Silicon Investor (SI) -- The First Internet Community

STOCKTALK

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor. We ask that you disable ad blocking while on Silicon Investor in the best interests of our community. If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.

Strategies & Market Trends : Trading futures based on intermarket trends -- Ignore unavailable to you. Want to Upgrade?

To: lee0 who wrote (36)	2/21/2002 12:51:25 PM
From: fut_trade	Read Replies (1) \| Respond to of 73

It is very difficult to test a system visually. I like to have 50 to 150 trades covering a 5 to 20 year time span on the systems I test, and to do that by hand is a horrendous task. I'm still working with the SP:US intermarket trends and am having some success. On one system the win percentage is near 83%. There is obviously a very strong correlation between the Stock market and Bond market on a time scale of a few days. Initial checks on the 10-year T-note suggest that market is not as strongly coupled to the SP, which is unfortunate, because the T-note futures are overtaking the T-Bond futures in volume - probably for the forseeable future.