New Robot model ?

[manucastle]

Pascal/Billy.

Any clues on which new Robot instrument we will get next ?

Trev

[Pascal]

We have been working on a 20DMF based SPY robot.
This Robot produces better returns than the 20DMF, but worst returns than the IWM Robot.

We have decided not to publish this SPY robot for now.
We'll be looking at the QQQ's and/or an energy linked robot.

I wonder what Robot this group would prefer to get.


Pascal

[Mike]

Pascal,

Given the possible monetary defaults and currency debasement that seem to be inevitable it seems to me that the most important service to the community would be Robot that is commidity based.

Mike Scott
Tarzana, CA

[manucastle]

Pascal,

Given the possible monetary defaults and currency debasement that seem to be inevitable it seems to me that the most important service to the community would be Robot that is commidity based.

Mike Scott
Tarzana, CA

Mikes idea of a commodity based Robot is a good one. Also a new 3x long/short ETF has just appeared - Direxion Daily Agribusiness Bear 3X (COWS) and Bull 3X (COWL).

For me, any instrument where I can buy a bull/bear 3X ETF is a better choice than not having the ability.

Trev

[ernsttanaka]

One robot which IMO would have great value would be a VIX robot.

But I think to build a VIX robot you will completely rethink the internals works of such a robot.

And secondly I can think of a robot for the Treasuries.


Both are great indicators to stock market health and could be a scaffold to the DMF20 model

Ernst

[rosum@sympatico.ca]

I'd really like to see a SPY Robot. Are you just shelving it pending more research or do you consider it "off the table" for good?

Thanks,

Bob Atkinson

[asomani]

I'd really like to see a SPY Robot. Are you just shelving it pending more research or do you consider it "off the table" for good?

Thanks,

Bob Atkinson

I would also like to see a SPY robot.

I understand the performance may be worse than the IWM Robot. Possible reasons for this include the general outperformance of small caps than large caps in recent years and the beta of IWM vs SPY (I think the beta of IWM is about 1.18 or so).

[Pascal]

I would also like to see a SPY robot.

I understand the performance may be worse than the IWM Robot. Possible reasons for this include the general outperformance of small caps than large caps in recent years and the beta of IWM vs SPY (I think the beta of IWM is about 1.18 or so).

Here are two return tables (with stats included, but no pivots).
The LT signal is for both linked to the 20DMF.





SPY data is until May 20 (when I did that work). IWM is until yesterday.
Both start in August 2007

Pascal

[Adriano]

Commodities, Treasury, VXX, all good IMHO. If leveraged even better, but liquid. Personally not interested in SPY or QQQ.

[manucastle]

Some other ideas :-

Mid Caps.
Real Estate.
China.
Emerging Markets.
Semiconductors.

(Plenty of volatiilty here !).

All the above have 3X Long/Short ETF's available.

Trev