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Strategies & Market Trends : Trading futures based on intermarket trends
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To: Murray Grummitt who wrote (67)3/25/2002 11:11:04 AM
From: fut_trade   of 73
 
Your data set doesn't have enough points to make statistical significance. I would like to have 50 or more trades to judge whether or not a correlation is significant.

I have tried a variety of set-ups yielding 20 to 400 trades per set-up, and for the majority of them I get the same result:

The average net gain for a (long) set-up is significantly greater (say 30% greater return) when interest rates fell the previous day.

Also, the average net gain for a (long) set-up is significantly greater (say 15% greater return) when the dollar index increased the previous day.
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