Just updated the three tables on my "Latest Signals & Results" page (see Navigation bar). The main table will now include signals for my latest setup: heating oil. This one is based on trading opposite to the small traders in heating oil futures and options when they hit extremes of bullishess and bearishness. It's based exclusively on the fascinating free government data provided in the weekly Commitments of Traders reports by the U.S. Commodity Futures Trading Commission. The setup, which boasts some pretty good past results and statistical confidence levels, has been bearish since last March, a bit of a dog of a call, unfortunately, but the setup nonetheless looks pretty interesting.
I've also updated my tables for my COTs U.S. Composite Equity Indicator - based on four of my equity setups, also derived from the COTs data - and my gold setup's signals and running results. See you back here later with this afternoon's COTs numbers.
2 comments:
Alex,
Thank you for making your work public. This is very generous of you.
Could you tell me which of the e-mini future gold vehicles offered by CME and CBOT work best with your system?
John
Hi John,
Thanks for your message. The setup was tested with the COTs data from CMX. Emini data for gold isn't in the COTs. My price data for the testing was a combination of cash prices from NYMEX until the beginning of 2007 (when my CRB disc data ends) and Stockcharts.com (continuous contract). Can't comment more than that on your question.
Regards,
Alex
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