Thursday, September 6, 2007

LONG
North American stock indexes: 45.6%
Precious metals: 24.4%
Long-dated bonds: 6.6%

SHORT
North American stock indexes: 13.8%
Energy stocks: 13%

CASH
9.8%

Note: Positions as of the close Sept. 5, 2007. Numbers may exceed 100% due to leveraged trades or may not equal 100% due to rounding.

4 comments:

Anonymous said...

Very interesting site you have, and kudos for sharing the information for free. I am curious if you limit your trading to the covered ETF's, or do you apply the warning signals to individual stocks within the industries (ie. gold, copper, etc)?

Alex Roslin said...

Hi - thanks for your comment. I haven't studied it against individual stocks, although I have thought that would be an interesting avenue as well. However, my strictly informal observation has been that the further removed the traded security is from the original COTs data, the more volatility there is in the trading results. Thus, my TSX setup is more volatile because it's based on the S&P 500 data.

Regards,
Alex

Anonymous said...

Hi Alex,

I wanted to know when to trigger a Buy trade with respect to the new signal. For example, the SP500 went bullish last week. If one were to try this trading setup, would that mean executing a Buy trade for a SP500 ETF for example (SPY).

How does this work for example in Gold, your setup points to a new bearinsh signal for gold. Does that mean, if I invest in GLD(for example) its a trigger to Sell GLD ? Or at least not buy any gold till the next bullish signal ?

PS : I do understand the general disclaimer (financial advice and eductional purposes etc).

Alex Roslin said...

Thanks for your question. When I get a new signal, I check the trade delay for the setup. This info is on the table at my "Latest Signals" page. If it's "zero," I execute the trade for the following week's open of trading. If it's "one," it would be for a week later, etc.

Regarding the new bearish signal for gold, it would still have been historically profitable and produced market-beating results to be in cash during bearish signals for gold. The results in the "Latest Signals" page are based on going short. More specifics on how all this works are available at my "How It Works" page. Also, check the ETF list at DVTechTalk.com for a complete list of ETFs that can be traded on U.S. and Canadian exchanges, including leveraged and inverse funds.

Regards,
Alex