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Technology Stocks : INTEL TRADER -- Ignore unavailable to you. Want to Upgrade?

To: smolejv@gmx.net who wrote (7322)	11/30/1999 1:41:00 PM
From: MonsieurGonzo	Read Replies (1) \| Respond to of 11051

DJ:" MagisterDudi? " ...only if you be "Il Dudi", Professore (^_^) >Have you thought of back-testing the strategy ? ...yeah; given any entry date=price, you gotta hold the [index:bellwether+amplifier] construct for around nine months' duration, fwiw. otoh, given an "entry trigger" = "index .GT. -10% decline from weekly index CLOSE .AND. index .LT. index 200d EMA", then [index:bellwether+amplifier] construct requires only six weeks to beat [index] by itself... ...though I have only back-tested [SPY:GE+MWD] versus [SPY] (to 1994) and, no others: QQQ has no history, so you gotta use NDX-100; and the XL_ sector vehicles also lack history (and don't really match pure sectors like DRG or RLX that well). I strongly suspect that WEBS like EWG:DT = Germany work, though I have not back-tested this with the same rigor as SPY, either. Replacing SPY = SPX-500 with some OEX-100 index vehicle (I cannot find any such fund) consistently beats the SPY benchmark. Shy lurker here in the sandbox suggests exploring leveraged constructs made up of SPY<===>ULPIX and QQQ<===>UOPIX. These funds ("ProFunds") are 2:1 leveraged SnP-500 and NDX-100 index vehicles, respectively. Thus... 60 : 40 = [ 3 x SPY ] : [ [GE] : [MWD] ] ...would be considerably "2:1 juiced" by... 60 : 40 = [ 3 x ULPIX ] : [ [GE LEAP] : [MWD LEAP] ] ...where the LEAPs were (conservative) near-the-money CALLs. -Steve