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Strategies & Market Trends : MARKET INDEX TECHNICAL ANALYSIS - MITA -- Ignore unavailable to you. Want to Upgrade?

To: J.T. who wrote (2418)	1/26/2000 10:56:00 AM
From: fut_trade	Read Replies (1) \| Respond to of 19219

I have a pretty good mechanical buy/sell algorithm for the SPX. It's been backtested to 1928. It's gives returns of about 20% per year, although it's done quite poorly throughout most of the current bull market (1984-1995). It's back to giving 20% returns the last few years (1996-present). Last signal was SELL/SHORT on Jan 18, 2000 at 1455. A close today above 1412 would signal a BUY/COVER. One thing I note is that it's done well in all corrections and crashes. For some reason, it was poor (break even to 5% gain) throughout most of the present bull market (where the corrections and volatility of the past decades were minimal for some reason).