So hard to say because this is not a runaway up market anymore, but it feels like FV is very close to being a viable model. I even know how to...
FV 1200.10. SPX 1,206.91. Edge < 7, so we take profits on the 14 units. Out the Sim swing trade 1206.91, ~ +10. The swing trades are getting...
FV. 1200.80. SPX 1,208.23.
trendlover, That is a good book. There is a section in it that was an eye opener for me. It gives this quote from Abraham Lincoln where he says...
Out daytrade ESZ0 at 1215.25, -5 1/2.
FV 1201.65. SPX $1,216.39. Edge > 14, so S SPX 1216.39 Sim. I give 75% odds of 1172 to 1182 SPX by Tuesday of next week.
They are all great movies, imo. There are plenty of people that don't think Star Wars is a great movie (and never saw it!), and there are people...
FV 1203.10. SPX 1,211.14. S ESZ0 1209.75
FV 1204.12. SPX 1,210.50. Out 1207.25. It is not convergence. I am trading FV as the entry, and a new strategy on the exits on the daytrades....
I would love to see more movies with great story lines. I don't care who stars in them. "Star Wars" had Harrison Ford as the only Known in the...
It depends if it is high frequency or not. Generally, ARCA is very expensive. If all you are doing are a few trades a day, ARCA, then NSDQ, then...
FV 1205.79. SPX 1,213.30. S ESZ0 1211.25 Daytrade
I can't post the value of FV constantly, so instead I will give you an overarching number: CoIntegration between FV and SPX today is close about...
Why not run all of them? It might give you an idea for another system ;-)
FV 1208.38. SPX 1,207.39. FV above SPX. I am not going to continue to say that FV is overestimating slightly. I went with this model and so be it.
I don't know why I didn't post this at the time when I posted my response above, but the Langlands Program is also an example of this:...
I learned something today that could add even more accuracy to the model. I won't be changing it any time soon, but I see a major idea for...
FV 1206.31. SPX 1,206.59. Oh my God, FV and SPX are trading in lockstep up and down, and the levels are staying more or less the same. I am not...
FV 1211.65. SPX 1,211.36. 100% convergence. In fact, how often we converge may be an indication of a models short term viability... FWIW, I...
Out 1211.25, -1 3/4. Indications that FV may be 100% converged with SPX when we open. This FV is where we went out yesterday, although I still...
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