SPX Daily Trend Following Model
The latest signal was on November 6th's close @ 1069. Today the SPX is at 1145, for a gain of 76 points, or about 7.1%.
Below a chart of the SSO, the double-beta S&P ETF:
SSO Daily Trend Following Model
The SSO Model went LONG on November 5th's close at 34.90. Today SSO is trading at 40.48, for a gain of 5.58 points, or about 16%.
A
4 comments:
Hello Allan
What trading platform / software are you using?
so much for fund decay beyond intra-day....
great job Allan.
-Mike
or subjective profit taking...for that matter.
-Mike
Allan correct me if I am wrong, but I count at least 6 intraday whipsaws on that chart where one would have went short intraday only to not confirm on the close. You had mentioned that that should be a rare occurence but it seems to be an issue on that chart. Any thoughts on this and if true wouldn't trading the system intraday be counter productive?
Bert
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