Tuesday, December 01, 2009

TZA system stats



Up 25.57% since November 10, 2009

8 comments:

Allan said...

Note, about half of the trades were net losers. The other half were net wins and not only did the net wins recover all losses from losing trades, they went on to post a 25.57% gain in twenty calendar days.

A

Sean said...

Allan, is 12.17 the signal to go long? Still trying to figure out. Many thanks.

Allan said...

Sean:

12.17 is (or was) the then current price of TZA, so I can put up stats of current trade. In this case, current trade was a SELL late in day Monday @ 12.87.

As of now, Buy trigger for TZA is at 12.44 (basis hourly charts).

A

Sean said...

Tanti grazie!

Anonymous said...

Allan, can you post again what are the buy and sell triggers and the time frames you are using to obtain these results ...

thanks

gh said...

allan are you still short aig? and what is your time frame and price target?

GH

Allan said...

Re: TZA system triggers

Hourly ATR-based oscillator, see embedded in my charts and also discussed in previous blogs.

Re: AIG

90 minute model which i showed yesterday flipped Long today taking me out. Longer term EW model suggests a move below $10 in next 6 months.

Sean said...

I think BK is in the same situation, Allan.