ES Journal Archive (2006 - 2008)

[Spectre2007]

gold

triple MA profile..

 

[Spectre2007]

copper explosion up implied...


triple MA profile..

 

[gwac]

Agree on everything except those bonds, tend to do crap in inflationary times.

Quote from Spectre2007:

long term positional biases..


1) short equities
2) long bonds
3) short usd/jpy
4) long volatility
5) short financials
6) long commodities
7) short dollar index

 

[Spectre2007]

natural gas... recent long term trend inflection...up

 

[Spectre2007]

Quote from gwac:

Agree on everything except those bonds, tend to do crap in inflationary times.

bond boys going to goose inflationary biased positions first..

 

[Spectre2007]

so how good is a triple MA system on a batch of commodities over multidecade periods...



30% CAGR...

 

[Spectre2007]

this is my other favorite system...

33% CAGR

details of it secret. Not much of a intrayear drawdown as the triple MA system.

 

[Spectre2007]

dollar index at trendy..

 

[Spectre2007]

india hype... market collapse

 

[Spectre2007]

home builder index... testing recent lows