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Trading down to 50% short from 100% @ today's close.

*yawn*

Switching from CASH to 100% short (SOPIX) position @ today's close.

P.S.: Change the NDX Wk. 33 sign from "+" to "-" in the previous post.

"Buy these stocks if you want to make easy, long term market crushing returns" RIMM 170.80 235.99 +38.17% BIDU 138.24 187.55 +35.67% CHAP 70.27 84.11 +19.70% AAPL 117.50 122.22 +4.02% GOOG 505.22 497.92 -1.44% DDM 94.99 88.50 -6.83% MA 150.29 137.90 -8.24% FWLT 104.29 93.13...

(Through 8/17/07) NDX Wk 33: +1.889% NDX Q1: +0.880% NDX Q2: +9.126% NDX YTD: +6.771% NDX Max Drawdown: -10.078% (7/19/07-8/16/07) BLB Wk 33: +3.687% BLB Q1: +1.310% BLB Q2: +6.610% BLB YTD: +20.729% BLB Max Drawdown: -8.814% (6/28/07-7/19/07) AME* : 112.5/148 = .760 Days...

33 week equity curve attached.

Closing long position @ EOD. Sitting out Monday (CASH is King!) in the hopes of a better setup later next week.

Stock_Trad3rs will be out in force on Friday. Shifting to 100% long (OTPIX) weighting.

The Stock_Trad3r Capitulation Index has blipped upward, indicating an opportunity to go long. Shifting SOPIX assets to OTPIX @ EOD - rest remains in cash.

Today's trade @ EOD: If NDX is between 1928 and 1946, increase SOPIX position to 100% of assets, else remain @ 50%.

Initiated 50% SOPIX (short NDX) position for Tuesday.

The only thing that I can tell you in an open forum is that my proprietary Stock Trad3r Capitulation Index has not signaled a bottom.

LOL. I think we have a Texas standoff here. Anyway - good luck with your trading.

Incorrect. 100%. The edge is detected first, then money management is added as an overlay to formulate a trading system. This process involves two separate discrete steps - again, detection of the "edge" being the first.

You could certainly get a short-term bounce here, but, it is quite likely that this time is different (on an intermediate-term basis). Sell the rallies.

When I test for an edge, I use fixed position sizing - an equivalent bet on each trade. Thus, if an edge is found, it is not something that results from money managing hocus-pocus - rather, it is a viable setup upon which a trading strategy (including position sizing / risk management) can be...

The big smile at the end of your post doesn't detract from the fact that your statement is wrong. Position sizing is quantified AFTER evidence of the edge has been established. One can merely assume fixed position sizing when testing for the edge. Then, using win%, max drawdown, etc...etc...a...

32 Week graph attached.

Back in CASH for Monday.