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Strategies & Market Trends : Trading the SPOOs with Patrick Slevin!

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To: Patrick Slevin who wrote (4410)4/13/2000 10:51:00 PM
From: fut_trade  Read Replies (1) of 7434
 
Here are the results of the first try. It doesn't look too
promising. Maybe a more sensitive indicator is needed, or
more than 24 companies need to be considered?

03/06/00 0.020927 1391.28
03/07/00 0.034118 1355.62
03/08/00 0.051235 1366.70
03/09/00 0.043042 1401.69
03/10/00 0.035266 1395.07
03/13/00 0.029182 1383.62
03/14/00 0.029694 1359.15
03/15/00 -0.014510 1392.14
03/16/00 -0.033271 1458.47
03/17/00 -0.022655 1464.47
03/20/00 -0.007201 1456.63
03/21/00 -0.028738 1493.87
03/22/00 0.013933 1500.64
03/23/00 -0.002254 1527.35
03/24/00 -0.011116 1527.46
03/27/00 0.040686 1523.86
03/28/00 0.004083 1507.73
03/29/00 0.107359 1508.52
03/30/00 0.093035 1487.92
03/31/00 0.070241 1498.58
04/03/00 -0.032604 1505.97

04/04/00 -0.061137 1494.73
04/05/00 -0.055293 1487.37
04/06/00 -0.034633 1501.34
04/07/00 -0.009827 1516.35
04/10/00 -0.035786 1504.46
04/11/00 -0.042546 1500.59
04/12/00 -0.059088 1467.17
04/13/00 -0.061842 1440.51

It did show some indication of the wild swing on Apr 4,
where the indicator had a large drop the previous day
on Apr 3. However, for day-to-day trading, this indicator
doesn't seem very useful in it's present form.
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