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

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  1. #1
    PdP,

    Thank You for sharing your terrific work and daily updates.

    Lee

  2. #2
    Join Date
    Oct 2011
    Location
    Brugge-Belgium
    Posts
    394
    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

  3. #3
    Join Date
    Oct 2011
    Location
    Brugge-Belgium
    Posts
    394
    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

  4. #4

    thanks!

    pascal,

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

    have a great holiday,
    lisa

  5. #5
    Join Date
    Oct 2011
    Location
    Brugge-Belgium
    Posts
    394
    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

  6. #6
    Join Date
    Oct 2011
    Location
    Brugge-Belgium
    Posts
    394
    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

  7. #7
    Join Date
    Oct 2011
    Location
    Brugge-Belgium
    Posts
    394
    Update for March 14, 2012

    Status MFs:
    The VStpro model is still LONG since October 6, 2011
    The 20DMF has gone NEUTRAL yesterday March 13, 2012
    Following my judgement the Combo-MF goes now again to LONG
    The PM MF has turned SHORT on March 2, 2012

    My current trades:
    I am personally long DUST since March 5 and will enter long TQQQ at the open today

    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.
    Unless the 20DMF goes back to SHORT at EOD today, the Combo-MF will remain LONG tomorrow.

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

  8. #8
    Quote Originally Posted by pdp-brugge View Post
    Update for March 14, 2012

    The VStpro model is still LONG since October 6, 2011
    pascal,

    can you elaborate on the vstpro signal without giving away its proprietary components? i'm just trying to understand it a little better.

    thanks for posting these signals,
    lisa

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