Recent content by sluzbenik

I've never put one into action yet, but the intellectual challenge is fun. Yes, there are 2 units of slippage activated and $7 commissions (I don't use EB), it's a purely 10% of equity on 30k money management strat. Change it to to risk 3% of equity given the stops and things get more...

I will look into futures more. Maybe I will just have to suck it up and stash more cash in a futures account. Luckily I have the cash, maybe others don't, thus they have no choice but to use options. Transaction costs are probably lower too. As for taxes, they're bad. Really bad. Buy and...

Let' say I have a largish ultra low-cost basis portfolio (did those calcs, unless the market crashes to say 500 I am better off tax-wise with gains on options) with an 80% correlation to the S&P 500 and lower beta (how much to hedge I am knowledgeable enough to calculate.) For personal...

Must have been simple rotation. You can kick the S&P 500's butt with momo strategies in a bull market, but in a bear you basically give it all back. It's a highly volatile strategy in any case.

Using a current IBD list for testing over the past year is peeking. If you want to test over the last year, you need the IBD list from one year ago. It's not clear to me that's what you're doing. It seems alright, but you haven't talked about position sizing. Here is mine over the past...

I think it's a good area because most traders don't look at weeklies. Daily bars are much noisier, and support and resistance are just places to run stops. I have a system that works nearly as well on weekly bars as daily, but at the cost of nearly double the exposure. If you have an...

I just started running my own semi-automated system over the past two weeks after two years of research and some limited discretionary trading. Very nice results so far. It is a tough racket for sure - I'm not sure it's ever been different though, I just think 99% of people don't have the...

well, actually I have, but results over longer time frames things are much more difficult. The actual character of the stock itself comes into play, but if you are swing trading, it doesn't really matter what it is as long as it's not in a downtrend. I backtested it just on the Naz 100 last...

System2 is the same, just with an extra filter on entries. I couldn't change the time frame it uses. Why? We'll see how she forward tests, if the markets go where I think it's going it'll give it a good kick in the pants before the filters kick in. I have tried very long and hard, and...

Could anyone take a look at these two systems and have a look? One has an additional filter that is cutting profit, but does do a good job of staying out of some hairy times. Check out the equity curves. The system trades a basket of 1400 US equities with sufficient liquidty (not very strict...

The concepts behind this system are not difficult. It is a breakout system for small-cap stocks, where the presumed price/volume relationship works. You score a basket of low-float high-momentum, fast-growing stocks (identified through the stocktables.com site just because they have an easy...

I did not play this one. Observing its recent history, it appears the stock has developed something of a pattern of tanking in the latter part of the day, sometimes severely. You would think traders would learn and this pattern would change, but it keeps repeating itself. It's almost...