Combo-MF, a simple and robust trading strategy ?!?

[manucastle]

Using the time free because of the current neutral state the 20DMF is in, I did some back testing to find an easy trading strategy.
I have written a paper about it and publish it here.
Because my native language is Dutch there is a possibility that my writing in English is not perfect.
I have only been trading for 1½ year and consider myself still very novice.
There are certainly more brighter and more experienced people in this forum.
The idea behind this paper is to obtain feedback.
The results are quite good to my personal humble opinion.
Maybe too good to be true…
Any feedback is more than welcome

PdP-Brugge

Attachment 13180

Will you be posting your signals here going forward ?

Trev

[pdp-brugge]

Thanks for the feedback.

I am going to share the status of Combo-MF in this thread.

The VStpro model is LONG since October 6, 2011
The 20DMF is NEUTRAL since January 4, 2012
Following my judgement the Combo-MF is LONG
The PM MF has turned SHORT on March 2, 2012
I am personally long TQQQ since January 5, 2012 and am going long DUST tomorow March 5th at the open.

Disclosure: this information is not an investment advice on what to trade next

[mklein9]

PdP, this is very interesting work and I for one am very interested in how it looks with more analysis and feedback from other members.

While the EV RT system may work well, I am no longer in the position of being able to use it as I am suddenly working at a real job (startup) and cannot react during the day to RT signals. Infrequent trade setups before the open is a strategy that is quite attractive to me.

Thank you for the initiative and the analysis work.

-Mike

[manucastle]

Thanks for the feedback.

I am going to share the status of Combo-MF in this thread.

The VStpro model is LONG since October 6, 2011
The 20DMF is NEUTRAL since January 4, 2012
Following my judgement the Combo-MF is LONG
The PM MF has turned SHORT on March 2, 2012
I am personally long TQQQ since January 5, 2012 and am going long DUST tomorow March 5th at the open.

Disclosure: this information is not an investment advice on what to trade next

Thanks PdP, I will be watching with interest.

Trev

[Pascal]

Thanks for the feedback.

I am going to share the status of Combo-MF in this thread.

The VStpro model is LONG since October 6, 2011
The 20DMF is NEUTRAL since January 4, 2012
Following my judgement the Combo-MF is LONG
The PM MF has turned SHORT on March 2, 2012
I am personally long TQQQ since January 5, 2012 and am going long DUST tomorow March 5th at the open.

Disclosure: this information is not an investment advice on what to trade next

PDP,

I like the idea of using the MF/EV method with other methods.
Since you want to continue updating us with the method results, I will be this thread "sticky," so that it appears at the top of the list.


Pascal

[pdp-brugge]

Pascal,

Thanks for making this threat “sticky”. I am going to post each day the current settings of the Combo-MF model.
The research/back tests that I have done on the Combo-MF idea is just a mind teaser for me. I want to learn to trade in a professional way and become good at it.
I have the time to learn and a serious technical background in accounting and software development. I am not visual skilled and find it very hard to see, recognize or trust patterns on a quote chart. Therefore I look at numbers and try to find patterns or connections between the different numerical information that is at hand in the financial market.
My intention is to create a mechanical trading system that I can trust because I have back tested it myself. Such a system must have as few as possible decision knobs because otherwise I find it too rigid for failures.
I have a way that I trust my intuition but only after I have trustworthy evidence. My intuition tells me that there should be a way to build a mechanical trading system with the EV data at hand for trading the best stocks in the best sectors. A mechanical trading system that I would trust would have to work without human intervention to exclude the most common errors in trading: fear and greed.
I have some ideas and would like to do thorough research and back testing. Since I only have been a member of this forum since October 2011, I only have 5 months of EV data on individual stocks.
Is there a way that I can obtain EV data for individual stocks as far back as possible?
I think I would need the values “Strength Aver Tot EV”, “Extension Tot EV”, “LER” and “Rating” for each stock for every day.
How can I collect this information?
PdP