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Strategies & Market Trends : MDA - Market Direction Analysis -- Ignore unavailable to you. Want to Upgrade?


To: High-Tech East who wrote (65587)1/2/2001 2:52:06 PM
From: KymarFye  Respond to of 99985
 
FYI: In CYBERNETIC TRADING STRATEGIES, Murray Ruggiero, Jr., describes back-testing versions of the "perfect trade" that you describe (Commercials vs. Small Traders extreme divergence), using around 12.5 years of COT data for T-BONDS and COFFEE, and producing around 75% winning percentages in both markets, though with moderate to fairly high drawdowns. It's worth noting, though, that the tested trades, long and short, occur in the model around the time that the signal first appears. I think we'd be months into the most recent appearance of the signal on the S&Ps at this point.



To: High-Tech East who wrote (65587)1/2/2001 3:37:10 PM
From: s berg  Respond to of 99985
 
Thanks for the lengthy reply. Sure looks like you got your moneys worth from that course. Your posts sure look on target today. At the rate things are progressing we can all send testimonials to Larry Williams before taking his course. A much more interesting perspective then that recent article about the commercials on Thestreet.com. Hope your work and generosity is rewarded by success in your investments this new year. Thanks again.