tag:blogger.com,1999:blog-7025352174566040697.post5243394629337163206..comments2024-01-31T01:36:09.111-05:00Comments on COTs Timer: Holiday DelayAlex Roslinhttp://www.blogger.com/profile/05203588321742142651noreply@blogger.comBlogger17125tag:blogger.com,1999:blog-7025352174566040697.post-9717902756989789022007-12-03T11:21:00.000-05:002007-12-03T11:21:00.000-05:00Hi Dave,Just took a first preliminary look. Looks ...Hi Dave,<BR/><BR/>Just took a first preliminary look. Looks like a winner. Congratulations on your discovery, and thanks for sharing it. I was planning to retest all the setups starting early next year, as part of a regular exercize of reoptimizing them with the new data, but your discovery for the SP500 makes me think I should redo that one sooner. I'd like to see if I can find something even Alex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-59989132970847280662007-12-02T13:31:00.000-05:002007-12-02T13:31:00.000-05:00Hi Alex,Just fyi...I may have found a better profi...Hi Alex,<BR/>Just fyi...I may have found a better profit setup for the S&P 500.<BR/><BR/>I sent you the setup earlier today, and am just posting this coment in case my email got filted as spam.<BR/><BR/>No need to approve this comment, just wanted to let you know. I'm interested in your thoughts about the setup.<BR/><BR/>Cheers!<BR/>DaveAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-77628769148610457772007-11-27T11:11:00.000-05:002007-11-27T11:11:00.000-05:00And thanks to you for sticking with it and bringin...And thanks to you for sticking with it and bringing a source of possible confusion to my attention. It's always great to see someone else corroborate the interesting results this data can yield.<BR/><BR/>Take care,<BR/>AlexAlex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-38263679139244537092007-11-27T10:36:00.000-05:002007-11-27T10:36:00.000-05:00Thanks for the clarification.This should provide a...Thanks for the clarification.<BR/><BR/>This should provide a baseline for comparison against other setups.<BR/><BR/>Cheers!<BR/>DaveAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-90335194664070565572007-11-27T09:43:00.000-05:002007-11-27T09:43:00.000-05:00Hi Dave,Thanks again for your message. Firstly, le...Hi Dave,<BR/><BR/>Thanks again for your message. Firstly, let me say congratulations for crunching the data as you've done. I think this kind of analysis really opens your eyes to the possibilities and challenges of trading and investing, whether with COTs or any other means.<BR/><BR/>To answer your questions:<BR/><BR/>1) The results on my "Latest Signals" table are not expressed as a percentage Alex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-82306034279815797822007-11-26T22:16:00.000-05:002007-11-26T22:16:00.000-05:00Hi Alex,Thanks again for the reply.I made the chan...Hi Alex,<BR/>Thanks again for the reply.<BR/><BR/>I made the changes to my S&P Trades worksheet. I'm still trying to resolve a few of the differences.<BR/><BR/>If you get a chance, can you check to see what I'm doing wrong?<BR/><BR/>Your results:<BR/><BR/>Cot Profit 520.7% <BR/>Index Profit 266.6% <BR/>Winning/Loosing Trades 32/13 <BR/><BR/>My Setup (Date range 7/11/1995 to 5/1/2007 )<BR/>Cot Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-29306068359440737502007-11-26T12:54:00.000-05:002007-11-26T12:54:00.000-05:00Hi Dave,I've just taken a closer look at your data...Hi Dave,<BR/><BR/>I've just taken a closer look at your data series, and all matches up with mine - except for three trades that explain the differences between our results. (I've already written back Dave personally, but I wanted to post a version here too in case it might help other readers with similar questions.)<BR/><BR/>Firstly, the two trades that have different results are due to the Alex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-49707294953713451652007-11-26T11:27:00.000-05:002007-11-26T11:27:00.000-05:00Hi Alex, Here goes:http://rough-notes.blogspot.com...Hi Alex, <BR/><BR/>Here goes:<BR/>http://rough-notes.blogspot.com/<BR/><BR/>Perhaps your reader will find it helpful as a mind-map to your COTS system.<BR/><BR/>Cheers!<BR/>FredAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-37542991924310590702007-11-26T10:12:00.000-05:002007-11-26T10:12:00.000-05:00Hi Alex,Thanks a bunch for looking at my S&P trade...Hi Alex,<BR/>Thanks a bunch for looking at my S&P trades!<BR/><BR/>If you have any questions, or if you are looking at my setup saying "wtf was he thinking. ;-)", don't be afraid to point out the obvious.<BR/><BR/>I'd rather look like an idiot for 5min, and get something corrected.<BR/><BR/>Fred -- I'd be very interested in seeing your setups. (Thanks Alex!) If you want to email them, feel free Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-22515713304210318092007-11-26T09:56:00.000-05:002007-11-26T09:56:00.000-05:00Hi Dave,I'll take a look and get back to you.Take ...Hi Dave,<BR/><BR/>I'll take a look and get back to you.<BR/><BR/>Take care,<BR/>AlexAlex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-82139612326049222732007-11-26T09:32:00.000-05:002007-11-26T09:32:00.000-05:00Thanks, Fred. Be my guest.Regards,AlexThanks, Fred. Be my guest.<BR/><BR/>Regards,<BR/>AlexAlex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-20830599081559919952007-11-25T16:15:00.000-05:002007-11-25T16:15:00.000-05:00Thanks for all of your research which you publish ...Thanks for all of your research which you publish free of charge, I look forward to reading your next few reports. <BR/><BR/>The ETF TLT is a tradeable measure of the long term U.S. Treasury bond; and may be moving higher between now and the next Federal Reserve Meeting on December 11th; but, a market top may arrive before then. <BR/><BR/>It may be that the traders are going to be 'over Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-5476097163009654572007-11-24T00:30:00.000-05:002007-11-24T00:30:00.000-05:00Hi Alex,I have done up a rough & dirty mind mappin...Hi Alex,<BR/><BR/>I have done up a rough & dirty mind mapping of your set-up for Gold, S&P and NASdaq. If it helps your readers(like dave), perhaps I can post a link here.<BR/>That is, if you are agreeable.<BR/><BR/>Regards<BR/>FredAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-47556245179582545972007-11-23T20:59:00.000-05:002007-11-23T20:59:00.000-05:00Hi Alex,Sorry to be such a pain.I setup a spreadsh...Hi Alex,<BR/>Sorry to be such a pain.<BR/><BR/>I setup a spreadsheet of all the S&P trades based upon your S&P setup.<BR/><BR/>I am not seeing the same results you are (I'm guessing I'm doing something wrong). <BR/><BR/>I sent the spreadsheet to your aroslin1@yahoo.ca account (the email from this blog).<BR/><BR/>In the spreadsheet I included notes about how/where I got my data, along with the Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-28896571016260632722007-11-23T16:05:00.000-05:002007-11-23T16:05:00.000-05:00Thanks for the reply.Cheers!DaveThanks for the reply.<BR/><BR/>Cheers!<BR/>DaveAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-32357207528731088722007-11-23T15:31:00.000-05:002007-11-23T15:31:00.000-05:00Hi Dave,Thanks for writing. I don't have that post...Hi Dave,<BR/><BR/>Thanks for writing. I don't have that posted for the SP500. The gold and composite equity tables are linked on the "Latest Signals" page. For RUT, I created a chart linked on that page, but no table with the exact numbers, although that table did appear in my Futures & Options Trader story a couple of months back.<BR/><BR/>But you can also download my SP500 spreadsheet (see the Alex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-22004475608449463392007-11-23T15:27:00.000-05:002007-11-23T15:27:00.000-05:00Hi Alex,Just a general question:Do you have a S&P ...Hi Alex,<BR/>Just a general question:<BR/><BR/>Do you have a S&P summary setup where it lists your trades, their dates, profit/loss, etc?<BR/><BR/>I remeber seeing something like this for the RUT or Gold, but can't find it. I'm doing some testing, and would like to test directly against your results.<BR/><BR/>Thanks!<BR/>Dave<BR/>PS: I just sent you an email if you want to reply directly to it Anonymousnoreply@blogger.com