Contents of DB-INI54.ZIP

nynh2.ini (update) - 07/09/2008, Don added more Buy steps and Sell stops. Copy Cat of Terry's Roy-Ash.. This one has been backtested to 1991 with a couple of parameter changes so we don't have to argue about the concept. Here it's optimized, mean curve fitted, for the last 4 years and it picks up most of the best trades in the last 16 years. The MIX fund was picked from RYDEX and it keeps the Mdd less than 5% which is where we want it. Note that returns have gone up in each of the last 4 years.

sob4rc.ini - 07/09/2008, No advq and declq...

bbmc2.ini (fixed) - 07/13/2008, Here is an Rsi5 stoploss fix for BBMC2 but it's still in the red for the last 3 months.

bbspx.ini - 07/14/2008, Here is a version of BB that backtests to 6/00 d=0 or d=1 if you go to cash on sells. Starting in 6/03 it does better going to partial short on sells. The bad news is that it's short since 1/08 and it's going to stay that way for quite awhile.

volsum.ini - 07/15/2008, Volume oscillators./P>

eqjnk3.ini (tweaked) - 07/28/2008, Increased the percentage of RCMCX and GBFAX to 27% each and cut AMHYX to 46%. Still adds up to 100%. Right now 29/25/46 looks better.

cyclesigs.ini - 07/28/2008, This is for evaluating signals by Ann and Mdd.

bullbear.ini - 07/28/2008, If you are going to wait for RUT Ema55 - Ema233 to turn positive before buying small caps it could be a long wait. As of Friday RUT would have to go to 1669 or up +135% for a crossover.

vlesml.ini - 07/31/2008, VLESml is Buying tomorrow. It's 11 months old and is similar to DS's DS26 except it uses vle-i as the fund, has no macd component, not many fib numbers, and it has two nosell filters and one sell filter.

emas.ini - 08/04/2008, This is an update of Emas.ini which shows the percent a fund/index/etf is above an Ema of your choice. Looks like small caps have it based on the last 15 days.

rsig.ini (more update) - 08/08/2008, Don added a Stop to the buy side that does reduce Mdd and increase Ann. Alan Cohen tipped Don off to optimize an Ema $$ signal using a short fund, rywbx, instead of the long fund. Makes sense because the $$ has been going down for most of the last 3 years...until recently. Don added a stoploss hoping to reduce Mdd. That didn't work but it sure helps Ann. I don't understand why it works with a negative stop. Works with 2*beta rydex, 1*beta pro and udn/uup etfs.

newlows.ini - 08/10/2008, Here's NewLows.ini that creates Mike Burk's NL indicators and shows a couple of his rules of thumb. The FT Plot shows the NS+NY/2 indicator, buying 5 days after the bottom and selling 5 days after the peak. UMPIX gained 19% in the last cycle but is doing nothing in the current cycle. UOPIX is the place to be right now. This looks easy but it doesn't always work. The NL cycle from Feb to Apr '08 flopped.

hilovlc3.ini (latest) - 08/12/2008, Don can't get hilovlc3 to cream hiloO for one or two years using any combination of HoldMinDays and Stretch. HiloO wins every time. Here's a "low risk" strategy for hilovlc3.ini that is going Long today. Backtests for 3.5 years with 3.8% Mdd. Up 38% YTD. There are NO CHANGES in the Signal parameters. Long trades are 50% ryocx and 50% clerx. Or you can go 25% ryvyx, 50% clerx, and leave 25% in cash. Clerx, Clermont, is an interesting fund that holds ETFs and bonds. Currently 64% stock etfs and 32% bond etfs. It is available at JeffNat with no restrictions. Wonder how long that will last? You can probably create this fund with a mix of ETFs. Short trades are 25% ryaix and 75% cash.

hiloo.ini (latest) - 08/12/2008, Still better. Don added a stoploss to HiLoO if VLE drops 0.4% below it's entry price. You still have to wait for the HoldMinDays to expire. It helps the 13 mo OOS period more than the 12 mo IS period. Check it out on RYBHX, mid-cap growth. HiLoO.ini was optimized over the latest 12 months. The prior 13 months OOS shows Ann 27.5% and Mdd 4.3%.

rankfam.ini (updated) - 08/17/2008, Don added a couple of risk adjustments at the bottom. This will sort a family of funds by any measure you want.

ryhcx.ini - 08/17/2008, Health care funds are difficult to time. This is a signal get out. And, health is on top of some rankings right now.

hiloh.ini - 08/18/2008, Here's a better one for health care funds for the last 4 years. It's just HiLoO with holdmin cut to 3 days and no sell allowed as long as Rsi6 of RYHCX is above 56%.

sgsig.ini (update) - 08/21/2008, Here's SGSig.ini with a short fund, SHPIX, added when SGSig is on sell. This is now a 3 state file, long, short, and cash. It's now long but getting weaker. Here's a 2Emaxo signal based on sgpix that was partially optimized with the original CSP. It got through 2002 (OOS) w/o losing too much so maybe it will continue working. Up 11% YTD not counting today.

pttrx.ini, ftjnk.ini (update), rsi3.ini (update), rsi3.bat - 08/22/2008, Here's Rsi3.ini adapted to include three JeffNat 8 day hold bond funds. The main signal is on a rare oversold Buy. Don says he could have glued the three files needed together but instead it uses a bat file to run them in the proper order.

hilo6.ini (update) - 08/24/2008, Here's the scoop on HiLo6. 6 months IS 2/22/08-8/22/08, HiLo6 Ann 202.3%, Mdd 3.1%, win 14/14, WT -0.7% , HiLoO Ann 163.3%, Mdd 3.1%, win 13/15, WT -0.7% , 19 months OOS 7/21/06-2/22/08, HiLo6 Ann 56.2%, Mdd 4.2%, win 26/37, WT -2.7% , HiLoO Ann 66.7%, Mdd 4.2%, win 29/36, WT -2.7% , 25 months IS + OOS 7/21/06- 8/22/08, HiLo6 Ann 83.0%, Mdd 4.2%, win 39/50, WT -2.7% , HiLoO Ann 86.1%, Mdd 4.2%, win 41/50, WT -2.7%, WT = Worst Trade

oilco.ini (updated) - 08/25/2008, Here it is in the conservative mode. Rather than make another file, you can just pick the mode you want. Sell at - 1.2% conservative or -2.6% aggressive. Here's one for OilCo funds. The conservative version isn't Buying tomorrow but this one is.

snpix.ini - 08/27/2008, Here's one for SNPIX, Short Energy stocks.

ftjnk2.ini - 08/31/2008, Instead of a single filtered Ema, this one uses the 2EmaXO concept made famous by Brother Dave. This one backtests for 7 years with low Mdd. HoldMinDays can vary from 8 to 31 days with good results. It's getting close to a Buy but not quite yet. Up 6% YTD.

oilco.ini (revised) - 09/04/2008, Don says he had OilCo.sig set too aggressive. It will now Sell next day if ryeix drops 0.8% in one day. Here it is in the conservative mode. Rather than make another file, you can just pick the mode you want. Sell at - 1.2% conservative or -2.6% aggressive. Here's one for OilCo funds. The conservative version isn't Buying tomorrow but this one is.