Odds Czar: Simple Biases In the Futures Market: 2008

susanna wrote

Art, could you explain a little more about how you traded this system to get the results you posted? Did you just sell at the beginning of the day if there was any negative bias calculated, and buy if there was any positive bias? Or, did you have a threshold value that would trigger a trade?


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Susanna,
if you're referring to the end of year results i've done, those were going with the majority, up or down, at the open each day and exiting on the close.
 
Art's futures biases for June 20.

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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For Friday, expect sell-offs in both the bond and currency complexes.
 

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Art's futures biases for June 23.

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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Art's futures biases for June 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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The Dow cash has closed as follows for the last eight weeks:
Up, down, up, down, up, down,up down. I tend to want to be on the side opposite the trend continuing, which would obviously suggest shorting for the week, but hold on. The day-of-month indicator has just entered its bullish time frame turning the composite seasonal indicators net positive. I'm figuring we're going to go up this week, but as I've always maintained, my opinion doesn't mean anywhere near as much as my mechanical indicators. They're most emphatically saying the currencies should be sold, particularly the yen.
 

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Art's futures biases for June 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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Lone dissenting vote aside in the Nadaq either-ors, the indices are flashing solid buy signals for Wednesday.
 

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Beth wrote
Hello Art,

Just a quick question: What time do you consider the "open" for the currencies?
Thank you for your service,

Beth
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Hi Beth,
all openings are regular pit session openings. that's 8:30 central time for the indices and 7:20 CST for the other financials
 
Art's futures biases for June 26.

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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For Thursday, there are uncontested sell signals across the bond complex.
 

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