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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures -- Ignore unavailable to you. Want to Upgrade?

To: Brian Hornby who wrote (18102)	3/10/1999 8:20:00 AM
From: Patrick Slevin	Read Replies (1) \| Respond to of 44573

I don't recall where the signals were, I imagine if they were very high I would read into it that it was overbought. For the last few days twelve were Long and one was Short with five out of the market. So, less than 6% were bearish. Now it's turned to eleven Long and three Short. The "best" six models are almost split, with three Long and two Short. I base the "best" on several factors, such as number of trades and percent of target. Percent of target has to exceed 50% for example. "Trading" started sometime in October. How many models did you build? Having all of them Long is quite a feat. I started out with quite a few, but discarded the others in a few purges over the months. Even this group will get much smaller eventually.