I've been tinkering with the EOD systems for a few months now,
and am now working on the SRS 2 system. In my mind the SRS sytems
have worked and may soon work better when the markets
have officially turned to a downward trend. I have no evidence for
this.
ohadi2- yes the
systems have suffering becuase of the chop market. When the
market begins to trend again, they should do better, and yes when
the market finally does have decent correction and the VIX
begins to go back up, the systems should come back strong.
The systems seem to do better when the VIX volatility is high
amazing how SRS is down
Posted by matt on 8th of Dec 2009 at 01:29 pm
amazing how SRS is down a few pennies today, we can't catch a break on that system.
I've been tinkering with the
Posted by ohadi2 on 8th of Dec 2009 at 01:52 pm
I've been tinkering with the EOD systems for a few months now, and am now working on the SRS 2 system. In my mind the SRS sytems have worked and may soon work better when the markets have officially turned to a downward trend. I have no evidence for this.
Really? You think that an
Posted by gateway on 8th of Dec 2009 at 01:58 pm
Really? You think that an inverse ETF may perform better when the market "officially" turns to a downward trend?
Brilliant!
Tough crowd. I guess I assumed that
Posted by ohadi2 on 8th of Dec 2009 at 02:21 pm
Tough crowd.
I guess I assumed that shorting an inverse ETF would do decently in an uptrend.
ohadi2- yes the systems have suffering
Posted by matt on 8th of Dec 2009 at 01:56 pm
ohadi2- yes the systems have suffering becuase of the chop market. When the market begins to trend again, they should do better, and yes when the market finally does have decent correction and the VIX begins to go back up, the systems should come back strong. The systems seem to do better when the VIX volatility is high
Thanks, Matt.
Posted by ohadi2 on 8th of Dec 2009 at 02:21 pm
Thanks, Matt.