Odds Czar: Simple Biases in the Futures Markets 2006

Art's futures biases for May 2.

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 May 3.

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 May 4.

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.
 

Attachments

Art's futures biases for May 5.

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 short side of the 10- and 5-year notes is isn't a great signal, but on the other hand, it isn't uncontested. When you combine it with the recent downward slope on the daily charts, you have a resonable chance that new lows will be made on Friday.

Monday will be an interesting day in the indexes. That's when the recently established short month-of-year signal will overlap the short day-of-month signal for the first time. The markets are overbought. You may see downside fireworks soon enough. Don't be stunned if they occur a day earlier than the ideal date.

hit this link for historical results of the two overlapping calendar combo systems. (full-sized s&P). the next link gives you a yearly breakdown. pretty awesome if i do say so.
 

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Art, is the strategy: taking your signal and long or short at the open of next day (or is it at the close of the day of the signal?) and sell at the end of the next day? Any stop loss? Thanks.

Quote from Art Collins:

The short side of the 10- and 5-year notes is isn't a great signal, but on the other hand, it isn't uncontested. When you combine it with the recent downward slope on the daily charts, you have a resonable chance that new lows will be made on Friday.

Monday will be an interesting day in the indexes. That's when the recently established short month-of-year signal will overlap the short day-of-month signal for the first time. The markets are overbought. You may see downside fireworks soon enough. Don't be stunned if they occur a day earlier than the ideal date.

hit this link for historical results of the two overlapping calendar combo systems. (full-sized s&P). the next link gives you a yearly breakdown. pretty awesome if i do say so.
More...
 
wwnc wrote
Art, is the strategy: taking your signal and long or short at the open of next day (or is it at the close of the day of the signal?) and sell at the end of the next day? Any stop loss? Thanks.

take signal on next open. no stops, which means i'm not implying this is a completed stand-alone system. (although i suppose it would be an ultimate system if your pockets were deep enough).

anybody out there have ideas on how to make it more human-compatible?
 
Art's futures biases for May 8.

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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