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

[pdp-brugge]

Harry,

That is one of the faults of the VSTpro: going (and staying) below the MA at a time that the slope of that MA is not going down for two days in a row yet.
This kind of a situation does not happen frequently but it can (and it has) happened.
Therefor I started to do some research in combining the VSTpro with another market trend filter, in my case the 20DMF.
The 20DMF also has its flaws. For example just missing by 0.3 the level of OS and therefor not going long end December 2011.
The Combo-MF, which is a combination of the VSTpro and 20DMF, proves to be working all the time, because it is a model that goes to a neutral state if both "parents" do not agree.

PdP

[pdp-brugge]

Update for March 15, 2012

Status MFs:
The VStpro model is still LONG since October 6, 2011
The 20DMF is still NEUTRAL since March 13
Following my judgement the Combo-MF is LONG
The PM MF is still SHORT since March 2 but oversold since yesterday March 14

My current trades:
I am personally long TQQQ since yesterday March 14
I closed my long DUST trade yesterday due to the GDX Intraday Comment and one of best trades yet (27,25% in 9 trading days)
I am staring a new NUGT trade 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

[yakovcohen45]

Daer Pdp.

Excellent work !!!

Can you share with us where you are getting the VST pro data for each day (Long or Short) ?

Thank you and again wonderful work !

Yakov Cohen

[pdp-brugge]

Update for March 16, 2012

I am writing this just after the close of March 15 because tomorrow I will not have any internet connection

Status MFs:
The VStpro model is still LONG since October 6, 2011
The 20DMF is still NEUTRAL since March 13
Following my judgement the Combo-MF is LONG
The PM MF is still SHORT since March 2 but oversold since March 14

My current trades:
I am personally long TQQQ since March 14 and long NUGT since March 15

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 next trading day.
Unless the 20DMF goes back to SHORT at EOD tomorrow, the Combo-MF will remain LONG for the Monday session.

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

[pdp-brugge]

Update for March 19, 2012

Status MFs:
The VStpro model is still LONG since October 6, 2011
The 20DMF is still NEUTRAL since March 13
Following my judgement the Combo-MF is LONG
The PM MF is still SHORT since March 2 but oversold since March 14

My current trades:
I am personally long TQQQ since March 14 and long NUGT since March 15

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 next trading day.
Unless the 20DMF goes back to SHORT at EOD today, the Combo-MF will remain LONG for the Tuesday session.

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

[pdp-brugge]

Update for March 20, 2012

Status MFs:
The VStpro model is still LONG since October 6, 2011
The 20DMF is still NEUTRAL since March 13
Following my judgement the Combo-MF is LONG
The PM MF is still SHORT since March 2

My current trades:
I am personally long TQQQ since March 14 and long NUGT since March 15
I am going to close my NUGT trade at the opening 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 the next trading day.
Unless the 20DMF goes back to SHORT at EOD today, the Combo-MF will remain LONG for the Wednesday session.

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

[pdp-brugge]

Update for March 21, 2012

Status MFs:
The VStpro model is still LONG since October 6, 2011
The 20DMF is still NEUTRAL since March 13
Following my judgement the Combo-MF is LONG
The PM MF is still SHORT since March 2
The GDX RT is still LONG since March 14

My current trades:
I am personally long TQQQ since March 14
I am going to open a new long trade in GDX 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 the next trading day.
Unless the 20DMF goes back to SHORT at EOD today, the Combo-MF will remain LONG for the Thursday session.

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