Hi Matt as always great work. One
question: When it comes April 16thdo you sell because the MACD had
cross already (way before April 16th) or do you wait for a new cross?
For example recent sell signal was with the MACD already cross and
recently MACD had cross positive, wait for a new MACD down
cross?
I will
appreciate your comments for all the members.
cuqui69- yes the way that MACD filter works, come April 21st (not
16th like you said that's for Oct early buy signals) if the MACD is
already below it's average you exit on April 21st. If it's
not then you hold until the MACD crosses below the Average, could
be a day later or weeks later in May. I know at least one
past trade was held until June.
The same goes for early buy signals - come Oct 16th if the MACD
is already above the Average you go long, if not then you wait for
it, which again could be a few days later or well into Nov, and
I've seen some delayed until Dec.
The MACD filter adds quite a bit to the totals over time because
of compounding. However the MACD is also such a simple filter
that it could be improved a lot honestly and I'm not really happy
with that. I've experimented with using an ADX and DMI
indicator along with the ATR trialing stop that looks to be a lot
better, however I have not settled on the settings yet.
Of course adding signals from the monthly 401K Paint Dry system
greatly improved the results, which just makes sense. For example
in 2009 the BPT 401K Paint Dry system flipped to green on April 1st
coming out of a deep bear market correction, so why would you exit
on April 24th for the sell in May? The decision is common
sense, you wouldn't exit for the sell in May you would simply stay
long and hold through the summer. The same thing occurred
after the tech bubble bear market bottom, don't exit in April 2003
for the sell in May but stay long. The same things also
occurred in the 1970's, 60's and 50's. Those were obvious
areas to ignore the sell in May and stay long because the 401K
system very recently flipped green.
I still have more to do but it's coming along nicely. I have to
take breaks from it because it's very tedious work
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Hi Matt as always great
Detailed Statistics on Sell in May and Marriage of 401K Paint Dry system
Posted by cuqui69 on 3rd of May 2017 at 10:44 am
Hi Matt as always great work. One question: When it comes April 16 th do you sell because the MACD had cross already (way before April 16 th ) or do you wait for a new cross? For example recent sell signal was with the MACD already cross and recently MACD had cross positive, wait for a new MACD down cross?
I will appreciate your comments for all the members.
Regards
cuqui69 - yes the way that
Posted by matt on 3rd of May 2017 at 11:11 am
cuqui69 - yes the way that MACD filter works, come April 21st (not 16th like you said that's for Oct early buy signals) if the MACD is already below it's average you exit on April 21st. If it's not then you hold until the MACD crosses below the Average, could be a day later or weeks later in May. I know at least one past trade was held until June.
The same goes for early buy signals - come Oct 16th if the MACD is already above the Average you go long, if not then you wait for it, which again could be a few days later or well into Nov, and I've seen some delayed until Dec.
The MACD filter adds quite a bit to the totals over time because of compounding. However the MACD is also such a simple filter that it could be improved a lot honestly and I'm not really happy with that. I've experimented with using an ADX and DMI indicator along with the ATR trialing stop that looks to be a lot better, however I have not settled on the settings yet.
Of course adding signals from the monthly 401K Paint Dry system greatly improved the results, which just makes sense. For example in 2009 the BPT 401K Paint Dry system flipped to green on April 1st coming out of a deep bear market correction, so why would you exit on April 24th for the sell in May? The decision is common sense, you wouldn't exit for the sell in May you would simply stay long and hold through the summer. The same thing occurred after the tech bubble bear market bottom, don't exit in April 2003 for the sell in May but stay long. The same things also occurred in the 1970's, 60's and 50's. Those were obvious areas to ignore the sell in May and stay long because the 401K system very recently flipped green.
I still have more to do but it's coming along nicely. I have to take breaks from it because it's very tedious work