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Strategies & Market Trends : Dow Jones Futures -- A free paper trading service

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To: GROUND ZERO™ who wrote (29)12/18/1999 9:41:00 PM
From: David  Read Replies (1) of 797
 
GZ,

The system closed out previous SHORT position and went flat at the close of Friday @ 11427 with 47 points loss.

Some observations: a/d and new_highs/new_lows based systems are not that reliable on the short side in December and on the long side in January because of end of year tax selling and investor's buying back (of small stacks) in January. My system is getting close to give a buy signal, but I don't know if it has anything to do with January effects. Seasonality is not part of my system at this point. I will post new signal as it comes.

What do you think?

David
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