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Strategies & Market Trends : Daytrading stocks and futures -- Ignore unavailable to you. Want to Upgrade?


To: Rarebird who wrote (1177)12/20/2006 8:51:42 PM
From: okavango  Read Replies (2) | Respond to of 5884
 
Zweig's well-known seasonal "pairs" trade kicks in today: Buy $VLE futures and sell equal $amt of S&P futures on today's close. Close the trade 9 Jan, or closest to it. Profitable in last 21 of 23 yrs, w/ last yr most profitable ever. No directional bias, just small-cap outperformance. You could probably replace $VLE w/ $RUT futures, but I don't have that data.