Kevin_in_GA
4,599 posts
msg #102450
- Ignore Kevin_in_GA |
8/24/2011 7:28:54 PM
Close - the ranking code would now look like this:
SET{RANK1EE, RANK1A + RANK1B}
SET{RANK1FF, RANK1C + RANK1D}
SET{RANK1GG, RANK1E + RANK1F}
SET{RANK1HH, RANK1G + RANK1H}
set{rank1ii, rank1ee + rank1ff}
set{rank1jj, rank1gg + rank1hh}
set{rank1kk, rank1ii + rank1jj}
SET{RANK, 8 - RANK1kk}
That way you are summing all 8 ETF relative ranks.
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jackmack
334 posts
msg #102469
- Ignore jackmack |
8/26/2011 8:01:53 PM
Kevin
It would appear as thought it is GLD on Monday with TLT in a close second.
Correct?
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Kevin_in_GA
4,599 posts
msg #102471
- Ignore Kevin_in_GA |
8/26/2011 9:27:03 PM
Yes, both clearly "risk off" plays. However, jumping in without a re-allocation signal is not how the system's performance was determined. I think either of these are good trades right now, but both have been riding an up trend (GLD since 4/15, now up about 22%).
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mahkoh
1,065 posts
msg #102473
- Ignore mahkoh |
8/27/2011 1:48:31 PM
Agree with Kevin, get into GLD now you'll risk picking the top. Better wait until the system generates a new number one and then step in.
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jackmack
334 posts
msg #102476
- Ignore jackmack |
8/27/2011 8:54:39 PM
Kevin
What if one were just starting to use this filter (that would be me)?
Thanks
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guru_trader
485 posts
msg #102479
- Ignore guru_trader
modified |
8/28/2011 12:56:37 AM
so, with mahkoh's + kevin's correction it would be this?
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wemj06
2 posts
msg #102482
- Ignore wemj06 |
8/28/2011 9:42:56 AM
So guys how is this filter working for you. Results?
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SAFeTRADE
644 posts
msg #102483
- Ignore SAFeTRADE |
8/28/2011 9:58:18 AM
Kevin how are you figuring in the expense ratios for the funds included in this filter.
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jackmack
334 posts
msg #102488
- Ignore jackmack |
8/29/2011 10:23:36 AM
Glad I followed the system at the open and did not put GLD on.
Just an also ran - Barron's over the weekend did a piece and sees gold correcting back down to the $1,500 area (ouch)
maybe even a little lower before it's all said and done with.
I believe the system - equities can run a little further but Europe is still a mess so BND it is.
Thanks Kevin
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Kevin_in_GA
4,599 posts
msg #102513
- Ignore Kevin_in_GA |
8/30/2011 1:59:24 PM
Important to note - the 14 week timing is based on AGG (or BND), IWM, SPY, and EFA. Adding in GLD would likely result in a slightly different timing signal.
Kevin
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