Link to v21.R back-test results

sell short signal from mvp v21.U

As of tonites close version 21.U issued a sell short signal for mdy(sp400)
the program will go short the next trading day, at the open, using MDY and margin. If I see the futures way up Monday am, I may delay the order a bit, to go in after a pop.

If one were using a fund, it would be UIPIX, the profunds 2X bear fund based on the sp400 index. If so, theres no choice but end of day on Monday.

Anyway, over the 9.3 years of data, all sells including ‘sell short’ have gotten the best returns by being placed at the open. Imo, this is because there is many times a pop at the open, though it may well end lower.

Buys on the other hand, do better over time being placed as late in the day as possible, say past 3pm eastern. This goes back and dovetails with the performance of shorts, IE over 9.3 years, on average, the better buy price has been late in the day.

This rule is merely a best fit generalization, as in most of the time it’s the best way to go. Variation off these rules drops performance quickly a few points.

My website which explains the general details of how my program works is

www.angelfire.com/ma4/mr_cassandra/MainPage.html

I post public trade records at www.clearstation.com on the mdy, and uipix, umpix boards.
 
Latest version 21.W link for trades list

http://img465.imageshack.us/my.php?image=v21w9ad.png

The latest improvement I made in the program code was to add in the equity pc ratio as a final qualifier for original mvp buys, which are based on multi-day high spikes in vix and regular put call ratio.

This my own program, which while not as good as noconas hourly rsi system, is based on end of day, making it easier to place trades if you are employed full time.

Its not for sale but I do place public recs at clearstation.com mdy, umpix and uipix boards. I also distribute free an much older, out of use version to anyone who requests it by clearly stating they understand that I'm not offering investment advice and that version 7.7.3 is obsolete and out of use at [email protected].

The old code is more than enough to establish for you the style and structure of what I do.
 
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mr-cassandra,

I accept (though with a grain of salt) your intention, to keep your system proprietary. But as you change certain aspects regularly, why not deliver a more up to date version to those, who are interested. Before they will use it, you will be a step further anyway.

That you provide the signals for free, is very kind. But reading the iHub and CS I was never able to read your signal BEFORE, but always only AFTER you claimed the trade.

As you are an IT professional, it should be rather easy to set up a free site and e-mail delivery for your signals -especially as they are for next-day trading anyway.

Regards

Hittfeld
 
Morning Hittfeld

I appreciate how you worded your post, in light of past discussions we've had. My feelings on my 5 years work are that at the very least, I'm not giving it away, especially in light of how many armchair gurus and system critiques I've been entreated to, most of whom hadn't done much actual work themselves. We're living in a world where many people think a 1 minute glance at an oscillator will give them a grail system and are unwilling to do the long work anyone must do to eventually develop a working system. I'm not inclined to send out recent versions of my program so they can bypass the legitimate work we all should do. I work two jobs, pay alimony and my daughters college and I haven't noticed anyone running beside me and saying here let me help you out.

Therefore, I distribute a version which establishes a basis for what my posts talk about, but don't feel a need to pass out more advanced versions. On the other hand, I discuss enough aspects of my current work that an interested party who was willing to do a lot of work, could follow the tracks, if they chose. But when you consider I've got about 700 hours in, ask yourself how many want to follow that path, rather than chase some other easier-looking grail.

Secondly, I feel that it is a marketable product but I'm put off by the liability risk to financial reward aspect, being as I have enough capital to just continue on my own. What I mean is, consider the cost of an LLC, then legal disclaimers and advice etc. Lets say its 3-5000$. When I marketed thius at collective2.com, I delivered and was paid $30 per profitable signal. That would take one heck of a lot of subscribers just to offset the initial cost. Versus I can turn that kind of money just off my own capital.

As far as timely signals, most people who have an interest 'subscribe' to mr_cassandra at clearstation, and then automatically receive the emails when I place any buy-sell-short post. I do try to post there in as timely a manner as possible. CS emails are sometimes prompt other times slow.

You're correct , I could setup a site and deliver email signals, but at the current time I have no interest. IE why would I do that for free and I'm not interested in doing it for pay. My main motivation is to establish a public track record so that my posts refer back to something that can be checked at clearstation. I'm glad to discuss my thinking and latest changes like equity pcr, but I have no idea why I'd want to set up a here's the signals for free website.

I'd like to thank you again for how your post was worded and state that this post is a generalized opinion.



Hittfeld said:
mr-cassandra,

I accept (though with a grain of salt) your intention, to keep your system proprietary. But as you change certain aspects regularly, why not deliver a more up to date version to those, who are interested. Before they will use it, you will be a step further anyway.

That you provide the signals for free, is very kind. But reading the iHub and CS I was never able to read your signal BEFORE, but always only AFTER you claimed the trade.

As you are an IT professional, it should be rather easy to set up a free site and e-mail delivery for your signals -especially as they are for next-day trading anyway.

Regards

Hittfeld
 
One huge drawback of continuing program changes

My posts at clearstation identify which version produced the signal and/or if I 2nd guessed it (my fault, always a mistake).

Then I go on to other versions which usually always place 'some' of the trades at a different time. For example, version W with the eq pcr trigger places some original major buys 1-5 days later than the older versions of the program.

Long story short, this doesn't help anyone trying to follow what I'm doing.

mr_cassandra said:
I appreciate how you worded your post, in light of past discussions we've had. My feelings on my 5 years work are that at the very least, I'm not giving it away, especially in light of how many armchair gurus and system critiques I've been entreated to, most of whom hadn't done much actual work themselves. We're living in a world where many people think a 1 minute glance at an oscillator will give them a grail system and are unwilling to do the long work anyone must do to eventually develop a working system. I'm not inclined to send out recent versions of my program so they can bypass the legitimate work we all should do. I work two jobs, pay alimony and my daughters college and I haven't noticed anyone running beside me and saying here let me help you out.

Therefore, I distribute a version which establishes a basis for what my posts talk about, but don't feel a need to pass out more advanced versions. On the other hand, I discuss enough aspects of my current work that an interested party who was willing to do a lot of work, could follow the tracks, if they chose. But when you consider I've got about 700 hours in, ask yourself how many want to follow that path, rather than chase some other easier-looking grail.

Secondly, I feel that it is a marketable product but I'm put off by the liability risk to financial reward aspect, being as I have enough capital to just continue on my own. What I mean is, consider the cost of an LLC, then legal disclaimers and advice etc. Lets say its 3-5000$. When I marketed thius at collective2.com, I delivered and was paid $30 per profitable signal. That would take one heck of a lot of subscribers just to offset the initial cost. Versus I can turn that kind of money just off my own capital.

As far as timely signals, most people who have an interest 'subscribe' to mr_cassandra at clearstation, and then automatically receive the emails when I place any buy-sell-short post. I do try to post there in as timely a manner as possible. CS emails are sometimes prompt other times slow.

You're correct , I could setup a site and deliver email signals, but at the current time I have no interest. IE why would I do that for free and I'm not interested in doing it for pay. My main motivation is to establish a public track record so that my posts refer back to something that can be checked at clearstation. I'm glad to discuss my thinking and latest changes like equity pcr, but I have no idea why I'd want to set up a here's the signals for free website.

I'd like to thank you again for how your post was worded and state that this post is a generalized opinion.
 
Net new lows us mkt have now risen to zero

They were minus 7% about a week ago. Chartable as $nahl:$natot at www.stockcharts.com. Set chart type to line and then time span to 3 years to see relevant prior lows.

Also of note as to market condition, the $nasi and $nysi summations went green yesterday.
 
Link to mvp signal system thread

I have created this thread at Ihub, each post is a reply to the prior one, and they each explain one facet of the program. Latest version is 21.X and executed a long on mdy October.14, still open.

http://www.investorshub.com/boards/read_msg.asp?message_id=8696600

mr_cassandra said:
They were minus 7% about a week ago. Chartable as $nahl:$natot at www.stockcharts.com. Set chart type to line and then time span to 3 years to see relevant prior lows.

Also of note as to market condition, the $nasi and $nysi summations went green yesterday.
 
Now distributing v14 free as documentation

Sorry I never replied to your post, I don't get over here often. As to timely signals, clearstation gets worse by the month. I notice my signal emails now arrive up to 2 days later. If I ever set up a timely email svc, it would be thru collective2.com with a no pay if no gain billing arrangement.

At this point my current versions are far enough ahead that v14 hardly gives away the house, yet substantiates much more than 7.7.3.

When you have time I'd be interested in your own work and how things have been going.

v14 is available to any email which requests it by stating you understand I'm not offering investment advice at [email protected]

Hittfeld said:
mr-cassandra,

I accept (though with a grain of salt) your intention, to keep your system proprietary. But as you change certain aspects regularly, why not deliver a more up to date version to those, who are interested. Before they will use it, you will be a step further anyway.

That you provide the signals for free, is very kind. But reading the iHub and CS I was never able to read your signal BEFORE, but always only AFTER you claimed the trade.

As you are an IT professional, it should be rather easy to set up a free site and e-mail delivery for your signals -especially as they are for next-day trading anyway.

Regards

Hittfeld
 
I might have something for you

I just went and checked at clearstation.com's mdy board , which is the primary place I put the signals and each buy-sell-short recommend post has the date & time on it.

regards, Steve

Hittfeld said:
mr-cassandra,

I accept (though with a grain of salt) your intention, to keep your system proprietary. But as you change certain aspects regularly, why not deliver a more up to date version to those, who are interested. Before they will use it, you will be a step further anyway.

That you provide the signals for free, is very kind. But reading the iHub and CS I was never able to read your signal BEFORE, but always only AFTER you claimed the trade.

As you are an IT professional, it should be rather easy to set up a free site and e-mail delivery for your signals -especially as they are for next-day trading anyway.

Regards

Hittfeld
 
overview of v21.071 results

This program is the continuing result of 6+ years work. If you were to lay out all the prior versions, you would see a steady upward march in annualized return.
relevant statistics: (all numbers assume using full margin or proshares 2X funds)

in 10.9 years there have been 93 buys and 17 shorts, many of which are documented at clearstation.com.

Of those 110 trades 21 have been losers, with the worst at a loss of 4.4%

Max number of consecutive losers in a row 3, worst percent lost in such a string 6.7% (more if rolled trade to trade), call it 8%.

Worst drawdown 'during' a trade 19.9% (using full margin), but this trade and any others with large drawdowns, made a profit if held until completion.

The system averages 11 trades per year.

Worst year was 48% (2006 very low vix year)
best year was 142% (1998 high vix year)

To date the program has not had any losing years.

For an actual spreadsheet with an older version of my work, send an email request stating you understand I'm not offering investment advice to [email protected]. The older version 14 you'll receive is intended to let you establish for yourself the style and structure of what I do.
 
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v21.084 rebuy signal for 6/11/07

In the 11 year backtest there have been 72 rebuy signals so far and 19 have been losers. Dollars generated by winnes far outrank the losers.

below is a study of multiple, consecutive rebuy losers, bracketed by before and after winners.
Over the 11 years I see 3 times where there were 2 losers in a row, 1 where there were 3.
In each line below it starts with the winner which preceded the losing and the next winner..

+21.3% , -1.7% , -4.4% , +5.9%
+32.3% , -1.3% , -2.5% , +16.2%
+3.7% , -2.7% , -1.8% , +11.6%
+32.1% , -.4% , -2.2% , -2.6% , +11.2%

I distribute an older version 21 for anyone wishing to dig into the style and structure of what I do in a zipped excel file requested from [email protected], please state in the email that you understand that I'm not offering investment advice.
 
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yahoo group for mvp signal system

Clearstations emails arrive very slowly, if at all; these days.
I'm setting up a yahoo group in their investing section.
Anyone can sign up.

I'll post real time signals there and discontinue anywhere else. I'm going to start with a recap of the current and prior signal.

I'll also add tradelists in the file section, as well as the v21 version I have been distributing for free.

Its my intention to stay with the current version (21.084) unless I find some glaring error. I'm doing this to accumulate a real time track record with one, unchanged version.

I am also going to provide links to other systems like Merlin and Druster.

http://finance.groups.yahoo.com/group/mvpsignalsystem/
 
Afternoon H, I now privide the signals real-time before us mkts open at my yahoo group. In addition, I am compiling the real time trade results in a spreadsheet there.
 
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