StockFetcher Forums · Filter Exchange · A SIMPLE MARKET TIMING FILTER<< 1 ... 2 3 4 5 6 ... 7 >>Post Follow-up
jsheetz
23 posts
msg #105166
Ignore jsheetz
2/28/2012 12:57:49 AM

XLU has been flirting with a switch here.

Volatility also trying bottom out.

Watching for confirmation

mahkoh
1,065 posts
msg #107295
Ignore mahkoh
modified
7/30/2012 1:42:19 PM

Fetcher[
set{relstrength, roc(11,1) - ind(SPY, roc(11,1))}

symlist(XLI,XLU,SPY)
ADD COLUMN SEPARATOR
ADD COLUMN relstrength {relative strength}

SORT ON COLUMN 6 DESCENDING
do not draw relstrength
draw ind(XLU, relstrength) on plot ind(XLI, relstrength)

ROC(11,1) above 0
]



Funny how this filter has XLI on top( risk-on) while XLU is breaking out to new highs.

gmg733
788 posts
msg #107298
Ignore gmg733
7/30/2012 10:37:18 PM

The stats on page 1 speak for themselves. Looking over them one more time I don't see any where that is says this is 100% accurate. I think Kevin was very gracious in sharing his work this with the community. It is trading at the end of the day. In the last 11 days XLI is out performing XLU. That is the way the system is set up.

It is what it is. Sorry.

optionplayer333
801 posts
msg #107299
Ignore optionplayer333
7/31/2012 4:57:59 AM

when are you ever going to learn you need 1-2- and 4 hour indicators to pick off tops and bottoms>.in order>hgi>rsi2>macd 2 3 1> are light years ahead of anything you have ever tried to use.WHY IN THE HECK DO YOU THINK LARRY CONNORS IS USING MY RSI 2 FOR 90% OF HIS BUY AND SELL INDICATORS. with his power ratings???

optionplayer333
801 posts
msg #107300
Ignore optionplayer333
7/31/2012 5:09:20 AM

my back testing using the daily rsi 2 with the 1-4hour rsi 2 also> using etfs>

erformance results for your filter covering the dates:
Tuesday July 24, 2012 to Monday July 30, 2012

Change Offset
<< Week · Day Previous Next Day · Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +0.33% 404 (+0.67%) 162 (-0.42%)

42 -0.31% +0.00%
2 Days +1.93% 574 (+2.08%) 25 (-0.88%)

9 +1.06% +0.00%
3 Days +3.82% 589 (+3.96%) 16 (-0.75%)

3 +3.32% +0.00%
4 Days +3.72% 595 (+3.82%) 10 (-1.08%)

3 +2.89% +0.00%
Current +3.72% 595 (+3.82%) 10 (-1.08%)

3 +2.89% +0.00%
608 matching stocks

99% winners

6-4-2012 bottom
and if i use my profit indicator above 10%/week> i get 100% winners with a gain >12% in 4 days>
erformance results for your filter covering the dates:
Tuesday July 24, 2012 to Monday July 30, 2012

Change Offset
<< Week · Day Previous Next Day · Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +1.76% 8 (+2.26%) 1 (-2.23%)

0 -0.31% +0.00%
2 Days +6.40% 9 (+6.40%) 0 (n/a)

0 +1.06% +0.00%
3 Days +12.12% 9 (+12.12%) 0 (n/a)

0 +3.32% +0.00%
4 Days +12.28% 9 (+12.28%) 0 (n/a)

0 +2.89% +0.00%
Current +12.28% 9 (+12.28%) 0 (n/a)

0 +2.89% +0.00%
9 matching stocks

Kevin_in_GA
4,599 posts
msg #107302
Ignore Kevin_in_GA
7/31/2012 8:59:30 AM

I believe you already have a thread for this type of delusional bragging.

This thread is about a different strategy - one that works.

mahkoh
1,065 posts
msg #107308
Ignore mahkoh
7/31/2012 6:38:17 PM

Gmg: not questioning the accuracy of the filter, just noticed the underlying contradiction and wondering whether I should look for implications.

Kevin_in_GA
4,599 posts
msg #107309
Ignore Kevin_in_GA
7/31/2012 8:00:45 PM

Just to get this thread back on the right track, I now use a 20 week ROC for this filter (I commented on this in this thread late last year). Not that the 11 day timing isn't profitable, but this is perhaps best used as an investment strategy rather than a trading strategy.

Here is the filter I currently use:

Fetcher[
set{rs, weekly ROC(20,1)}
set{difference, rs - ind(SPY, rs)}
set{null, 0}
symlist(XLI,XLU,SPY)
ADD COLUMN SEPARATOR
add column weekly ROC(20,1) {20 week performance}
add column difference {rel strength}
SORT ON COLUMN 6 DESCENDING


chart-display is weekly
draw ind(XLU, rs) on plot null
draw ind(XLI, rs) on plot null
do not draw rs

]



This has had you in XLU since 5/25. No sign it is ready to change anytime soon.

Kevin_in_GA
4,599 posts
msg #108074
Ignore Kevin_in_GA
9/17/2012 11:46:09 AM

A quick heads up ... as of this morning the 20 week ROC leader is now XLI. If this remains the case by week's end then the game is now "risk on". A little late but this system has consistently beaten the market over the last few years.

novacane32000
331 posts
msg #108076
Ignore novacane32000
9/17/2012 7:44:54 PM

Kevin-I see SPY as the leader

StockFetcher Forums · Filter Exchange · A SIMPLE MARKET TIMING FILTER<< 1 ... 2 3 4 5 6 ... 7 >>Post Follow-up

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