System 1 : SPY vs 200 ma
This system has been very reliable for a long time. As you can see on the main chart ,The SPY closed above it's 200 MA at the end of the month, singling a BUY signal.
System 2 : AK_Trend ID
I use the SPX500 ( CFD ) with this indicator . At the end of the day , Friday, the signal was negative, but very close to cross above zero. Since the SPX 500 trades 24/6 , we got a BUY signal on Sunday night.
System 3 : S1TH or S&P 100 stocks above 200 ma
this is another reliable system to determine if one should invest or stay on the side line, This indicator is useful for conservative investors. As a rule , a reading above 65 % would confirm a BUY signal, which is not currently the case.
2 out 3 systems confirm a BUY signal , so i will be opening a new position in SPY in the morning,
Happy trading to you all and see you all.
AK TREND Indicator is still positive
S1TH < 65 %
t's been one of the most volatile quarters since 2008, but 2/3 systems are negative so we are closing this trade and the year with a small loss.
Happy New Year and all the best in 2016.
Do you have any data for the performance of this composite system? It would be very interesting to see, for example, its CAGR (trading SPY, for example). It would be also interesting to see how it performs as a long/short system (going short SPY instead of going to cash on a sell signs).
If you don't mind, could you answer two questions:
1. The chart says SPY vs. 10 mo. MA. Does that mean that the backtest is only for the 10 sma cross, and not for 2 out of the three indicators you mentioned?
2. Could you tell me what the initial investment was (in the backtest) and how much was invested with each signal?
Again, you're very generous to share this idea.
2. initial investment for this was $100,000 fully invested each time.
I will see if I code the whole system and posted later today.