Tomorrow's index forecasts posted each evening

[cpw]

Daily position sizes ranging from -10 (full short) to +10 (full long) are given each evening
for the S&P500 and FTSE indexes.
You may follow along in real time to verify just how good these forecasts really are!
They are free to look at each evening, and are for the next traded day's action.
Trades could be placed at tomorrow's open (based on this evening's forecast value). Each morning, the net position is then adjusted to match the forecasted net position (or some gearing of it, depending on your risk tolerance.)
I post them each evening at around 7:00 pm Eastern (24:00 UTC).
Let me know if the format is clear enough. Haven't got a single question/response yet. (Too confusing?) See: http:/itrac.com/fore/ and let me know what you think!
I have recently been released from a contractual non-disclosure agreement, and am free to post these forecasts. You will find none better. Check out the steady profit stream through the most recent market turmoil. This system has been 30 years in development,
and the recent extreme market events along with financial institution meltdowns has freed me to make the results public and free! I would be happy to discuss the workings of the model, simulator, and algorithms used, if anyone is interested.

Thanks!
Chris

 

[cpw]

Typo in URL. Should be ::: My Homepage :::

 

[ollytrader]

Hi CPW, i am new here on this forum site.
But i think the chart you showed us is a bit difficult to understand.
Are these indicaters or is this a chart from the S&P 500?
does it indicate we are going up or down monday?

Can u give me some more explenation about your strategy?

Regards,

Olivier

 

[djraley]

I don't see it? Where to we find this forcast?

 

[cpw]

I don't see it? Where to we find this forcast?

Sorry about the typo in the URL in the first posting.

The correct URL is: ::: My Homepage :::

After clicking on the disclaimer (first log-in), select either the S&P, or the FTSE forecast.

Thanks for your interest!
CPW

 

[cpw]

Hi CPW, i am new here on this forum site.
But i think the chart you showed us is a bit difficult to understand.
Are these indicaters or is this a chart from the S&P 500?
does it indicate we are going up or down monday?

Can u give me some more explenation about your strategy?

Regards,

Olivier

Hi Oliver,
Monday's S&P forecast is +2. That could be interpreted as slightly positive (long).

More specifically, each days forecast (ranging from -10 to +10) is your net position target multiplier for that day. For example, if your maximum risk exposure was determined to be 10 SPY's (ETF's), then for Monday, with a forecast of +2, your net position would be long 2 SPY's.

If you max risk was determined to be 100 SPY's, then your net position would be long 20 SPY's, etc.

I've included a data link on each page, which gives the last 18 years of forecasts, along with the synchronized S&P futures quotes in an excel spreadsheet. There you can calculate daily p&L's, max drawdowns, drawdown run lengths, Sharpe and Sterling ratio's, or any other metric you choose. Each evening, the system is updated with a new "net position multiplier", ranging from -10 (full short) to +10 (full long). Very simply you then adjust your market position to match the recommend position at your next trading opportunity.

Hope I haven't got it too complicated.

Thanks for your interest!
CPW

 

[welshandy1]

hey Chris,

interesting stuff!

Thanks for the link, I will check the forecasts against the results this week. The figures seem a little out for the big market moves (eg forecasting longs the day before the market moves down considerably) but I guess thats only to be expected. Do you trade this system yourself? If so, Im wondering for how long, and what your overall percentage return has been? I will definately keep an eye on this.

cheers
Andy

 

[Pat494]

Just a quick look at your recent form on S&P 500

won 2 lost 4 out 3

won 39.3 pts
lost 64.7 pts