Shorting SPY for fun and profit. Message Board

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Strategies & Market Trends : Shorting SPY for fun and profit.

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To: Premier who wrote (87)	11/10/1997 5:41:00 PM
From: Richard Estes	of 346

Using TA programs, many systems give that type return when applied to SPY.The formula for HV is: Std( Log( C/Ref( C,-1)) ,10) / Std( Log( C/Ref( C,-1)) ,100) a buy would occur when price crosses upperward thru the 13 day time series moving average and HV >.5 in the prior 10 days. a sell would occur when price goes down thru the moving average and HV < .5 in last 10 days. When volatility has been high and price moves above the avg price of the last 13 days, you enter. When it goes low, and price is below its average you sell. As I said there are many systems that are more objective then the funnymental Analysis that would have provided good returns. No, I don't trade SPY, I have been looking at it. I am frying other fish.

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