Sunday, 22 April 2012

Three New Signals: Bonds, Banks and Nikkei

I've just updated my latest signals table with the signals from my three latest new trading setups based on the weekly free Commitments of Traders reports: the 30-year Treasury bond (bullish), the BKX U.S. Bank Index (cash) and the Nikkei (cash).

I just finished backtesting these three new setups and think they had excellent results. We'll see how they work out in real-time trading.

That means all my trading setups have now been updated except for the one for natural gas, which I'm not in any special hurry to update because it's had such sweet results in actual trading (about a 100-percent profit in the two years I've traded it, while natural gas has collapsed in price).

I am still going to eventually update it, but I'm planning to introduce a few new setups first, starting with the Nasdaq 100 Index.

Here are the signals for my other setups: S&P 500 bullish, crude oil bearish, gold bullish and natural gas in cash. See my latest signals table for detailed information on trader positioning in these markets based on the COT data issued by the U.S. Commodity Futures Trading Commission.

I'll post the testing results soon on my backtesting results table for the three new signals.

Good luck this week.

3 comments:

jeff said...

The new numbers look great.

The curious thing is how your signals are weekly and still perform so well. Can the entry date be further optimized by a specific day entry?


Also let me know when you post the DIY spreadsheet.

Blake said...

Very impressive Alex!

Alex Roslin said...

Hi Jeff,

Should have a new sample spreadsheet available soon. It's possible the entry date could be further optimized. I haven't explored that, but it could certainly be interesting.

Regards,
Alex