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Strategies & Market Trends : Jim's Nasdaq100 Special as a basket.

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From: OX3/3/2005 4:42:01 PM
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auto trade using BPNDX...

had a few extra minutes today :-) so I ran a backtest on reversals of BPNDX... at every reversal, buy/sell 100 shares of Q's...

ran BPNDX data from 3/2000 to 1/2005.

the result is... buying when BPNDX turns up and reversing the trade (sell & go short) when BPNDX turns down, actually puts one in the hole by -$2k. The corollary of course is that doing the opposite (selling when BPNDX turns into X's and buying when BPNDX turns into O's) would make you profitable!

i thot that was interesting and worth waking up the thread

anyone know of anyone doing similar tests?
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