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Strategies & Market Trends : Jim's Nasdaq100 Special as a basket. -- Ignore unavailable to you. Want to Upgrade?


To: Dale Baker who wrote (90)2/28/1999 2:33:00 PM
From: James F. Hopkins  Read Replies (1) | Respond to of 2103
 
Hi Dale; Thanx, now my understanding of the Q is it will be just
like any of the AMEX spiders but will track on the NDX ,
at 1/20th. Like right now if trading it would be about bid 96 1/4
ask 96-5/16. I have a feeling I will be looking more at the
UOPIX & USPIX , the leverage they use catches my eye.
------------
I'm not sure if waterhouse will let me sort those funds, but
darn if it looks like reversing, and shorting the UOPIX,
on down turns, while shorting the USIPX on up turns has a small
edge.
------------------------
LastShadow passed this on to me.
The DRTB Stock Market Timing System

DRTB is a simple weekly system. It only requires one computation over the weekend.
All mutual fund trades are then performed before the
market close on Monday. DRTB uses two pieces of data, the 90-day Treasury Bill yield (TB) and the Federal Reserve Discount Rate (DR).

Formulae

D = DR - TB

S = 9 week exponential smoothing of D which is computed with the following formula.

S = S(L) + 0.2 * (D - S(L)); Where: S(L) = S(Last week's value). * = Multiplication.

Buy Signal

Buy when S > 0;

Sell Signal

Sell when S < 0;

----------------------------------------
That looks OK to me as a longer term BUY/SELL signal.
If The head/tail; MACD , and the DRBT are all flaging
the same way this should be a cake walk.
Each of them are simple enough in their own way.
I don't have the data for that DRBT and may con someone
else into tracking it.
---------------------
The NDX changed the way it was weighted not to long back,
so that's why Big charts don't have it going back very
far. THE IXO is the old NDX before they adjusted the
weights downward on the top 5 i think it was, which increased
the weights below them.

As before the top 5 made up something close to 60%
of the index. I think you can still get data on it using
the $IXO symbol, but I don't think that would be very valid
now towards backtesting in respect to the new adjusted NDX,
which is what I will be trading.
----------------
Jim