Hi Kevin, Thanks for the encouragement. That is certainly a possibility and a challenge that I am up for! I'd like to combine just 3...
Nothing makes me think it is better than a continuously re-optimized MA crossover because I haven't tried that one yet. Do you have any results...
The labels at the bottom of the chart are for month names. Daily mean reversion was strong leading up to the last major bottom. Since then it...
Introduction This post features an adaptive autoregressive momentum âtrading systemâ. The system trades the short-term daily trends of the SP...
I have restored files using Mozy. It was easy and fast enough. Don't rely on external hard drives if you value your data!!! Using an external hard...
I am going to stop posting signals. The signals over the last couple of months have been dreadful. I am moving forward and want to keep the latest...
Kevin, I've been hard at work on a few fronts, one of them being the incorporation of a trend following strategy. I've been hit hard a few...
Signal for Fri Mar 13, 2009 MOC: Short Trading Instructions for Fri Mar 13, 2009 None Open Position Short 1 ESH9 @ 687.25 Closed Net...
Signal for Wed Mar 11, 2009 MOC: Short Trading Instructions for Wed Mar 11, 2009 None Open Position Short 1 ESH9 @ 687.25 Closed Net...
This is a fair comment that I completely accept. Over the last 15 years or so these high vol coupled with low mean reversion conditions have been...
Signal for Mon Mar 9, 2009 MOC: Short Trading Instructions for Mon Mar 9, 2009 None Open Position Short 1 ESH9 @ 687.25 Closed Net...
Signal for Fri Mar 6, 2009 MOC: Short Trading Instructions for Fri Mar 6, 2009 Sell 2 ESH9 MOC Open Position Long 1 ESH9 @ 836.00...
Signal for Wed Mar 4, 2009 MOC: Long Trading Instructions for Wed Mar 4, 2009 None Open Position Long 1 ESH9 @ 836.00 Closed Net...
Signal for Mon Mar 2, 2009 MOC: Long Trading Instructions for Mon Mar 2, 2009 None Open Position Long 1 ESH9 @ 836.00 Closed Net...
Signal for Fri Feb 27, 2009 MOC: Long Trading Instructions for Fri Feb 27, 2009 None Open Position Long 1 ESH9 @ 836.00 Closed Net...
Signal for Tue Feb 24, 2009 MOC: Long Trading Instructions for Tue Feb 24, 2009 None Open Position Long 1 ESH9 @ 836.00 Closed Net...
I think the way to go is to adjust the size of the stop loss based on the current volatility. Also, the number of contracts traded should be...
Signal for Fri Feb 20, 2009 MOC: Long Trading Instructions for Fri Feb 20, 2009 None Open Position Long 1 ESH9 @ 836.00 Closed Net...
Signal for Tue Feb 17, 2009 MOC: Long Trading Instructions Tue Feb 17, 2009 None Open Position Long 1 ESH9 @ 836.00 Closed Net Profit...
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