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Strategies & Market Trends : Trading futures based on intermarket trends
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To: lee0 who wrote (36)2/21/2002 12:51:25 PM
From: fut_trade  Read Replies (1) of 73
 
It is very difficult to test a system visually. I like to have 50 to 150 trades covering a 5 to 20 year time span on the systems I test, and to do that by hand is a horrendous task.

I'm still working with the SP:US intermarket trends and am having some success. On one system the win percentage is near 83%. There is obviously a very strong correlation between the Stock market and Bond market on a time scale of a few days. Initial checks on the 10-year T-note suggest that market is not as strongly coupled to the SP, which is unfortunate, because the T-note futures are overtaking the T-Bond futures in volume - probably for the forseeable future.
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