Fyi on my own system

This is a discussion on Fyi on my own system within the Trading Systems forums, part of the Methods category; Followup information on short signal This is not intended as investment advice, only documentation of what I'm doing with my ...

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Old Jan 14, 2005, 12:48am   #31
 
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Joined Jun 2004
mvp signal system sell short signal

mr_cassandra started this thread Followup information on short signal

This is not intended as investment advice, only documentation of what I'm doing with my own money. You can see the short trades I place at www.clearstation.com UIPIX board and MDY board.

As of tonite the signal issued was SELL SHORT. Over 8+ years of the data, shorts were best executed (in general) in the morning.

Short signal performance history using mdy as vehicle.
Of the 19 prior short signals, 4 were losers.
Of the remainder 5 were either a wash or very tiny winners. That leaves 10 that were winners, highest 26%.
Annualized mvp 8.6 year results 35.9%
Without short trades it drops to 23.9%
Except last year, this is based on back-testing.

I will be posting a clearstation recommendation on this as well under symbol UIPIX and mdy.

The website which gives a general overview is www.angelfire.com/ma4/mr_cassandra/MainPage.html

This email is not intended as investment advice in any way, it is merely a followup to people who have inquired about this system.
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