that day's closing price for the call. This should make the system much easier to use and not significantly change the returns as only a relatively few days will make the call different than the close. One caveat to that statement is, if strong volatility comes back to the market then I will have to reconsider.

Returns for week ending 9-25.

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

Returns for week ending 9-18.

No great gains here. I have enhanced the allocation model of the system. Hopefully this will help the overall returns somewhat. Following the systems calls as they switched indexes helped limit losses this week.

Returns for week ending 9-11.

Fairly flat week....Still waiting for some gains.

Returns for week ending 9-04.

The markets seem to be unpredictable (un-forecastable) ;>). Need a good week to break out to new higher returns.