Thursday, March 12, 2009

SP500 mechanical signal I follow for the main market (based on the SP500), and it tends to follow longer trends, gave a buy on the close today. In almost all cases, when a signal is given, one can enter about 2% better than the signal entry price sometime in the following 2-4 days (today SP500 closed at 750.74).
In and Out
Model : On the close tomorrow, 3/13, it remains in a long position
Continuous Model : On the close tomorrow, 3/13, it remains in a long position.
Short-term, 3-4 day Model : Is now in cash.

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