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TSP on a sell?


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#1 Rogerdodger

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Posted 01 January 2009 - 08:12 PM

01/05/09 - 01/09/09 45% 42% 1.07 -1 Sell G
01/02/09 - 01/02/09 34% 50% 0.68 -1 Sell G
Starting New System Parameters in January '09

TSP
In 2008, the ratio has never reached 2.00 so it has been on a buy signal, and 100% S-fund all year. Obviously this is unacceptable. Through Friday 11/14/08, that was a loss of 42.85%, the same as the S-fund. The new system would have given us a loss of "just" 7.07%.
I will start 2009 with the new adjustment and we'll see how it goes.
Thanks,
Tom

Edited by Rogerdodger, 01 January 2009 - 08:15 PM.


#2 coolhand

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Posted 02 January 2009 - 08:49 AM

I'd expect much better accuracy with the new trigger levels. I suspect trigger levels should be adjusted between bull and bear markets. It obviously takes time to assess performance.

01/05/09 - 01/09/09 45% 42% 1.07 -1 Sell G
01/02/09 - 01/02/09 34% 50% 0.68 -1 Sell G
Starting New System Parameters in January '09

TSP
In 2008, the ratio has never reached 2.00 so it has been on a buy signal, and 100% S-fund all year. Obviously this is unacceptable. Through Friday 11/14/08, that was a loss of 42.85%, the same as the S-fund. The new system would have given us a loss of "just" 7.07%.
I will start 2009 with the new adjustment and we'll see how it goes.
Thanks,
Tom



#3 OEXCHAOS

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    Mark S. Young

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Posted 02 January 2009 - 09:28 AM

I think he over-tightened the parameters, but for his purposes and for less nimble traders, he's probably on the right track. Mark

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