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Let's look at correlations to see if my system has any merit... XLB, 23.58, 0.75 XLE, 46.12, 0.20 XLF, 13.67, 0.91 XLI, 23.25, 0.84 XLK, 15.73, 0.85 XLP, 23.84, 0.55 XLU, 28.93, 0.51 XLV, 25.39, 0.70 XLY, 21.88, 0.92 6/9 sectors are looking a little heavy on the top-side...

Again with the ad hominem arguments. They are unnecessary, so let's stay on topic. By the way, it would be "your pea brain," not "you're pea brain." Ironic, considering you are questioning my English comprehension, isn't it? I think so. As well, there are other people world-wide who speak...

Of course it is part of the system that has been coded and tested. That is the point of a mechanical system. Why do you insist on calling it useless? I just gave an example where it may be extremely useful. How would you handle such a situation?

Oh come now, TSGannGalt. You know that an ad hominem argument doesn't disprove what I wrote. While the onus probandi isn't on me (it's on you to DISPROVE what I wrote, not DISPROVE my credibility), I will make it a little clearer, just to point out that your ad hominem attack is pure...

And only to prove that caveat at the bottom of my post, XLE is down 5.76% as I am writing this...

Does that say -40% for 2008? Can you clarify your table there?

Don't be so quick to jump to conclusions. His question has merit. You assume far too much about the systems he is proposing. If my trend following system is looking for a 20 pt move on the upside, but my reversion system, half-way into the trend, is looking for a 5 pt move to the...

That, or people FEEL we are in much bigger trouble. It is tough to say ... I certainly won't claim that I know how the world economy works. In my research, I have found that high levels of correlation can be an excellent indicator of intermediate highs and lows. I don't use the NHNL, but I...

Nobody ever wants to hear about mucking with another indicator, but using some sort of acceleration/momentum indicator and looking for a divergence on the second leg might also lead to higher profitability...

Ah, great resource. Thanks!

I am looking for some ES tick data. One month would be great. I know there are a couple sites that offer this, but I am wondering if anyone would be generous enough to offer some up before I go out and put some cash down. Thanks, Corey

In my studies, I have found that price action can be summed up as such: You cannot predict forward with the past. I cannot say that I expect a trend to last N more minutes and move X more points ... but I can describe how price SHOULD behave if it is to continue in the same manner it is...

She is the definition of 'fooled by randomness.'

You might want to look up the terms I used: systemic risk and counter-party failure. These aren't just buzz words, they actually mean something. Once you understand how they apply to the derivatives market, and once you realize how derivatives are distributed around the world and how risk...

Derivatives are a zero-sum game, except in the case of counter-party default. When four or five institutions hold the majority of derivatives world wide, we have massive systemic risk. Couple that with opaque derivative objects that make risk management near impossible, and you have a house of...

It seems that a lot of people are trying to get the indicator, but there is little discussion as to what it actually is, or why it provides useful information. I see a two things in ProfLogic's method that I definitely agree with. 1) Removing time and using constant volume bars. Price...

I would say your exit depends on your entry. More specifically, why did you take your entry? Entries are typically based on some probability setup based on the current market dynamic. After entry, either the dynamic is still in your favor or it isn't. Take trend following for example...

It isn't hard to see why. 100% invested mandates and limiting funds to specific styles (asset, country, size, sector, etc) limit performance even further. Imagine you run a mutual fund, required to be 100% invested in S&P 500 companies. You are also required to hold at least 30 companies in...

I don't know why you call my analysis flawed -- we are essentially agreeing. The US has shifted from a manufacturing economy to a service based economy. I say for a couple reasons: 1) Intellectual property laws, 2) Free-market capitalism exports jobs, 3) Technology makes out-sourcing easier...

Well, at the very least, they seem to perpetuate two ends of the spectrum. Free-market capitalism tends to lead towards profit-maximizing efficiency, which favors those in scalable jobs, leading to huge wealth dispersion. On the other hand, the exact opposite side of the spectrum, where...