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General Discussion · Money Market Alternative
msg #113727
5/27/2013 2:19:23 PM

Technical Analysis of Stocks & Commodities magazine, Dec 2012, page 17 has an article titled Using VIX To Forecast The S&P 500. As a system, it wasn't very interesting because it had a max drawdown of 39%.

The interesting part was when they used the system on bond funds. Since 2008, VAGIX & FAGIX had annual average returns of 14% with a max drawdown of 6%. The results were poor for JNK in 2008 with a 24% drawdown.

I believe this system could be a very good alternative to money markets funds.

The rules are

1. Calculate a MA(50) of the daily low of VIX

2. Buy when VIX has been below the daily low of VIX for 11 days

The sell rules made no sense so I'm emailing the author for clarification.

Stockfetcher gave me the following code but I still can't figure it out so any help would be appreciated

set{my_value, IND(^VIX,low)}

set{my_avg, CMA(my_value, 50)}

close is above 10

and draw my_avg

and draw my_value on plot my_avg

Filter Exchange · Anyone to code this and backtest
msg #113693
5/25/2013 11:58:32 AM

Here is a start

Several friends and I tried this system a few years ago without much success. Perhaps you will do better.

General Discussion · Poll: favorite brokerage
msg #113692
5/25/2013 11:54:13 AM

If you use margin, take a look at IB.

I have no idea how user friendly they are but it looks complicated.

General Discussion · Trading ^SPX closing prices
msg #113329
5/12/2013 2:00:59 PM

Yahoo Finance offers historical prices adjusted for dividends and splits. They are downloadable into excel.

General Discussion · Question For Stockfetcher Support
msg #113275
5/10/2013 11:31:08 AM

Some members do a great job developing, refining and backtesting systems yet they spend a lot of time answering repetitive and sometimes silly questions (some of which could be mine).

Have you ever considered something like a home page where system developers could post the latest version of their system, latest backtesting, latest instructions on how to use the system etc?

Of course, the developers would have to want to use this so perhaps some of them could comment on this idea.

General Discussion · Need some input from the forum
msg #112557
4/1/2013 11:13:40 AM


Re:The other important restriction is that you cannot manage clients' trading accounts on their behalf. You can't have access to their money, or issue trading instructions to their brokers. Otherwise you cross the line from publishing, which is allowed, to asset-management, which requires registration.
I had planned to start a trading LLC with several coworkers and trading friends this year, but when I found this out I put that idea to rest. This system (and one other daily pullback system I have) were to be the foundation of the LLC - now I figure it makes sense to try Collective2 for this one. The daily one would require automated trading and therefore can't really be used by most individual investors.

I'm not sure I agree with your conclusion here. Most asset management firms don't make their investors members of an LLC. I believe that is the major difference. I think people can join together in an LLC for business purposes whether they are doing so to trade a trading system or operate a McDonald's franchise. I think you would have to have accredited investors and probably some of your own money in the trading pool.

I bring this up not because I fault the method you chose but to keep you from eliminating an option that may be useful at a later date.


General Discussion · Need some input from the forum
msg #112486
3/28/2013 12:09:51 AM


I was using it as an example, not necessarily the one I would pick.


General Discussion · Need some input from the forum
msg #112449
3/26/2013 12:02:02 AM


I think your systems would sell. There is an alternate route you may consider. An example is I found them recently when I was looking for autotrade systems. They are a marketplace for system developers and they offer autotrade services. Disclaimer: I am not affilated with them; am not and have not been their customer and only suggest them as a possible model or concept. There may be others.

A decent system combined with autotrading would be a winner for a lot of people. I suspect most SF subscribers like to develop and trade their own systems but there is a market for people who want to trade and simply don't have the time. I can be in the middle of trading and the day job rears its ugly head (I own several small businesses and something always comes up.)


General Discussion · Any thoughts on this... ?
msg #112414
3/25/2013 12:05:07 AM

And it would be wise to attend options training. There aren't many self taught options traders.

msg #112191
3/12/2013 12:42:41 PM

It looks like Kevin and duke have different views on what an exit signal means.

Kevin, is it correct to say that you believe any 1 exit signal is reason to exit all open positions? From what I think duke is saying, if you have 4 open positions and get an exit signal, he closes 1 and holds the remaining 3. Please clarify. Thanks.


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