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[QUOTE=manucastle;23860]Thanks for your comprehensive and valuable reply Pascal :O)
Trev[/QUOTE]
Pascal, you use TQQQ for the market. Have you tested if the model would improve or be more stable if you used XLK as a further confirmation of trend for risk control ?
Trev
Trev,
A while back, I did a very comprehensive research to find the "best" instrument for trading the Combo-MF signals. Out of that work, I deducted the use of TQQQ.
Because I always want to keep my eyes open for a changing environment, I have just made a small comparison between TQQQ and TECL (the 3x ETF for XLK) with the Combo-MF signals between January 2010 and now. This back test confirms that TQQQ is still the best vehicle.
[QUOTE=pdp-brugge;23862]Trev,
A while back, I did a very comprehensive research to find the "best" instrument for trading the Combo-MF signals. Out of that work, I deducted the use of TQQQ.
Because I always want to keep my eyes open for a changing environment, I have just made a small comparison between TQQQ and TECL (the 3x ETF for XLK) with the Combo-MF signals between January 2010 and now. This back test confirms that TQQQ is still the best vehicle.[/QUOTE]
Thanks Pascal, good to see you are constanly adapting to current conditions. Very neccassary in todays markets.
Trev
Pascal,
I recently questioned SPX "Open" values and confirmed (via this forum) that they are not really indicative of the market open since not all securities not starting trading at exactly 9:30. I know VST uses Open values in it's calculations and wonder if you looked at the difference in signals when comparing to say SPY? I did a rough check and found quite a few signal differences.
I question aloud how much better VST could be if it's signals were not generate off of fictitious data? Could a MA be optimized for SPY for even better returns? Maybe not? Have you considered this?
Harry
Harry,
The last days I have been busy with optimizing exactly that: finding the most optimal MA parameters.
It takes a lot of testing but my goal is to combine the different EV signals (20DMF, the 9 S&P sub-components and PM) with their appropriate VSTpro counterpart signals.
For each tradable EV signal could/should be a comparable VSTpro signal.
Out of this ongoing work I hope I will be able to digest more efficient combined signals.
I will present my results once they are done.
PdP
The XLK model has now a SHORT signal. I will not follow this signal because my back test statistics have learned me that following a SHORT trade when the 20DMF is not SHORT is not beneficial.
No changes in signals nor trades.
The 20DMF has signaled a SHORT signal yesterday. All the models that I follow have now a SHORT signal. I am going to open the corresponding new trades at the open today. Let's hope I won't be trying to catch a falling knife...
No changes
No changes