Fyi on my own system

mr_cassandra

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#1
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

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#2
Additional Mvp v21 trades update

After the sell trade I posted 6/14, to be executed 6/15 at the open, there was a 're-buy' signal on the 16th and a re-sell signal on the 18th.

I post all the trades at www.clearstation.com but am unhappy with how their system gets the price.

As an example, my trades are always done the next trading day after the signal. Buys are done as late as possible in the day whereas sells and/or sell short is done at the open.

Clearstation tends to take & record the price it sees at the moment. This means that you'd have to sit at your terminal and hit the send key at the exact, correct moment to accurately record the open price.

The problem is worse with funds. Umpix, like many other funds, trades at 4pm, when done thru a brokerage acct.


So Friday nites sell signal means I should be getting Monday 6/21 4pm close umpix price. To do this effectively at clearstation, I'll need to put in the sell Tues am so their software will grab the Monday 4pm price.

This is all bit cumbersome, but I'm trying to put my results out in the public eye in a way anyone can verify.

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

http://clearstation.etrade.com/cgi-...Name=recommend&usernm=mr_cassandra&Event=open


Regards, Steve
 

mr_cassandra

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#4
mvp signal system components

pkfryer said:
What are the main components of your system?
They are (m)clellan summation ratios, (v)ix and (p)ut call ratio, hence the acronym mvp.

Essentially the system looks for verifiable extreme points which have accompanied prior tradeable tops/bottoms and then cross checks with various of its components to validate the signal.

I have enough historical data built in to be able to side-step occassional distortions which can be seen in vix, pcr and the mclellans. IE sometimes the vix can and does change ranges in a serious way. pcr is much less prone to that but can shift its range at least 10%.

It goes without saying that such a system can not achieve laser-precision, but that being said, if you look over the table of trades, its close enough to be far superior to buy and hold, in fact not even close.

Last but not least, its truly only the real-time trades Ive been posting at clearstation that matter. Back-tests are nice theorretical studies, but what a system does in real time is really all that matters.

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

You can review my publicly posted trades by looking at the recommendations page for mr_cassandra at www.clearstation.com

Regards, Steve
 

mr_cassandra

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#6
mvp system re-buy signal

as of close Wed. June 23

I'll place the umpix post tomorrow am so clearstation records tonites close.
As noted in past posts on clearstation mdy/umpix boards, re-buys are much more prone to whipsaws than normal mvp signals, however they are winners more than losers.

Over the 8 year back-test, buys have been more profitable if placed late in the day; whereas sells work out better if done at the open.

Trades recorded under mr_cassandra at www.clearstation.com

More details of the system at http://www.angelfire.com/ma4/mr_cassandra/MainPage.html
 

mr_cassandra

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#7

mr_cassandra

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#8
Contrarian indicators

ever since I read Zweig's book 'winning on wall st' years ago, I've been hooked on contrarian indicators. I even developed my own, called 'net new lows' which calculates the raio of new highs to new lows versus the total actives. That way you get a comparable factor year after year.

My own trading system uses vix and pcr as well as others to gauge fear levels and buy, or coplacency and sell.

Link below

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

mr_cassandra

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#11
spreadsheet documentation

theknifemac said:
Link works for me, but it does feel like I've stumbled into a Rudd Van Nist fan club.

Stew
If its of any interest to other people developing mechancial investing systems, I supply an older version gratis for the main purpose of documenting the style and manner of how my system works. Just send an email stating you understand I'm not offering investment advice and that version 7.7.3 no longer in use to mr_cassandra@yahoo.com
 

mr_cassandra

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#12
mvp signal system spreadsheet

If its of any interest to other people developing mechanical investing systems, I supply an older version gratis for the main purpose of documenting the style and manner of how my system works. Just send an email stating you understand I'm not offering investment advice and that version 7.7.3 no longer in use to mr_cassandra@yahoo.com
 

mr_cassandra

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#13
colors and formats

tradertim said:
The last link just brings up a blank orange coloured page!
Morning Tim,

You address a good point that I'm working on. My own preference for broght letters pnm a black background tends to put people off, hence they react to the format not the system.

I'm trying to mellow the pages out. Any input on user friendly color sets and/or the mvp system welcome.

I'm putting real-time trades on clearstation so differentiate myself from people with just a theory.(also am doing them with my own money in real-life)

regards Steve
 

mr_cassandra

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#15
Expecting a sell signal

Another down day or two should cause a rollover in the $nasi/$nysi and in turn cause a sell signal from my program.

I post the trades for real time results at www.clearstation.com boards mdy, umpix, and _mid.x among others.

General explanation of the program can be found at the link below and I apologize for how many popups angelfire has begun to do.

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

I also distribute an older version of the program as documentation/verification of the concept to anyone requesting it. The file is 'zipped' and is a microsoft excel file. If you have any interest in the programming of this mechanical trading system, just send an email stating that you understand I'm not offerring investment advice and that version 7.7.3 is out of use to mr_cassandra@yahoo.com

To date system performance is just over 35% annualized and double that if using profunds.