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    Diversified Day Trading System

    As previously mentioned no stop profit is forecast with the instruments listed. However indicators for the DAX, Dow Jones and Crude Oil suggest closing any open positions at these levels. H Dax 5726 H Dow 10945 J Crude 62.40 regards
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    Diversified Day Trading System

    Sat 04 Mar 2006 10:49:50 Forecasting Pilot NIC The forecast is calculated on data of 20060303 So the forecast is valid for the day: 20060306 ----------------------------------------------------------------------------- Inst [1] [2] [3] [15]...
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    Diversified Day Trading System

    Fri 03 Mar 2006 08:41:46 Forecasting Pilot NIC The forecast is calculated on data of 20060302 So the forecast is valid for the day: 20060303 ----------------------------------------------------------------------------- Inst [1] [2] [3] [15]...
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    Diversified Day Trading System

    Thu 02 Mar 2006 08:37:25 Forecasting Pilot NIC The forecast is calculated on data of 20060301 So the forecast is valid for the day: 20060302 ----------------------------------------------------------------------------- Inst [1] [2] [3] [15]...
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    Diversified Day Trading System

    Wed 01 Mar 2006 08:41:49 Forecasting Pilot NIC The forecast is calculated on data of 20060228 So the forecast is valid for the day: 20060301 ----------------------------------------------------------------------------- Inst [1] [2] [3] [15]...
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    Diversified Day Trading System

    Although the system does not dictate profit objectives, it is showing excellent gains (+1%) on the currencies and European stock index futures at this time.
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    Diversified Day Trading System

    Tue 28 Feb 2006 08:39:21 Forecasting Pilot NIC The forecast is calculated on data of 20060227 So the forecast is valid for the day: 20060228 ----------------------------------------------------------------------------- Inst [1] [2] [3] [15]...
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    Diversified Day Trading System

    Dear All, We are a Financial forecasting company specializing in Futures and FX. We have built numerous trading systems over the last 20 yrs and are partnered with a number of the worlds leading CTA's and Money Managers. This journal is designed as a test for one of our latest creations...
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    Inflation: a new index?

    Here there is a chart starting from 19920902 where the yellow is DowJones Industrials and the green one is our inflation index, HCBO Seleukos Inflation Index . For this HCBO, we think that you will agree the formula, that is: daily HCBO = CRB x US30 /100, where CRB is the Knight Ridder well...
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    Sts trading system: historical results

    On last 2000 working days, on this 23 instruments we executed 45850 operations, Of these, 59.53% was successfully. In the sense that close was above open if long and close was below open if short. The math difference is in average 0.29546 % a day, using open and close only. Obviously, you...
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    A trend system method

    ok
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    A trend system method

    This is a very very simple thing to use. We list some instruments: today you should go short, long or flat. You should see it as an help for your system. This is the best suggestion that we can elaborate considering THE LAST 55 WORKING DAYS ONLY. We use it from 1987 aboutmainly asa test...
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    Us$ for one Euro

    We think that someone can be interested to read our report. The report is published 'as is' and is currently used internally in our firm. This is not a trading system, rather a suggestion system. If you trade on currencies, you can find this one useful. We are planning to publish for some...
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    Crude light future prob 99.5% bearish today

    This is instead true and we agree perfectly. But consider please that this is the true double hedging sword. As you know, we limit to last 400 days the observations, due to the Chi square problem (old data are meaningless...) so we shall consider that in our reality eight patterns are already a...
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    Crude light future prob 99.5% bearish today

    The fact is that in Crude Light we had (in last 400 days) 8 patterns well established in theory before, and all concluded with a bearish day. We call this 100% of pattern concluding bearish. We cannot define this in a different way. Now the nineth pattern is going to confirm. If the closing...
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    Crude light future prob 99.5% bearish today

    October 1987 and about twenty other situations are not comtemplated by Normal Gaussian Distribution: they are completely out and unforecastable. Nevertheless, shall we use a model that is incongruent with the happening? Why? Please explain.
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    Crude light future prob 99.5% bearish today

    Please do not use normal distribution. Fat tails are a reality. We are in finance from 1965 and in our experience, when using normal distribution, problems were on the corner. Our approaches now tend to use shorter and shorter periods where an instrument should go up if it is 'in debt' of...
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    Crude light future prob 99.5% bearish today

    We are facing a pattern that in the last 400 days always went down. For 8 times. 400 days is somewhat the population and not a sample. You cannot infer in financial markets using normal distribution. If so (read Mandelbrot) October 1987 never should have occurred. If instead of 8 patterns...
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    Crude light future prob 99.5% bearish today

    We have a list of patterns. In the last 400 days, when a certain configuration has happened in crude light (it happedn 8 times about) for height times (always in this reality) the next day crude light went down. So we say that it 'always' goes down. Obviously, as written elsewhere, we are...
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    Crude light future prob 99.5% bearish today

    No it is not so: this simply is meaning that in the last 400 days (if this is the population, but really it is a sample) this situation NEVER had a bullish day as follower. Obviously, if today Crude Light goes up, this pattern will change. But for the moment, we will go short. As we replied...
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