Recent content by tiocsti

According to the amex, this is not the case any longer. From www.amex.com iShares FTSE/Xinhua China 25 Index Fund seeks investment results that, before expenses, generally correspond to the price and yield performance of the FTSE/Xinhua China 25 Index. iShares are exchange-traded...

How about fxi?

Smooth is pretty easy to get, smooth with no delay cost -- much harder. I don't have any suggestions on something better, or even as good, as Jurrik's stuff (or atleast, my impression of it based on his web page) but there are a few possibilities for smoothness: Patrick Mulloy developed the...

I use point and figure charts. A buy signal followed by a 3 box reversal. The following charts illustrate this pattern: Note that the M part of my system is indicating a position in cash, so I would not be taking these trades. Also note that I use P&F for entry, but not for exits --...

I don't use the cup & handle formation, as it's subjective. I've replaced some of the canslim criteria with other technical criteria. I don't use follow through days or distribution days either, I have other market timing criteria. The basic concepts of canslim I have not changed though. Just...

I don't use CANSLIM but I use a method highly-correlated with it, but using different technical criteria and a lot more risk management. It's done well over the past 3 years. Long term canslim performance has also done will since 1997 when AAII started tracking it (along with many other...

Instead of the sharpe, you might want to use the sortino ratio, which uses a downside deviation instead of standard deviation, since in general upside volatility is something you want.

"Very poetic." I think you spelled pathetic wrong, no?

You never know if a system will make money in the future, which is why a good deal of testing is necessary in order to determine the likelyhood of the current and recent past results persisting into the future. Asking that the system be tested to the rigors of some form of scientific process is...

Not every new member to ET is a duplicate account. I was merely asking the questions i'd want answers to if I were to pay for a system, at a minimum. The information you provided was an okay start, but in terms of evaluating a system, I just don't think it's sufficient. A monte-carlo...

It seems to me that the information provided is insufficient to evaluate a system. What does the monte-carlo distribution look like, what's the average risk, what's the average reward. How do the rewards break down in terms of min-max (how are they distributed) same for losses? What percentage...