Fyi on my own system

mr_cassandra

Well-known member
349 36
mvp signal system v21.C re-SELL signal

RE-SELL signal from mvp version 21C as of market close 7/6/04. This is a RE-sell signal and has resulted in a loss within the parameters seen throughout the 8 year back-test.

As mentioned at the website sells do better over the long run if executed at the open.

Further detail on this program can be seen at <a href=" http://www.angelfire.com/ma4/mr_cassandra/MainPage.html">website</a>

By reviewing the trades table at the site you can see this and the other real-time signals are all performing within system parameters (same type of results as seen over the 8 year back-test)

As mentioned in prior posts, I have to place my profunds cs recs the day after, the day after the actual signal, in order for cs to record the correct price you would have received.

Other boards for this signal mdy, umpix, _mid.x
 

mr_cassandra

Well-known member
349 36
Late post, was on vacation

There was a go short signal from v21 as of wed.nite. This was posted ln real-time at clearstation, as are many prior system trades.

mr_cassandra said:
Version 21.b SELL & go to cash signal

The best overall 8 year results have been if you take action on a SELL signal at the open.

For SP400 vehicles like mdy, iwm and ijh this is possible. For funds like Umpix you can only sell at end of today anyway.

This closes the 3rd round of real-time trades since the latest major revisions to the
<a href=”http://www.angelfire.com/ma4/mr_cassandra/MainPage.html”>MVP Signal System</a>
I will update the links to real-time trades at my website as time permits but bear in mind you can just look at closed trades by mr_cassandra at Clearstation and see the same thing.
Footnote on funds like Umpix, many brokerages charge a fee for trades lasting less than 180 days, usually $75.00 but do the math, if you made twice the profit, how’s your net after that fee?

In the future I will be posting buy/sell/short signals at the following Clearstation boards:
Mdy , umpix , mdpix , iwm , ijh , _mid.x and Uipix.

I am considering offering this as a paid e-mail advisory service after completing one year of publicly posted signals at Clearstation. If you have any interest in this please e-mail me at mr_cassandra@yahoo.com. You will not receives ANY spam emails from doing so and I will remove you from my list at any time you say.

In my normal brokerage accts I will be selling Umpix and Mdy and n my retirement accounts I will be selling whatever vehicles they had that I could use with this system-russell 2000 index in one and Smith Barney Sm.Cap.Growth Opp. In the other. When I get the receipts, I will make a followup post with those results.

Be sure to check on my closed recs the prior closed Mvp system short in Uipix, a recent offering from Profunds that allows 2X shorting in the SP400.

This program has been under development for almost four years and is currently in its 21st version. I distribute a much older version for the express purpose of people who are interested being able to examine the style of programming and the way it works with market indicators. My purpose in doing so is so that they can assure themselves of the basis for this, as opposed to ‘black box’ systems.
 

mr_cassandra

Well-known member
349 36
If so I will comply immediately

You are entirely correct that I'm considering that course of action in the future. If talking about that is a violation, I will discontinue immediately.

Good luck in your investments, Steve

Rognvald said:
Mr C
You seem to be advertising a system you probably intend to offer for sale in future. Can I in a friendly way draw your attention to the site rules please?

http://www.trade2win.com/info/terms.php
 

mr_cassandra

Well-known member
349 36
Follow up question

I read over the terms in the link you provided and they seem to say that a poster must not try to sell a product or service here. While I am in complete agreement with you that I may sell such a service in the future, I don't sell anything whatsoever at this time. (I'm assuming that before posting you had verified this by looking at my website)

Do you feel I'm in violation of this sites tos by pointing people to where and how they can verifiy my programs profits on another public posting board, where they are freely disseminated?

mr_cassandra said:
You are entirely correct that I'm considering that course of action in the future. If talking about that is a violation, I will discontinue immediately.

Good luck in your investments, Steve

QUOTE=Rognvald]Mr C
You seem to be advertising a system you probably intend to offer for sale in future. Can I in a friendly way draw your attention to the site rules please?

http://www.trade2win.com/info/terms.php
[/QUOTE]
 

mr_cassandra

Well-known member
349 36
Final Post

As my system is now a pay svc, I can no longer discuss here per tos, with which I agree.

My public track record is at clearstation.com on the mdy board. Anyone with further interest can get the links they would need there.

Good luck and good trades to all, Steve
 

mr_cassandra

Well-known member
349 36
update on mvp signal system

This system is no longer for sale or commercial in any way. Though it started off fine at www.collective2.com, racking up a winner and causing me to collect fees, I looked at the work to reward ratio and realized I was making so much more just trading my own money, why bother. Not to mention already being too busy with two jobs, divorce, daughters and new girfriend.
Anyway, sorry for ramble, point is I will be resum,imng posting as to how this mechanical system is doing. Lastest position is cash as of last week.
The system can be googled as mvp signal system.
Regards, Steve

mr_cassandra said:
As my system is now a pay svc, I can no longer discuss here per tos, with which I agree.

My public track record is at clearstation.com on the mdy board. Anyone with further interest can get the links they would need there.

Good luck and good trades to all, Steve
 

the blades

Experienced member
1,336 275
mr_cassandra said:
This system is no longer for sale or commercial in any way. Though it started off fine at www.collective2.com, racking up a winner and causing me to collect fees, I looked at the work to reward ratio and realized I was making so much more just trading my own money, why bother. Not to mention already being too busy with two jobs, divorce, daughters and new girfriend.
Anyway, sorry for ramble, point is I will be resum,imng posting as to how this mechanical system is doing. Lastest position is cash as of last week.
The system can be googled as mvp signal system.
Regards, Steve
Steve,

I will llook forward to your reports on the systems performance.

All the best.

UTB
 

mr_cassandra

Well-known member
349 36
semi-brief review

Current system status is in cash, from latest sell, which was 11/19/04
Bearing in mind only 2004 is real time, real money, over all system results thru start of bactest to today is
36.1% annualized over the 8.6 year time period.
10k to 140K in 8.6. years (doens't include taxes or commission)
61 trades , 18 of which were losers
Current version is 21F.
Results as stated are from using mdy, profunds enhanced funds would be much more.
8.6 year backtest is done with the exact same code and triggers, no changes anywhere thruout the entire time frame.

System makes trades that last from weeks to months, mainly and they are based on interrelated extremes in vix, put call, mclellan ratios etc. 2 observations I'd like to stress:

1. I know most folks here are shooting for much more return than 36% annual but I was just looking to substantially outgun a real good mutual fund.

2. This system would bore a real trader to tears or worse, its like watching paint dry.


Regards, Steve

the blades said:
Steve,

I will llook forward to your reports on the systems performance.

All the best.

UTB
 

the blades

Experienced member
1,336 275
mr_cassandra said:
Current system status is in cash, from latest sell, which was 11/19/04
Bearing in mind only 2004 is real time, real money, over all system results thru start of bactest to today is
36.1% annualized over the 8.6 year time period.
10k to 140K in 8.6. years (doens't include taxes or commission)
61 trades , 18 of which were losers
Current version is 21F.
Results as stated are from using mdy, profunds enhanced funds would be much more.
8.6 year backtest is done with the exact same code and triggers, no changes anywhere thruout the entire time frame.

System makes trades that last from weeks to months, mainly and they are based on interrelated extremes in vix, put call, mclellan ratios etc. 2 observations I'd like to stress:

1. I know most folks here are shooting for much more return than 36% annual but I was just looking to substantially outgun a real good mutual fund.

2. This system would bore a real trader to tears or worse, its like watching paint dry.


Regards, Steve
I'm interested in a system that may give me indicators as to the direction of the market and as such, the level of punt I take (dictated by a faster system) may be governed by this.

Also, as a momentum investor (with annual expectation around 30 - 35%) I like the idea of a contrarian system to compliment mine, to hopefully reduce drawdown.

It's difficult to know exactly what others achieve / expect but because of the ability to use leverage I'd rather a system that goes up in a straight line at "20%" than an extremely volatile one at "100%".


All the best.

UTB
 

mr_cassandra

Well-known member
349 36
Market direction indicators

You might want to look at charts of $nasi and $nysi at www.stockcharts.com I use them in mine program and they are a key part of trading signals. Its been my experience that its a very bad idea to trade against them. (don't be short when they are bullish and vice-versa)

the blades said:
I'm interested in a system that may give me indicators as to the direction of the market and as such, the level of punt I take (dictated by a faster system) may be governed by this.

Also, as a momentum investor (with annual expectation around 30 - 35%) I like the idea of a contrarian system to compliment mine, to hopefully reduce drawdown.

It's difficult to know exactly what others achieve / expect but because of the ability to use leverage I'd rather a system that goes up in a straight line at "20%" than an extremely volatile one at "100%".


All the best.

UTB
 

mr_cassandra

Well-known member
349 36
ytd results version 21.G

Using umpix for longs and uipix for shorts, these are closed trades for mvp signal system v21.G in 2004 so far

1/29/04 - sell from a rebuy long position +7.8%
3/10/04 - sell from a rebuy long position -.06% (loss)
4/14/04 - sell from an mvp-2-buy long position +3.4%
5/11/04 - close short position (via uIpix) +5.2%
6/15/04 - sell from an mvp-2-buy long position +8.2%
8/18/04 - close short position (via uIpix) +1.4%
9/24/04 - sell from over-ride buy long position +6%
10/11/04 - sell from re-buy long position -3.0% (loss)
11/22/04 - sell from re-buy long position +8.6%
current position is cash.

This would have turned 10,000 into 14,279 this year so far.

Couple notes: these are profunds 2x mdy numbers, my website and spreadsheet are all based on mdy.
Also, I was working on an improvement (LOL) and missed the trade which ended 11/22/04. Threw the improvement out.
 

mr_cassandra

Well-known member
349 36
YTD results using profunds 2x funds

28% so far. Probably thats it. Volatility (and performance) seems to be coming down as we leave the nasdaq bear further behind.
 

mr_cassandra

Well-known member
349 36
Still in cash awaiting next signal

Net new lows are increasing, this factor is an excellent accompaniement to an original mvp buy signal (high vxi/pcr spike).
Net new lows may be graphed at www.stockcharts.com as $nyhl:$nytot and $nahl:$natot. By dividing (highs minus lows) by total actives, you get a factored result which is comparable year over year as the markets grow and/or shrink.


mr_cassandra said:
28% so far. Probably thats it. Volatility (and performance) seems to be coming down as we leave the nasdaq bear further behind.
 

mr_cassandra

Well-known member
349 36
Short signal for sp400 as of 1/13/05 close

mvp signal system v21.G go short signal for the sp400. I will be using UIPIX from profunds for this trade.
 
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