Saturday, 19 November 2011

Copper to Cash, Bond Bullish

Two signals taking effect this coming week's open of trading: copper goes to cash, while the 30-year Treasury bond goes bullish. See my newly updated latest signals table for more details on these and the other markets I follow using the weekly Commitments of Traders reports.


I_Got_Prechterized said...


I have noticed in the past, your trading setup may get you in the game too late especially in the S&P 500. Are you concerned that in this fast moving market, the 3 week delay will cause you to miss the move? The writing was on the wall that a pullback was coming, but we've already dropped 100 handles quickly. Have you backtested recent setups with quicker entries/exits? Thanks for your time.

Alex Roslin said...

Hi I Got Prechterized,

Thanks for your message. Yes, I've backtested all the setups for a variety of trade delays, everything from zero delay out to eight weeks. The ones I settled on are based on what worked best in terms of being most statistically robust - i.e. what was most reliable.

I haven't noticed any particular tendency to be early or late for the setups. Markets have moved fast in the past too, and the best setups are based on data from both slow-moving and fast-moving markets since it's hard to know in advance what kind of market we're in right now.