ETF Individual Back Test Results

by: Bill Zimmer November 25, 2009 at 10:19 am

A live test has been and will continue to be run on a short term ETF trading system.  It is being run this way to give you “a feel” for how everything works, as if it were coming from some guru, somewhere.  Rather than just showing a history, I’m allowing you to witness something in action. Do you like it? Do you hate it? Are you not as yet sure?

Whatever your answer is, it is the correct answer for you.  It matters only to you and not to anyone else.  No system is suitable to all.  Up until this point the Prudent Trader’s system work has involved trend following only.  This is a mean reversion system.  A mean reversion system is basically looking at a rubber band that has been stretched too far; it’s time for a snap back.

In the navigation bar to the left go to the fourth item down ETF TRADING SYSTEMS -> Scroll to the bottom of the page and click on -> Live Tests of Short-Term Trading Systems -> Then Google Spreadsheet for the trades as they occur and now click on Tab 3 -> Back Tests for the individual back tests of this system on 81 ETFs.

These ETFs are divided into Asset Allocation Categories:

  • International Equities
  • Bonds
  • Commodity
  • Major Market
  • Sector and
  • Currency

This is a read-only spreadsheet.  Feel free to copy the data to your computer.  As the live testing continues, probably through the end of the year, I will be working on a rules paper with the full system description and methods for any member to use as they see fit in the future.

See you Monday -

Enjoy and have a wonderful Thanksgiving Holiday!!

ETF Range Projections & A Quote to Start the Day

by: Bill Zimmer November 25, 2009 at 7:45 am

You will run out of money before a guru runs out of indicators.

- Neal T. Weintraub

Check ETF Trading Systems in Navigation then Live Test for any signals today.

For more detailed economic data click “Today’s Calendar” in the navigation bar to the left. Picture 1

Overseas markets, with the exception of Shanghai which has been a bit volatile this week, are little changed: Nikkei 225 +0.43%, Hang Seng +0.84%, Shanghai +2.07%, DAX+0.49%, and the FTSE 100 +0.61%.

At about 7:40 AM ET, prior to the Durable Goods, Jobless Claims, and Personal Income reports at 8:30 and other reports later the futures are indicating a better open: Dow +31, S&P +3.9, NAZ +7.8, Oil +$0.29 and Gold +$13.70.

Picture 1

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

have a great day!

Page 818 of 1,036« First...816817818819820...Last »