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Since your original post practically BEGS for a snap-the-head-back-right-jab...first the gratuitous personal swipe: you have a tendency to be a bit of a windbag. Standing aside from this issue, I am inclined to trade on your side of the ledger at this point. I believe in the existence of broad...

Neke: Can you explain why your equity curve appears less volatile after your large drawdown than before? Thanks, in advance.

True. But, there is no way of knowing after only 10 days. I guess we'll find out soon enough.

Why are we getting all excited over 10 days of results? Guys, get a grip. In order to assess its performance, the bot needs quite a bit more time to run.

Graph: 6 Month IRR Breakdown by Security

(Through 6/29/07) NDX Wk 26: -0.633% NDX Q1: +0.880% NDX Q2: +9.126% NDX YTD: +10.086% NDX Max Drawdown: -7.225% (2/22/07-3/5/07) BLB Wk 26: +0.434% BLB Q1: +1.310% BLB Q2: +6.610% BLB YTD: +8.006% BLB Max Drawdown: -3.226% (4/10/07-5/15/07) AME* : 64.5/114 = .566 Days...

Neke's Equity Curve (added withdrawals back in).

Back to 100% short for Thursday.

Trading short position to CASH for Wednesday.

I wouldn't get married to that thought if I were you.

(Through 6/22/07) NDX Wk 25: -1.054% NDX Q1: +0.880% NDX YTD: +9.394% NDX Max Drawdown: -7.225% (2/22/07-3/5/07) BLB Wk 25: +2.205% BLB Q1: +1.310% BLB YTD: +7.539% BLB Max Drawdown: -3.226% (4/10/07-5/15/07) AME* : 61.5/109 = .564 Days Invested: 68 Days in Cash: 41 BLB...

Reducing short position to 50% for Monday's action.

Reloading 100% short (SOPIX) position @ today's close.

Actually, Hulbert's last statement is a fallacy. If the Utilities were to tread water for the next 8 weeks, the 15 week indicator cited by Fosback would turn negative. A more correct statement: Unless the Utes rally over the next couple months, we will get a bearish signal from this indicator.

Converting short position (SOPIX) to CASH @ today's close.

(Through 6/15/07) NDX Wk 24: +1.896% NDX Q1: +0.880% NDX YTD: +10.559% NDX Max Drawdown: -7.225% (2/22/07-3/5/07) BLB Wk 24: +1.081% BLB Q1: +1.310% BLB YTD: +5.219% BLB Max Drawdown: -3.226% (4/10/07-5/15/07) AME* : 57.5/104 = .553 Days Invested: 64 Days in Cash: 40 BLB...

Initiating a 100% short (SOPIX) position for Monday.

Lucky for us - they just invented this thing called "shorting". WOOO HOOO!!!

Is it just me, or did you say something to the effect of 'I'm not trading that well. I'd better use more leverage.'? You might consider giving it some more thought...

Closing long NDX position. CASH is King for Friday.