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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures -- Ignore unavailable to you. Want to Upgrade?


To: Compadre who wrote (25168)6/11/1999 7:15:00 AM
From: F Robert Simms  Read Replies (1) | Respond to of 44573
 
Did the system profits run in streaks? Did it have periods where there was high correlation and have periods where there was low correlation?

Best Wishes,

Bob



To: Compadre who wrote (25168)6/22/1999 8:10:00 AM
From: F Robert Simms  Read Replies (1) | Respond to of 44573
 
Jaime, I am beginning to see a significant divergence between the NDX and the SPX which you were warning me about a couple of weeks ago. The SPX has been fairly flat the last couple of days and the NDX has soared. Maybe I need to alter my technique a bit.

Best Wishes,

Bob