Trend Day Forecast – Since Inception Un-leveraged P&L P&L: +$102,867 (13 months, +$7,912/contract/month) Percent Wins: +61% Months profitable: +76% MaxDD: -2.6% t Score: 3.12 (statistically significant) Trend Day Forecast – March Un-leveraged P&L P&L: +$26,198 per contract Percent Wins: +76% More details are here.
Markets tend to stay w/in their ranges when the indicators below have ‘Neutral’ readings – ES Trend Indicator: +56 (Neutral), Financial Markets RORO: +0.04 (Neutral) Correlations: Neutral Signals – The Trend Day Forecast currently has signals across Intraday, Swing, Multiday and Overnight timeframes in – Bonds (Long) Bunds (Long) Gold (Long, Automated Long) –h Henry Read more about [Rangebound Day] Feb 01, 2013[…]
The average monthly single contract gain from The Forecast is $9,385. In November we added coverage for Corn, Copper and Crude. The Forecast now covers US, Bund, ES, Stoxx, Gold, Corn, Copper and Crude. Highlights: November return: +0.1% Unleveraged return (annual): +12.6 % Max drawdown: -2.6% Percent wins: 62% t score: 2.78 (Forecast results are Read more about November Performance[…]
For October, the set-ups in The Trend Day Forecast were correct 70% of the time and grossed $8,629 per contract. The average monthly single contract gain from The Forecast is $10,318. At the end of the month we added and are sending the set-ups from 5 new automated systems in Bund, Stoxx, Bond, SP and Read more about October Performance[…]
Based on insights gained over the past year, we are adding the set-ups from five (5) new automated trading systems to the Trend Day Forecast. The new automated systems each hold for 1 to 5 days and cover ES, US, Stoxx, Bund and Gold. The historical results for the automated systems are here: ES US Stoxx Read more about Five(5) Automated Trading Systems Added[…]
“…only 8% of hedge funds are outperforming the market with just 3 months left in the year.” Zero Hedge We can help. Daily quant-based trade set-ups and trader preparation starting w/ the European open and going through the US equity close for Bonds, Bund, SP, Stoxx, Gold, Euro, Risk On/Off. We track our set-ups just like Read more about Only 8% of Hedge Funds Outperforming – We Can Help[…]
I am embarrassingly late to understanding the current macro situation, Bernanke’s response and likely outcomes. Two interesting papers are here: How the Economic Machine Works, Dalio US Household Deleveraging and Future Consumption Growth, Federal Reserve Bank of San Francisco Ratio of Personal Debt to Income The ratio of personal debt to income is the key to Read more about [Macro] Understanding the Great Deleveraging[…]
The Trend Day Forecast was up in August, has been up 5 of the last 6 months and is currently running a +14.5% annualized edge. Made up of quant-based trade set-ups for the Bund, Stoxx, SP, US 30 yr, Gold and Euro, The Trend Day Forecast is sent to subscribers and traders each day prior Read more about Current Performance Results, A +14% Edge[…]
Start at the beginning. Plot some data. See if there is anything there. (Hints of ‘anything’ count) Ask questions about what you see. Think big thoughts before going in search of little answers. –h
Imagine a treasure map. There’s a ‘Start’, a winding path, and an ‘X’ that marks the spot. But the ‘QE Forever’ treasure map is different. On the ‘QE Forever’ map there is a treasure at each step of the way. It is a map cluttered with treasure for short term traders. Why? Because the ‘QE Read more about The ‘QE Forever’ Treasure Map[…]