Thursday, 21 June 2007

Update: New Setups Almost Ready

My apologies for the lack of Commitments of Traders updates this week! I've been busy refining a new series of trading setups for the markets I'm following. I'm quite excited about the results. I've found high-profit, statistically validated setups in almost every market. Some of the setups will remain the same, but most will change a little - or a lot in a few cases.

The importance of validation is to get a confidence level of how past results may translate into future performance. I'm also applying a second test to see how confident we can be that the setup will beat the underlying market.

I should have the details ready by the time of tomorrow's COTs report. Thanks for your patience.

Sorry also to those who wrote asking for a sample spreadsheet for my S&P 500 trading setup. The setup has slightly changed, so I wanted to finalize it before sending it out. If you'd like the new spreadsheet when it's ready, email me at


Mr. T. said...


I just sent you a nice email requesting your spreadsheet.

Unfortunately, the email was immediately returned. Perhaps I used the incorrect email address for you?



Mr. T.

Alex Roslin said...

Hi Mr. T,

Sorry about that. I've just corrected the blog with the right email address.

Take care,

Mr. T. said...

Thanks Alex -

for the email address correction and validation.

There are lots of specific questions about your research I would love to ask you and hear answered. But a general question, at this time, seems more appropriate. And it is this:

Put yourself in my shoes - reading your blog and getting excited about COT, your analysis techniques, your enthusiasm and so on.

What should I be hoping/expecting to learn from this encounter with you?

Do you wish for me to learn how to assimulate your knowledge and be encouraged to make a contribution to expand it? if not, how does your objective differ? (ie. rather than being a partner in refining the analysis of the data to make sound investment decisions, my role is that of a viewer, rather than a contributor or participant).

My hunch, and it is only a hunch, is that you would like to have the fun of seeing where creative, analytical and differing minds can take your analysis from chalkboard to the bank. Again, am I correct? if not, what am I no understanding?

thanks in advance,

Mr. T.