Sunday, July 18, 2010

Timing the Market, Part II

As a follow-up to Timing the Market, I wanted to share the following three Trend Following Trading Models.  In the prior article I highlighted the S&P 500 and today, the 240_Minute Trend Models of the Nasdaq, Value Line and Russell indexes.


Nasdaq_240


ValueLine_240


Russell_240


Note how effective these models have been in navigating through the past few months of market movement.  Every major swing is captured, albeit not from the absolute turning points but soon enough thereafter to make for profitable trading.  Note also that there are a few whipsaws, which apparently is a small price to pay for capturing the major swings.  

The emergence of the 240_Minute Trading Model as an almost ideal time period for capturing turning points for major market swings may be the most significant development since the inception of the Trend Following Trading Model. 

A


Past performance does not guarantee future results.

15 comments:

seattlesdailydaydream said...

Thanks again for all the tips on trands and what not. Not many rumblings regarding NNVC lately. Whats your impression at this point, feels like a stalemate but then I guess one never knows.

Anonymous said...

Mind over matter...social mood prevailing or are they Prechter's followers.....

'Gloomy investors ignore plump profits, dump stocks
Companies post big profits but investors sell anyway. Why? We're all about the big picture '




http://finance.yahoo.com/news/Gloomy-investors-ignore-plump-apf-3467096301.html?x=0&sec=topStories&pos=5&asset=&ccode=

Allan said...

RE: NNVC

Some good news out today on Ebola and US Army, much better news then is being reflected in the stock price so far. Deserves an entire blog should time permit.

Mike said...

nice market action this morning...

great work Allan...

-Mike

Anonymous said...

Allan,

NNVC is falling fast (10%+)on big volume. There must be some news coming.Any comments about the decline.

Thanks,

H.

Allan said...

Re: NNVC

Today's decline is meaningless against the big picture potential of the stock, the company and its technological platform. In fact, the US Army tests released today validates yet another component of the arsenal of anti-virals being developed. This is a 2-4 year evolution, one day's decline, although painful to watch, pales in comparison of where I think this is all going.

A

Background said...

Thanks for the update on NNVC Allan. This is a bigger story then looking at it on a day-to-day basis.

MR

Anonymous said...

AP Headline now
"AIDS breakthrough: Gel helps prevent infection"
Maybe that's bad news for antiviral companies like NNVC

Anonymous said...

Posted by: DrFeelgood on the Ihub board.
I took the liberty of bringing them over here in two parts!
On Jul 19, 2010, at 10:29 AM, XXXXX XXXXXXXX wrote:

> Hi Dr. Seymour,
>
> There seems to be some confusion regarding today's PR. One would consider it good news; however, in light of the latest news regarding Tekmira and their award for Ebola development and testing, plus their 100% efficacy in Primates, this PR seems to report results somewhat less than spectacular or stellar. Can you expand on the following?
>
> First, if the USAMRIID docs aren't still interested in nanoviricides, why would the leading researcher report results at a conference?

>>Not only this conference but at a prior conference of Ebola researchers in Japan. They also produced a poster and I'm trying to get permission to publish it. They are continuing to work with us. Again we run into the problem of what happens when you insert the siRNA into a cell. There have been experiments which protected infected cells from cell death and some experiments that were able to impact the virus. Unfortunately, I don't have the data on their experiments but the initial primate results were quite good. I've spoken to a number of siRNA experts. Their main concern is human toxicity. Only time will tell.


> Second, can you expand on the idea of "some efficacy" for the mouse tests? What does that mean? My understanding was that such results would lead to a search for a ligand that would reach through the Ebola sheddase problem.

>> This was our first pass at the drug. (We've already developed v2.0 of our Ebola drug)

>> It was discovered that the virus shed its attachment protein when it sensed it was attacked. These proteins then collected in the circulation with our drug chasing them. Once that was discovered, we redesigned the drug to attack something on the surface of the virus that wasn't shed (ie conserved). Retesting of the version 2.0 of our drug in vitro showed improved efficacy and we're now waiting for the in vivo testing to start.

>>> The important thing to note is not that the drug didn't work as well as anticipated in the initial animal trials but that the problem was discovered and we quickly created a fix. That's our big advantage! We're quite confident that the second set of animal trials will show vastly improved results but this has to be proven by USAMRIID.

Anonymous said...

Part Two:

> Third, how should we interpret the following? "In cell culture screening assays, the nanoviricides® were evaluated for cytotoxicity and for inhibition of Ebola virus infection. Several of the nanoviricides demonstrated a dose-dependent inhibition of Ebola virus infectivity with no toxicity of uninfected cells at concentrations that were effective against the virus." I should think that "no toxicity" at effective concentrations puts nanoviricides at the forefront in the search for a treatment/cure for Ebola. Yet, this isn't the case, so what gives?

>>I completely agree that no toxicity is critical. Since we have experienced no toxicity in over two thousand animals and since the mechanism of action is NOT intracellular but is only directed at the virus itself in its extracellular mode, you shouldn't run into problems that occur when a drug goes into a cell. I can't stress that strongly enough! Remember, we have a different approach. Delivery of siRNA into cells is not a trivial matter. And it is expensive. Ebola infections are seen in Africa. Do you think those countries will have the provisions to do siRNA? I don't!

> Fourth, what is your reaction and do you take from the Tekmira contract with the government? Their and AVII's PRs seems to suggest that they have it all locked up with a treatment. Is this truly the case?

>>No one has anything locked up! Why would USAMRIID continue to do experiments with us and report on their results with our compounds and not theirs? The grant process is both a political and scientific one. How much each played in the awards are not clear. Continuing studies by USAMRIID will answer the question as to effectiveness. Also consider that we are strain-agnostic [effective without regard to strain --FG] whereas it appears the siRNA therapies are strain-specific [only effective against a specific strain --FG].


> Thanks for your time in expanding on these details, and with your permission, I would like to share your response with the community of NNVC followers on iHub.
>
> XXXXX XXXXXXXX
> AKA DrFeelgood on iHub

theucreport said...

Allan,

You created a really nice blog. My congratulations.
I found it recently and it was a pleasure even to go back and read some old posts.

Good luck,

UC

Anonymous said...

Nice charts Allan,and so simple.
My question is

Is it possible you can create a model or system that can successfully Anticipate the next swing reversal?
If not, why not?


Its all well and good to get in on the reversal signals,that get triggered,deal with a few frustrating short term whipsaws,hang in there for the greater move in trend direction and get out when the signal tells you to.

nothing wrong with that.

the holy grail would be to take this system and add to it
some way to anticipate the next reversal swings.

Fib levels,support/resistance levels ,trendlines converging,key data release scheduals....cant these be incorporated in a way to be able to anticipate the next swing reversals.

That would allow you to avoid whipsaws in your system.

Right now appears to me to be one of these whipsaw zones....setting up.

Mike said...

more nice action this morning...

yeah, baby....

-Mike

Anonymous said...

NNVC ... the 200 SMA is at 1.38 area
major support zone at 1.38-1.30

RSI now is the lowest its been since the sell off last fall down to 50 cents.

If NNVC is going to establish a healthy bottom ,per these indicators, it ought to happen here at this level .
in the coming days.

A nice 'news release' might be the catalyst.

A harsh break below 200 MA support would likely target the
1.10 area

Anonymous said...

I can not believe this decline in NNVC.

Thought the rough patch was over and the bottom hit at 2.00 with all that positive news.

To Above,
thanks for your insight.