![](https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEht0kwWcQKZ2iNiX5pggTfZ1mkUnHyOUDsAUZpcXqucqDJYKzQeiOfHdcnuLCD5cL1suLXje4LdPk6nqVIF0PYqmlqUBpBqrqZigvoWJwF8JSu36ZipD41ep3FGOxdQHRHcdTJe/s400/ch1.bmp)
![](https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEjoyFi5Vbk5oAvmBFnqaorFdPnV22XnQFylJ18Y4I_O1uAtJCm_7uT1bsFfBi0S3rjIwq95uDvT7wCVuZn2Q8Gdx3orGdqD4uE81WqLIEI6ZFqR8LuHKWG4NUyqsDrXw2k9eFSW/s400/ch3.bmp)
As with many of the systems I've profiled recently that have both a long and short side, the short side outperforms the long side. . .in this case significantly so. . .reflecting the negative trend of the market over the backtest period. Trading once a week, with almost equal long and short signals, the long side gains are actually acceptable from my risk/reward criteria, while the short side trades provide exceptionally well. A 17:1 consec win/loss ratio and minimal intraday drawdown are great odds for just selling Thursday's close.
The short term MA filter that triggers the sell strength/buy weakness signals enhances system performance considerably.
![](https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEgJh-Re7IIc-HuvqDnd3mHwpgEtwgDZDf5XAOZNw6fTKMcG9-5if3qk6pajiCzbk7tTfzzylb7u-EBcu1XtgJ-coucxTlR_ymCdV4cRZ3dTjx_-pWAoyAGpQSTW5phMAIW-fP6X/s400/ch2.bmp)
2 comments:
bzb!
I like who's on your blog-roll. It's the who's who list of investment sites.
Dr.Z
z,
Thanks for checking in. I see you left another comment but aol dumped it as spam and I can't retreive it. Sorry.
There are actually lots of other worthy blog sites out there that are valuable resources, dependng on your market focus. I try to focus on the hype-free ones whose pages don't look like billboards of ads and whose content provides me the stimulus for new trading ideas.
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