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manucastle
05-23-2012, 11:01 AM
Pascal,

Like me you will have probably been losing money over several months following the IWM Robot.

This is a VERY difficult period for any system to make money.

A question occured to me recently :-

When you originally ran all the Robot tests IWM came out the best performer.

Will this always be the case ?

How often will you re-test QQQ,SPY, MDY etc against the performance of IWM to see if things have changed ?

Thanks in advance.

Trev

Pascal
05-23-2012, 11:30 AM
Pascal,

Like me you will have probably been losing money over several months following the IWM Robot.

This is a VERY difficult period for any system to make money.

A question occured to me recently :-

When you originally ran all the Robot tests IWM came out the best performer.

Will this always be the case ?

How often will you re-test QQQ,SPY, MDY etc against the performance of IWM to see if things have changed ?

Thanks in advance.

Trev

I understand that this situation is difficult for any system, but still, the IWM Robot has been a disappointment.
Hopefully, the 20DMF will now be able to catch market changes and guide the IWM Robot better than in the past.

Regarding your question: IWM is more volatile than SPY and hence, when you are in the right market direction, IWM would outperform SPY, but it would under perform it if you are in the wrong direction.

These days, the problems originating from Europe, I have been using SDS for the Short positions and UWM for the long positions. I never tested QQQ, which is mainly following AAPL.



Pascal

Pascal
05-23-2012, 11:34 AM
By the way, today, the OB/OS opened above the -70 protection limit. If we close below that limit, we will be in a protection mode (in cash) on the 20DMF RT.

The 20DMF EOD needs first to go over that limit and then cross down below it to be protected.



Pascal

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