Monday, March 2, 2009

In and Out Model: Went short the NDX100 (buying the QID) on the close 2/27, and on the close tomorrow 3/3, it will remain short.
Continuous Model: Went short the NDX100 (buying the QID) on the close 2/19, and on the close 3/2 (today) it went long the NDX100 (buying the QLD). On the close tomorrow 3/3, it will go back short the NDX100 (buying the QID).
Short-term, 3-4 day Model: Recent Sell signal on the close 2/20 (NDX 1172), exited 1/2 the position on day 3 (2/25) at 1160, and exited the other 1/2 on day 4 (2/26) at 1127. HOWEVER, another short-term, 3-4 day sell signal was generated on the close 2/26 (NDX at 1127). So on the close tomorrow, 3/3, which is day 3, the signal will exit 1/2 of the position.
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