What

First and foremost, this is an unproven method of choosing when to enter and exit a position. Since back-testing is used to produce the models future results may not reflect or produce expected returns.

2015-03-02

Based on the running total from the beginning of this year I can see this strategy does not work.  Therefore I will stop publishing this concept.




At run time 3/2/15 3:02 PM the paper account value is $99001.06 with a starting investment of $100000.
Model Run











SymbolPrevious Call & DateCurrent Call & Date
bibBUY - 2015-02-03SELL - Today
erxBUY - 2015-02-25SELL - 2015-02-27
fasBUY - 2015-02-10SELL - 2015-02-27
miduSELL - 2015-02-26BUY - Today
spxlSELL - 2015-01-09BUY - 2015-01-15
teclBUY - 2015-01-14SELL - 2015-02-27
tnaSELL - 2015-02-26BUY - Today
ugazSELL - 2015-02-24BUY - 2015-02-27
ugldBUY - 2015-02-12SELL - 2015-02-26
urtySELL - 2015-02-26BUY - Today

Buy Today: Mid Caps(MIDU) Small Caps(TNA) Russell 2000(URTY)
Sell Today: Biotechnology(BIB)
So in the paper account I will be buying. selling.
Score - Bulls: 5   Bears: 5
----   T H E   B U L L S   ----
  • Natural Gas as represented by UGAZ
  • Mid Caps as represented by MIDU
  • SP 500 as represented by SPXL
  • Small Caps as represented by TNA
  • Russell 2000 as represented by URTY
----   T H E  B E A R S   ----
  • Biotechnology as represented by BIB
  • Gold as represented by UGLD
  • Energy as represented by ERX
  • Finance as represented by FAS
  • Technology as represented by TECL