Below is a link to an updated spreadsheet that is the actual paper trades of Xyber9 (formerly known as Gravitas) market timing. As of Saturday, August 11, 2007, the account has appreciated $72,682 from a starting balance of $102,415 on May 31, 2007.
This amounts to return of 71% in about 10 weeks. At 7.1% per week, this works out to an annual return rate of 370%. Of the ten closed market timing signals, seven were profitable and three were net losers. This is totally consistent with my own back-testing, going back about 16 months, where I determined 75% accuracy in the forecasted direction of these short-term signals.
In my years of stock market trading, I've seen market timing systems come and go. Some hit hot streaks and look good for a short while, then fall about taking your investment dollars with them. Others appeal to the intellectual crowd because their inflated egos demand some rational order to the universe that only they and their self-defined smarts can recognize. These too always result in financial devastation to the unsuspecting, naive and easily infatuated gamblers among us.
But I have never seen a market forecast model perform as consistently and accurately as Xyber9. One out of four of these forecasts are going to fail. Three out of four will be profitable. Can you make money with those kinds of odds? If not, get out of the game....NOW.....before you have nothing left, except blame and regret.
For the rest of us, Xyber9 is Long for the coming week.
Xyber9 Trade Report
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13 comments:
Hi Allan,can you please elaborate on when you are entering and exiting your trades intra day? I think this is where the discrepancy comes in.
Thanks,Ron
Ron, you pose a good question, for the paper trading track record, we described our entries/exits on the spreadsheet. A window opens the day before a forecasted change-in-trend and the actual trade reversal can take place anytime from the afternoon before the CIT or the morning of the CIT. We think that is the most realistic way to trade Xyber9. The window is small so the long term effect of that strategy should give us a good
understanding of the effectiveness of the signals. Anyone is free to tweak that entry methodology, but do so without deviating very much from the forecasted date.
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Hi Allan,
I have found your blog to be very helpful, especially in regards to Xyber9. I have finished the book “Paradigm” and have entered the weekly backtest data. My preference is to have at least a few years of data, but given that caveat, the data presented is more accurate than any other system I’ve tested. Looking over your paper trade account, you’ve done a good job with your discretionary entry/exit points, thereby avoiding some drawdowns. Would you mind sharing some of your criterion that you use to enter during the window period? Thanks!
Joseph
Unless we get a little get up and go in the markets the Xyber9 forecast will suffer its second loss in a row. I was disappointed with Robert Taylors email about last weeks call. Instead of just saying it was a bad call, which it will have every now and then, he tried to spin it as a good call outside of the paramaters of the system. This left a bad taste in my mind.
On the other hand, the Intermedaite SELL SIGNAL triggered on JUNE 6th is looking pretty good. That SELL is within weeks of flipping to a BUY.
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Ouch!!..I pulling for Robert and his Xyber9. The market needs some help here. Maybe we get a killer short covering rally for Opex the next 2 days. The last time his call appeared to be going awry we had a bid 2 day reversal to make it valid. We can only hope. In the meantime its quick trades until this market makes up its mind.
I've noticed all the banter about Gravitas has died down. Has everyone fallen out of love with it as a short-term tool...as I have.
Three misses in a row and the system is still up with extraordinary gains for the year...how's that for banter?
Gravitas made some astonishing calls before the "crash". Is there a reason why it's gone awry? Has it inverted, or do major convulsions in the market throw it off and all other cycle-based forecasts? I'm reading a lot about how quants at some of the hedge funds and instos have been crucified because their models didn't work during the massive volatility. Still believe in Gravitas but wanna see it (or the market) get back to business as usual. Volatility to blame? Is there too much noise during all this volatility?
I took a good look at your spreadsheet. It seems strange to me that you go long then turn to short every other week. That seems strange to me and that isn't consistant with Tylor's weekly forecasts.
May be I didn't understand the spreadsheet completely???
Gissing is a Realtime Xcel product that allows 'MArket data' feed to others in REALTIME. Can also export real time track record documented into a 'Portfolio mgt software' for risk reporting.
From this point , do you think we can feed this 'realtime data' directly to a trusted market professional , lawyer or Notary . With them recording and validating our 'Black box' simulated portfolio? Is there a service or entity offering this as a service?
Allan,
Do you still use Xyber9 (now called Xyber9Trends)? If not, why not?
Thanks,
Nicole
Nicole,
That has long gone as a useful service for me. Check out my new work: http://www.allantrends.com
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