Monthly Archives: September 2007

Predictive Model Output - Sept 28, 2007

September 29, 2007 – 6:17 pm

The twenty-day “potential” model score is at 39 on a 1 to 100 scale, and the twenty-day “safety” model score is to 65 on a 1 to 100 scale. The 39 reading is on the cusp of “bearish,” suggesting a flat market on average for the next month. These are scores that would […]

By Bill | Posted in General Market Commentary | Comments (0)

In the Not-Too-Distant Future

September 28, 2007 – 7:28 pm

Found through Mao Xian’s del.icio.us feed. The fact that I find the cartoon both funny and accurate is no endorsement of the site it came from.

By Bill | Posted in Politics From the Anarchist P.O.V. | Comments (0)

Returns for September 2007

September 28, 2007 – 5:42 pm

Month + 8.6%
3 Month + 4.1%
6 Month + 17.5%
12 Month + 14.0%
Year to Date + 9.2%
Since Inception + 51.8%
Annualized Since Inception + 18.2%
Open positions and trailing stops haven’t changed since Sept 11, other than getting stopped out of HYG.
I have a full disclosure policy of all trades, which can be tracked on […]

By Bill | Posted in Returns On Trading | Comments (2)

Thinking Unconventionally About Bonds

September 27, 2007 – 6:53 pm

I had asked David over at The Aleph Blog, one of the many fine websites on my links page, about total return on a risk-adjusted basis for 10-Year Treasuries bought during the last “stagflation.” He had made a comment that prompted my question:
During the last Stagflation, bonds were called “certificates of confiscation” […]

By Bill | Posted in Economics, General Market Commentary | Comments (2)

Fantastic Resource for Back-Testing Stock Ideas

September 26, 2007 – 8:43 pm

I have found an excellent resource for computerized back-testing of trading systems based on the AAII weekly database, and that resource is Keelix.com. For those capable of understanding pseudo code and aping unfamiliar syntax, it should be relatively self-explanatory. If one is additionally familiar with the data available from AAII, then doing the […]

By Bill | Posted in Phantom Trades, Scanning For Things To Trade, Specific Discussion of Trading Systems | Comments (13)