Odds Czar: Simple Biases In the Futures Market: 2008

[SethArb]

hi art

any chance you will post numbers for crude oil or gold this yr ?

all the best

setharb

 

[Art Collins]

swiss franc

 

[Art Collins]

Art's futures biases for April 24.

A "1" means bullish bias. A "-1" means bearish bias. The total is the sum of biases. A positive sum will be long bias. A negative sum will be a short bias. A sum of zero will be a neutral bias.

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see previous 9 entries for 2007-08 results for either-or indicators

 

[windsurfer]

Quote from Art Collins:

dblarrow wrote

DBLARROW wrote


And did I miss the year end review of how these biases held up last year?

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thanks for your patience all. i'm enclosing the results of the first box six-signal either-ors from 06 through the present in the next 9 entries. as you'll see overall, the bias is persisting.

this is the 30 year bonds

 

[windsurfer]

Art,

Thank you for posting your results.

They confirmed your mechanical system's recommendation (as discussed in detail in your book) continued. My interpretation is to use it only to trade the ES (or ER2), with the others used merely as a confirmation of the theory. Interestingly, the currencies are not giving this confirmation.

Any comments?

 

[Art Collins]

windsurfer wrote
Art,

Thank you for posting your results.

They confirmed your mechanical system's recommendation (as discussed in detail in your book) continued. My interpretation is to use it only to trade the ES (or ER2), with the others used merely as a confirmation of the theory. Interestingly, the currencies are not giving this confirmation.

Any comments?
-------------------------------------------
it definitely works best in the indices, as do most other mechanical ideas, particularly intraday ones. the euro showed a pretty good profit if memory serves me.
at any rate, i appreciate you investigating this.
art

 

[Art Collins]

A "1" means bullish bias. A "-1" means bearish bias. The total is the sum of biases. A positive sum will be long bias. A negative sum will be a short bias. A sum of zero will be a neutral bias.

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According to the CzarCharts, we should see continued strength in the indices on Friday. The currencies are also flashing buys.

 

[windsurfer]

Hi Art,

Although the euro was positive last year, it and the other 2 currencies are still negative when you include the 2006 results. For the last 12 months, the euro was plus $5k, the yen negative $5k and the Swiss negative $2k.

I estimate that assuming a $20 RT cost (commissions and slippage), the ES has averaged a net profit of about $4k per year per contract. Trading the full SP contract, this would be better than $20k per year.

Any comments?

 

[Art Collins]

windsurfer wrote
Hi Art,

Although the euro was positive last year, it and the other 2 currencies are still negative when you include the 2006 results. For the last 12 months, the euro was plus $5k, the yen negative $5k and the Swiss negative $2k.

I estimate that assuming a $20 RT cost (commissions and slippage), the ES has averaged a net profit of about $4k per year per contract. Trading the full SP contract, this would be better than $20k per year.

Any comments?
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Yes. Keep up the good work!

 

[Art Collins]

Art's futures biases for April 28.

A "1" means bullish bias. A "-1" means bearish bias. The total is the sum of biases. A positive sum will be long bias. A negative sum will be a short bias. A sum of zero will be a neutral bias.