et2.ini (updated) - 05/02/2008, This is an updated signal file with stoplosses on long signals. d=0
spx.ini (updated) - 05/07/2008, Don reduced the filter size and increase Ann w/o additional trades. Green light now if SPX up 6 points. Bill Killett's scheme: SPX 5 trades/19.5 yrs strategy modified a bit in trade. 32 SPX points will put it back on Buy.
projnk.ini (updated) - 05/08/2008, moved the NoSell Rsi9 down from 55 to 47%. Results are just as good as before.
nshl.ini, nshl2.ini - 05/09/2008, NSHL.ini backtests for 4 years and works better on Emerge funds. NSHL2.ini backtests for 5 years from the start of the bull in 2003. Seems to work better on mid cap funds. They are both buying tomorrow for the first live signal.
loddjnk.ini - 05/10/2008, Here's a low risk way to trade junk bond funds. Worst monthly loss in the last 3 years was 0.2%. 7 trades in 3 years. You need an account at JeffNat and access to ProFunds to pull it off.
hilovlc2.ini - 05/14/2008, Here is vl2 stand alone w/o rsi4 addition.
bbmc2.ini, bbmc3.ini - 05/18/2008, Here are a couple of BBMc variations that cover the last 5.2 years. One uses delay = 0 and goes short tomorrow. The other uses delay = 1 and goes short on Tuesday. The paramaters are not much different than they were when the concept was first posted in May, 2005.
rutvol.ini (tweaked) - 05/20/2008, The original RutVol is still on sell. Don tweaked it for the first time on 4/19/08 to get it on Buy. It's still a worn out signal even though it is being sold commercially as part of something or other. Selling someone's elses work is shameful IMO.
hilovlc.ini (readjusted) - 05/22/2008, The Rsi BuyStop in hilovlc.ini turned out to be a flop so Don took it out pronto. Maybe this isn't like 1990-91 after all.
rutvle.ini (update) - 05/25/2008, Here's an update on RUTVLE.ini. The market finally fell enough so that it will buy Tuesday. If RUT is up 3.4 pts Or VLE is up 34 pts. Don created a MIX fund that contains both US and Internationals. Both available w/o restrictions where he trades. 20% mkt exposure for the last 5 years.
big.ini - 05/30/2008, We have a lot of signals for microcaps, smallcaps and midcaps. Here's one for BIG Caps. Details on Line 82. Backtested for 20 years.
otcsig.ini (latest) - 06/02/2008, OTCSig tech update. Sell in if OTC is down 8 pts. 8 year backtest. Ann 234% while invested.
ndxspx.ini - 06/03/2008, Here's a Buy/Hold strategy that has worked for the last 3 months. If techs fail relative to SP500 you will know it here pretty quick.
hilovlc3.ini (minor tweak) - 06/04/2008, This a minor tweak to HiLoVLV3.
loddjnk2.ini - 06/09/2008, Here is an alternate to loddjnk w/o the two funds that don't like traders. Not as good but better than nothing.
eft.ini (updated) - 06/10/2008, It uses an optimized version of Beasley's StochRsi indicator to rank indexes. It can be implemented with ETFs, Rydex, ProFunds, or JeffNat funds. You don't have to buy the exact index that is dominant. For example if SP-MC is on top you could by mlpix or mgpix instead. Right now SP-MC is number one but all the StochRsi(s) are falling pretty hard.5.4 yr backtest version. Trade uses market days to compute ROC and most functions except HoldMinDays. This will show how you can change the rank from decending to asending by inserting -Sort(-Roc). To change it back, remove the two - signs. You can do this in Print() and FamPrint(), both shown here.
cyclefd2.ini (modified) - 06/12/2008, Werner gave us CycleFunds.ini in 2000. See cyclefunds.ini in wg-ini1. Here is Don's modified version:
adresig.ini - 06/12/2008, This one for Emerge funds is almost too good to be true. Thanks to Alan Cohen for the idea. It is a D=0 signal but it is very easy to determine Ema signals in advance. Today ADRE will have to go up 5.8% for a Buy. Relax. Unfortunately it works best on managed emerge funds that only reqiure an 8 day Hold. Maybe it's because it was designed that way. Don thinks the Ema days will need to be shortened to work better with ETFs.
uppct.ini - 06/15/2008, Presents the percent of updays in a given lookback period.
adresig.ini - 06/15/2008, Don added an additional Buy condition If ADRE goes up 6.1% in the last 3 market days. This 3 day thrust sometime triggers before the filtered Ema does and gives an earlier Buy. The 6.1% thrust Buy will trigger if ADRE is up 4.28% on Monday as shown on the Print().
combsigx.ini - 06/18/2008, Earliest Sell is tomorrow's close. Performance has been consistent 17-19% per year for the last 6 years with about 25% market risk.
hilovlc.ini ( revised), hilovlc3.ini (revised) - 06/18/008, Don has found that d=1 works better than d=0 on the hilos.
eftnsc.ini (revised again) - 06/20/2008, Don managed to squeeze another 1% Ann out of eftnsc by using a bond fund fnu for MMarket. Here's a little "Black Swan" tinkering to EFT.ini. Small cap index eliminated which gets it down to the basic mega cap, big cap, mid cap, big tech, and emerge sectors. Ann and Mdd improved which is what we want. eft.ini is moving to slpix tomorrow and eftnsc is staying in mdpix.
jneft.ini - 06/23/2008, Here's a version of EFT that only uses JeffNat funds. The Fam now includes small, mid, big, tech, equity income, and emerge funds. I doubt that it will return Ann 38% and Mdd 4.6% in the next 5 years but you never know.
rsi3.ini - 06/27/2008, This is a next day signal.
lausa.ini - 06/27/2008, RichS gave us a great idea and program for taking advantage of the fact that Latin America is outperforming every thing else including emerge, china and usa. ILF has outperformed SPX by a wide margin for the last 5+ years. This script only looks at the latest 2 years. Hold 20% Long 2*Latin + 30% Short 2*USA + 50% Cash. If you want to take more risk just cut back on the cash.
lachina.ini - 06/27/2008, Don includes China as above. China. Although it only backtests for 11 months the YTD gain is best of the 3.
rymbhdg.ini - 06/28/2008, How to cope with the 30 day hold requirement on Rydex commodity fund. There is a hedge for RYBIX included at no extra cost.
mdgrut.ini - 06/29/2008, For the last 18 months midcap growth has outperformed rut-i in an uptrending straight line. This Buy/Hold hedge could be a good place to hide.
hilovlc3.ini (updated) - 07/02/2008, The Mdd started creeping up so I did a parameter check. HoldMinDays increased from 5 to 6. Big deal. The signal now backtests for 2 yrs w/ Mdd = 4.7% and 3.4 yrs w/ Mdd 5.1%.
mowinhol.ini (updated again) - 07/02/2008, Don is having doubts about MoWinHol. Seems like he has to change it after each holiday. This time he cut the 4th July signal from 4 days to 3. Maybe we'll be out of this mess by Labour Day.
Download DB-INI53.ZIP Last updated 07/02/2008