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

[pdp-brugge]

Update for March 6, 2012

Status MFs:
The VStpro model is LONG since October 6, 2011
The 20DMF is NEUTRAL since January 4, 2012
Following my judgement the Combo-MF is still LONG
The PM MF has turned SHORT on March 2, 2012

My current trades:
I am personally long TQQQ since January 5 and I am long DUST since March 5

Possible changes:
If the 20DMF is EOD below 0 and the Avg Tev of the four inversed ETFs is higher than 4%, then the 20DMF will go SHORT
The VSTpro will remain LONG as long as the moving average of the S&P500 is not going down for 2 days in a row (this is part of the code behind the VSTpro MF)
So there is a possibility that the Combo-MF might go to CASH at the end of this day

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

[pdp-brugge]

Update for March 7, 2012

Status MFs:
The VStpro model is still LONG since October 6, 2011
The 20DMF is SHORT since March 6, 2012
Following my judgement the Combo-MF is now in CASH
The PM MF has turned SHORT on March 2, 2012

My current trades:
I am personally long DUST since March 5
My long TQQQ trade has hit his trailing stop-loss yesterday but would have closed today at the open anyway because of the conflict between VSTpro and 20DMF

Possible changes:
If the VSTpro goes SHORT EOD then the Combo-MF will also go SHORT
The VSTpro will go SHORT if the moving average of the S&P500 is going down for 2 days in a row, if the high of the day is above the moving average and if the close is lower then the open (part of the proprietary code of the VSTpro)
So there is a possibility that the Combo-MF might go to SHORT at the end of this day

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

[lguthrienyc]

PdP,

Thank You for sharing your terrific work and daily updates.

Lee

[pdp-brugge]

Update for March 8, 2012

Status MFs:
The VStpro model is still LONG since October 6, 2011
The 20DMF is SHORT since March 6, 2012
Following my judgement the Combo-MF remains in CASH
The PM MF has turned SHORT on March 2, 2012

My current trades:
I am personally long DUST since March 5

Possible changes:
Because the slope of the moving average of the S&P500 went up again yesterday, there is no possibility that the VSTpro will go SHORT at the end of the day.
Therefor the Combo-MF will stay in CASH tomorrow unless the 20DMF goes LONG again.
If the Money Flow of the 20DMF goes above 0 EOD then the 20DMF will go to NEUTRAL and then the Combo-MF will go LONG again tomorrow.

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

[pdp-brugge]

Update for March 9, 2012

This post is written directly after the market closing time because I am going on a holiday and have a plane to catch tomorrow very early in the morning.

Status MFs:
The VStpro model is still LONG since October 6, 2011
The 20DMF is still SHORT since March 6, 2012
Following my judgement the Combo-MF remains in CASH
The PM MF has turned SHORT on March 2, 2012

My current trades:
I am personally long DUST since March 5

Possible changes:
Because the slope of the moving average of the S&P500 went up again on Wednesday and also today, there is no possibility that the VSTpro will go SHORT at the end of the trading day (Friday March 9).
If the Money Flow of the 20DMF goes above 0 at the end of the trading day (Friday March 9) then the 20DMF will go to NEUTRAL and then the Combo-MF will go LONG again on Monday.

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

[lisa]

pascal,

thanks for posting these and for paper you wrote regarding your studies!

have a great holiday,
lisa

[pdp-brugge]

Update for March 12, 2012

Status MFs:
The VStpro model is still LONG since October 6, 2011
The 20DMF is still SHORT since March 6, 2012
Following my judgement the Combo-MF remains in CASH
The PM MF has turned SHORT on March 2, 2012

My current trades:
I am personally long DUST since March 5

Possible changes:
Because the slope of the moving average of the S&P500 is still going up, there is no possibility that the VSTpro will go SHORT at the end of the trading day Monday March 12.
If the 20DMF goes to NEUTRAL at EOD Monday then the Combo-MF will go LONG again on Tuesday.

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

[pdp-brugge]

Update for March 13, 2012

Status MFs:
The VStpro model is still LONG since October 6, 2011
The 20DMF is still SHORT since March 6, 2012
Following my judgement the Combo-MF remains in CASH
The PM MF has turned SHORT on March 2, 2012

My current trades:
I am personally long DUST since March 5

Possible changes:
Because the slope of the moving average of the S&P500 is still going up, there is no possibility that the VSTpro will go SHORT at the end of this trading day.
If the 20DMF goes to NEUTRAL at EOD today then the Combo-MF will go LONG again tomorrow.

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