Contents of DB-INI52.ZIP

Welcome

gqsig.ini (revised) - 02/04/2008, Here's an update for GQsig that does better with gold mining funds. ^ XAU is available at yahoo real time. Sells tomorrow if gld/ndx is above .04868 and not a penny less.

vlesig.ini (revised) - 02/06/2008, Don Iterated and ShrtSig will buy today, not in 3 days, if RUT goes down enough today to cause an LRSig sell. This is Don's entry that uses VLESig instead of RUTSig. CopyCat of Terry's ShtrSig. In the last two years, 66 of 73 trades were winners. That's 90% which does seem a bit high.

midsig.ini (updated) - 02/10/2008, MIDSig.ini Update: MktRisk = 18%, CAR while invested = 149%, Backtest = 5 years.

shtsig.ini (revised again) - 02/12/2008, The Iterations work thanks to Terry. Shtsig is selling ucpix and buying fdrxx tomorrow regardless. Here are the small changes Don made on Lines 63 and 64. Here's Shtsig.ini with Fund = UCPIX and Index = HLVLC. HLVLC is the fnu output of trading bmpix to rymhx with hilovlc.sig. You are fully invested all the time. Don mixed rydex and pro funds just for fun. All the NOT (reverse) conditions are eliminated to avoid confusion. Shtsig is only invested 24% of the time in UCPIX and Yields Ann 65.1% and Mdd 4.3% if you stay in Mmkt for the remaining 76% of the time.

gmobh.ini (revised) - 02/18/2008, GMO, Don has revised the percentages based on the last 6 months of history and increased the ucpix + uupix amounts and decreased the DOW component. A Boston money management firm, recommends this Buy/Hold hedge at present. They must be doing something right because they manage $150B, B as in billions. They think SPX will continue to drop to 1100 (18.5% more to go) in 2010. The hedge holds Long DOW30, Emerge Mkts, and Short a double portion of RUT. It's done ok in the last 6 months.

fyaix.ini (revised again) - 02/22/2008, Volatility in junk forced another revision .

wtmix2.ini - 02/24/2008, Not as detailed as Bruce Robinson's Weightmix.ini but it gives you Ann, Mdd, Cdd, YTD, etc and it doesn't use traderf.

ds26.ini (revised) - 02/26/2008, Don Bell's mod of Dave Serbin's work.This version of DS26 is buying tomorrow too and it didn't get whipsawed in Feb.

ruttr18.ini (updated) - 02/26/2008, Fixed.

mc2x26.ini - 02/26/2008, MC2X26 is a dead ringer for MC2X28 except it uses ds26 instead of ds28. This could be more applicable for JeffNat funds. This file is self contained.

rymbx.ini - 03/05/2008, Here's one for tradeing RYMBX, which is a commodity fund that can be traded daily. Probably works on ETFs but not checked.

pcrcx2.ini - 03/06/2008, Since rymbx.ini is such a great hit, Here's one for trading pcrcx and crsax, 8 day holds at JeffNat. Works for 19 months which is much more than the current bull market for commods. YTD is 22.7%. It's a next day signal.

rutint.ini (updated) - 03/07/2008, Several intermediate signals whipsawed recently. MC2X and close relatives didn't, so Don added it as an additional BUY condition to RUTInt.ini. This is a d=o signal with mc2x as d=1 so there is no conflict. The signal won't buy until the day after mc2x does. The file should run by itself with no outside help. No .bat file needed. Don got tired of mucking up RUTTRFT so he just created a new signal/file that resembles ruttrft. Don doesn't have a small cap intermediate signal that can touch it. We have to thank WernerG and especially FredT for this one. Differences in RUTInt and RuttrFT: 9 parameter changes, StoMinS eliminated, No Stoploss needed.. but it's there if you want it, Sell if RUT drops 3.5%+ in one day, NoSell when RUT Rsi 14 > 59%. NoSell when NYNL Ema19 .LT 20, Stretch and HoldMinDays added.

rywbx.ini - 03/09/2008, Signal for Falling Dollar Funds. The negative correlation between US$ and commods is not great but it's good enough for a signal that has worked for 2.5+ years.

bhld.ini (updated again) - 03/09/2008, Thanks to KenS here is a buy/hold bond strategy that has Mdd less than 1% for the last 14 months. No loosing months. The equity curve looks a little parabolic at present.

rywdx.ini - 03/14/2008, Here's one for trading weak dollar funds, RYWDX and FDPIX. Way overbought at present.

hilovlx.ini (updated) - 03/20/2008, Hilovlc is replaced by a similar signal except NoBuy is allowed until VLE and SPX exceed 300+ day Emas. It will stay 25% short until a new Buy is in place unless the rules are revised. Volatilaty killed hilovlc and a bunch of HiLos.

hilovlc1.ini (revised) - 03/22/2008, Added another Rsi SellStop. Determined that the signal works best on NDX funds Determined that It's OK to HoldMin from 1 to 6 cDays. It is shown with 6 days Hold. delay =1

projnk.ini - 03/27/2008, Here's one for Trading the Long and Short ProFunds Junk Funds.

21dma.ini - 04/01/2008, You can use 21dMA.ini to find funds making new highs (Cdd = 0) over any time fram you want. This is set up on Select.fam with a 21d lookback.

hilovlc.ini (update) - 04/01/2008, HiLoVLC out of retirement and back to work.

hilovlc1.ini (revised) - 04/01/2008, New Allocation: Reason it holds 38% cash is because all the funds are 2*beta. Cash does not have to be at ProFunds. A VA, CD or SHY will do.

tahyx.ini (updated) - 04/03/2008, This is a jnk fund that holds some HY stocks too. You need to run rutint.ini first. 17 day hold is ok with JeffNat..

gld14.ini (tuned) - 04/06/2008, Here is low risk signal for trading PM funds. 18 months of backtest and 2 days realtime. This is a d=1 signal. Less risk uses a stoploss of Rsi14 = 37% and More risk uses a stop of 27%. Similar to NDX5. Terry converted it to Gld and Don optimized the parameters. Ann while invested is 7561.9%.

projnk.ini (update - 04/10/2008, Here's an update of ProJnk which Don is trading.

shrtrut.ini - 04/10/2008, Here's one for shorting small and mid cap indexes.

uvpix.ini - 04/10/2008, This one is for trading UVPIX, 200% short emerge mkt. Up 81% in the last 3 months..

ndxhlvl1.ini - 04/14/2008, This combines HiLoVLC1 with one of thw NDX Rsi oversold signals. Buy when either are Buy and Sell when both are Sell.

labnh.ini - 04/21/2008, Here is ileev.ini modified for ProFunds and backtested for 4.5 years.

rutmc2x2.ini (revised), rutmc2x.ini (refreshed) - 04/24/2008, According to Don, this rutmc2x2.ini is on buy. Maybe he updated it? rutmc2x.ini is on sell. One of them is wrong but one is right.

hyg.ini - 05/01/2008, Here's one for trading Jnk funds that only have to be held 1 to 8 days. It looks like a d=0 signal but it's really d=1 due the internals. OK as d=0 too

vlesig.ini (updated) - 05/01/2008, And here's VLESIG with the NoBuy filter set very high. Ann doesn't look all that great but it's only invested 45 days a year for the last 6 years. Sells tomorrow if VLE drops 7.9 pts. The controlling sell condition today is SPX Rsi5 falling to 49%. That will take about a 21 pt drop in SPX.

rutvle.ini (updated) - 05/01/2008, This combo is buying tomorrow. 20% exposure for the last 5 years.

Download DB-INI52.ZIP Last updated 05/01/2008