Contents of DB-INI55.ZIP

Welcome

rutint.ini (updated) - 09/05/2008, Here is RUTInt.ini with a NoBuy 2EmaXO filter that uses Fib numbers. At least Don's Fibs are different than Dave's. If we are at the bottom you can always delete the NoBuy and pretend nothing happened.

ftjnk2.ini (updated) - 09/07/2008, This is amhyx to fdrxx.

rruthlo.ini, ruthlo.ini (updated) - 09/10/2008, Here's a 3 state strategy using HiLoO signal with AccuTrack to pick the best time to go Long and Short. For the last 25 months it's been in Cash 60% of the time. If you are brave you can just trade off the Signal but the market exposure is 100%. Here's a way to use AccuPairTrade to get Mdd down to the geezer level (LT 5%). Optiimize AccuFilter with slpix to fdrxx instead of otpix. That way you have a 3 state strategy, slpix or fdrxx when hiloO is Buy and rymhx (50% uipix) when it's Sell. This backtest is for 20.5 months. 24% of the time in slpix, 51% of the time in rymhx and 25% of the time in mmkt. Unless accutrack turns positive, the stratigy will go to mmkt on the next signal change. You will get advance warning because this is a next day signal. YTD isn't too bad so far.

best51c.ini (fixed) - 09/12/2008, Here's a minor update on Best51a. This has turned out to be Don's best performing intermediate signal for the last 17+ years including 2008 YTD thanks to the sell last June. It needs MC2X as an ExternalSig so he added a cut down version and renamed it Best51c. It is a combo of MC2X plus the calendar plus some NoSell Filters. This should be 100% self contained.

nynh2.ini (revised) - 09/12/2008, This isn't roy-ash but it's close. Don moved the stoploss up from 20 to 25%.

mlhy.ini (updated), mlhy3.ini (updated) - 09/16/2008, Don updated 3 junk signals. HYG was already on Sell so no repair needed.

hilovlc3.ini (revised) - 09/22/2008, Here's hilovlc3 trading fyaix/afbix for the last 2.5 years.

hilopro.ini (fixed), hilojnc.ini (fixed) - 09/30/2008, Bought one day early. Now fixed .This is dale Dann's Family Affair using Pro funds. All are beta 1 except uipix. Don added pevex because it's available at JN with 1 day hold. Take it out of the family if you like. Add in some ETFs if they help. Continues to stay in Cash as does HiLoJNC which sounds good to him.

ruthlls.ini (update) - 10/07/2008, Don changed the short fund from 60 to 75% shpix. He also changed the AccuFilters in the low mdd section at the bottom. Heres one that trades between 3 funds, slpix, shpix, and mmkt using 3 AccuFilters and 2 hilo signals. It is similar to hilojnc except for the number of funds in play. There's a Long only, Short only, Long/Short, and a conservative section at the bottom. The conservative secton is in cash most of the time but it's still up 27.8% YTD.

ftjnk2.ini (refreshed) - 10/15/2008, Jnk Bond signals are Buying. This one is 9/9 in last 6 yrs.

hilosm.ini - 10/15/2008, Stay Short or in Cash as long as the 10 day Standard Deviation of a small cap index is abnormally high. The concept has been back tested to 2003 on another Signal.

hilo6.ini (updated) - 10/16/2008, This is an update for hilo6 similar to above.

nshlsig.ini (updated again) - 10/18/2008, Now it's 16/16 in 8.8 years. That's s/y 1.8. Added filters and now it's 17/17. Here's a simple Risk Signal for small caps based on the Summation of NS (NewHi - NewLo) with crossovers with its 11d Ema. 16/17 winners since 12/99. No trades in 2008.

sgsig.ini (updated) - 10/18/2008, added NSHLSig as a Buy requirement, as "And NSHLSig" to the long Buy parameter, and and some other stuff.

achljnk.ini - 10/20/2008, Here a variation for JN if you don't have access to afbix. It backtests for 35 months. And a fine tuned version of hilovlc3 for trading junk funds at Pro and Rydex. Backtested for 2.5 yrs. Ok on pdhyx for 3.3 yrs. If you don't have access to afbix, use 40% in rymhx instead for the Index.

acfam.ini - 10/22/2008, Don hoped this would be a three state strategy but it only tradees long/short. You can possibly reduce Mdd by holding 2 or 3 funds but it's not too bad as is.

hiloo.ini (latest) - 10/22/2008, This is the version Don is using with the 10d Stdev threshold set at 60.

bbmc3.ini (revised) - 10/23/2008, Don added a Stdev NOBuy filter to BBMC3 (delay = 1 version of bbmc2).

anret.ini (revised) - 10/23/2008, Don added some Danger levels of 10d Stdev at the bottom of AnRet.ini.

hljnk.ini (again revised) - 10/24/2008, HLJnk alone works better than the Accu version. Here has added a stoploss that increases Ann 0.4% and it backtests 3.5 yrs to the beginning of afbix. Up 47% YTD. Don added some Danger levels protection. Backtests for 3.5 yrs and 73L + 74S trades

goldie.ini - 10/27/2008, Here's GOLDIE using the concept described below. SPT shows it as D=1 but it's actually D=2 because one day is delayed in generating the signal. Gold was a bummer up to 5 years ago and this confirms it. 2007 was the best year in the last 20. "The most useful EMA indicator for trading gold over nearly 32 years was to buy gold when the U.S. dollar crosses below its 7-week EMA and to sell gold when the dollar crosses above its 7-week EMA. This inverse strategy would have gained more than 889% before trading costs and without any leverage. Nearly 52% of the 282 trades would have been profitable, which is pretty good for a trend-following strategy."

Download DB-INI55.ZIP Last updated 10/27/2008