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 aroslin1@yahoo.ca.

3 comments:

Mr. T. said...

Alex,

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?

aroslin@yahoo.ca

?

thanks,

Mr. T.

Alex Roslin said...

Hi Mr. T,

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

Take care,
Alex

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.