StockFetcher Forums · Filter Exchange · TRADING DIVERGENCES ON THE S&P 500<< 1 ... 11 12 13 14 15 ... 33 >>Post Follow-up
Kevin_in_GA
4,553 posts
msg #110907
Ignore Kevin_in_GA
2/3/2013 10:40:55 AM

I you look at each individual filter I posted on page 1, you'll see that only the SMI and Stochastics Divergences triggered a BUY signal on 1/2. The others waited.

Also, 1/2 was a SELL signal for any trades that were still in play.

Kevin_in_GA
4,553 posts
msg #111043
Ignore Kevin_in_GA
2/5/2013 12:25:48 PM

All 10 divergence filters are signaling to BUY SPY right now. May pull back by the end of the day, but 10/10 is a pretty solid set of signals from which to make a call.

Kevin_in_GA
4,553 posts
msg #111219
Ignore Kevin_in_GA
2/8/2013 3:16:03 PM

SELL triggered today. I believe that all 10 filters once again closed profitably.

I really gotta look at automating these ...

radiobb2
10 posts
msg #111228
Ignore radiobb2
2/8/2013 8:08:12 PM

Have you ever looked at using UPRO instead of SSO. It's effectively 3X the SPX instead of 2X. Since the fiters are hitting most of the time, I would assume UPRO offers a better return.

mahkoh
894 posts
msg #111242
Ignore mahkoh
2/9/2013 5:34:53 PM

In that regard it may be a better idea to optimize this filter for IWM. You could play the most liquid triple leveraged ETF available.

voidcomp
23 posts
msg #111288
Ignore voidcomp
2/11/2013 3:34:15 PM

I'm seeing 9 on buy.

miketranz
716 posts
msg #111292
Ignore miketranz
2/11/2013 4:43:25 PM

Kevin,I like your indicators.If SPY breaks over 152.00 it will make a believer out of me.Best,Miketranz...

sohailmithani
192 posts
msg #111300
Ignore sohailmithani
2/11/2013 8:51:32 PM

So Kevin, what is the plan for tomorrow for those who sold all SPY positions today based on Exit triggered on Friday. Will you be buying 8 units tomorrow morning as indicator shows today.

Could you please also let me know why this indicator did not perform well during 2008 and 2002. Is it because it only works in bull markets and should be avoided during bear markets. Please provide some clarification on this one.

Kevin_in_GA
4,553 posts
msg #111323
Ignore Kevin_in_GA
2/12/2013 1:42:41 PM

@sohail: Please look at the performance metrics in the first post. This system was not tested against 2002 data, but in the period from 1/2/2007 until recently it crushed the market. It would be hard to say that this did not perform well in 2008 when the results are typically 85-90% wins.

@Miketranz: SPY is at 152 and change.

radiobb2
10 posts
msg #111330
Ignore radiobb2
2/12/2013 5:13:23 PM

Well, I got in today, but now it's saying get out. Seems like it trades too much in the past week.

StockFetcher Forums · Filter Exchange · TRADING DIVERGENCES ON THE S&P 500<< 1 ... 11 12 13 14 15 ... 33 >>Post Follow-up

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