tag:blogger.com,1999:blog-7025352174566040697.post9169105449629914731..comments2024-01-31T01:36:09.111-05:00Comments on COTs Timer: New S&P 500 Setup Bearish, All Five Commodities BullishAlex Roslinhttp://www.blogger.com/profile/05203588321742142651noreply@blogger.comBlogger2125tag:blogger.com,1999:blog-7025352174566040697.post-73890614724339146722008-12-02T11:57:00.000-05:002008-12-02T11:57:00.000-05:00Thanks for pointing that out. I've widened the col...Thanks for pointing that out. I've widened the columns a little. The drawdown is the past entry-to-intratrade loss during the backtested period. It's updated when I update my backtesting with new data starting in spring to summer 2009. <BR/><BR/>The update should probably not be done until about 18 months to three years after my last update, based on the size of the dataset (approx. 13 years Alex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-86912857832323081732008-12-02T11:29:00.000-05:002008-12-02T11:29:00.000-05:00Comment: in the PDF download, the column "Date of ...Comment: in the PDF download, the column "Date of COTs Report That...." is too narrow. Can't see the year for many of the signals.<BR/><BR/>Question: When do you update drawdown? Looking at the British pound which went bullish in Dec 07 (maybe 06? the year is clipped) the pound is down way more than the 14% shown.Anonymousnoreply@blogger.com