LONG
-
SHORT
-
CLOSED TRADES
S&P 500: +34.9% since entry Feb. 17, exited on open March 9 (using a 200% leveraged ETF)
Notes:
- Positions are as of the open, Monday, Mar. 9.
- Returns on trades are based on my own positions, not the underlying market prices. Closed trade returns include trading fees. My own return may differ from the return of the underlying index, security or commodity because of variations in how the security I use tracks the market. In some cases, my return is based on a leveraged fund and may also include currency exchange into Canadian dollars.
-
SHORT
-
CLOSED TRADES
S&P 500: +34.9% since entry Feb. 17, exited on open March 9 (using a 200% leveraged ETF)
Notes:
- Positions are as of the open, Monday, Mar. 9.
- Returns on trades are based on my own positions, not the underlying market prices. Closed trade returns include trading fees. My own return may differ from the return of the underlying index, security or commodity because of variations in how the security I use tracks the market. In some cases, my return is based on a leveraged fund and may also include currency exchange into Canadian dollars.
2 comments:
Dear Alex,
I am trying to verify that I am using your COT S&P 500 spreadsheet correctly. According to the spreadsheet, the first signal in column EB has been on a SELL since 11/4/2008. The second signal in column EE was on a BUY from 1/27/09 through 2/24/09 and has been on sell for the last two weeks; the combined signal has been on CASH for the last four weeks. Is this correct?
Do you have a writeup describing the latest system, including the combined system? I guess I could determine this from the spreadsheet.
Best Regards,
Eugene
Hi Eugene,
You're right on the first signal. The second signal was on a buy the week of Feb. 10 and went back to bearish the next week. It's just now gone back to bullish this week. There are writeups on how all this works on the various explanatory pages on this blog. If you have any other specific questions, let me know.
Regards,
Alex
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