Contents of DB-INI56.ZIP

acfam2.ini - 10/28/2008, Similar to AcFam except it can hold one or two long funds at a time. Uses HiLoO signal. Good for 22 to 28 months of backtest.

rsig.ini (tweaked) - 10/28/2008, Little tweak to R$sig that reduces Mdd from 5.5% to 4.9%. It also reduces Ann by 0.2%

hljnk_v2.ini - 10/30/2008, This is a secondary version of the above. Here's another use for HLJnk.ini if you have JeffNat and Profund accounts. Instead of holding a fyaix/pdhyx junk, hold 25% clerx and (17% rymkx or 25% slpix).

hiloo.ini (fixed again) - 11/01/2008, Mdd went above 5% so I fixed it by lowering Stdev lookback to 5 days with 50 as the NoBuy level. Same change applies to all HiLos except HLJnk.

ftjnk.ini(again) - 11/03/2008, Don's latest versions of these scripts. For HLJNk was a delay=1 signal. Don changed it to delay=1 on Buys and delay=0 on Sells. After a 5 day hold you have to manually Iterate vle-i to see if a Sell is possible tomorrow. Creating Delays in [Expression] sort of upsets [SignalPairTrade]. You don't get any advance warning and you have to pay attention to Signal changes. It could be worth the trouble because this addition increases YTD return from 47.8% to 53.3%

rc.ini (fixed) - 11/03/2008, Here's one to sleep on. RCMCX and RCPFX are the best managed small caps JeffNat has to offer. Don made a combo strategy of seperate 2EmaXO signals optimized from 11/00 to 8/18/08. The August StopDate was picked because that's when Dale Dann optimized rcmcx at my request. Don optimized rcpfx this weekend using the same StopDate. That make 2.4 months out-of-sample. No big deal but the last 2.4 months are significant. Both signals are on Sell, one in April and one in August and show no sign of buying soon. This is a low risk straeigy that meets my Mdd .LT 5% requirement. Eight year backtest covers a lot of market ups and downs.

pebax.ini (refreshed) - 11/04/2008, This is Emerge Mkt Junk. Hot now and hope it lasts at least 8 more days.

emjnk.ini (updated) - 11/04/2008, Here's another one for Emerge Junk. You need to maintain emjnk.fnu from Merrill Lynch site.

adresig.ini (refreshed) - 11/05/2008, Interested in Emerge markets? It looks risky but if adre goes up 25% in three days it might be worth a look.

psrax.ini (updated) - 11/14/2008, Someday Junk and Semi-Junk will shine, but not yet.

stbndmm.ini (updated) - 11/14/2008, Here's an update on a hard times ST bond signal. Backtested for 20.2 yrs.

pebax.ini (revised), emjnk.ini (revised) - 11/16/2008, Volatility got to the Emerge junk market too so Don added a GetOut if the 2 day Roc is down significantly.

smlhlo.ini - 11/16/2008, SmlHlo uses HiLoO as the Signal and Accu Filters between a fund and mmkt to determine when to Buy. AccuPair will not move to Buy until AccuTrack and the Signal are positive. Even if HiloO.sig creaters the system won't buy until AccuTrack turns positive. It's been on Sell since 9/2/08, realtime since 9/7. The parameters have been optimized for the last three years on all the smallcap funds offered by ProFunds and Rydex. It's either Long or cash, No Shorts. Trade doesn't show it but if you add up all the days in fdrxx, it's 803/1110 = 72.3%. Only in the fund 27.7% of the time. And svpix is up 32.8% YTD.

ruthl.ini (updated) - 11/17/2008, Here is rithl.ini set up to trade ryavx. Five day Stdev of VLE has dropped enough so that HiLoO could Buy tomorrow if VLE is up 23 pts today.

acfam2l.ini - 11/23/2008, Here's file similar to AcFam2 except it only trades Long and Cash, no Shorts. Don worries that the market may take off with high StDev and not allow HiLoO.sig to Buy. It was optimized for the last 22 months and backtested OOS for another 22 months. The 22 months OOS had CAR 16% and Mdd 4.5% The 22 months IS had CAR 48% and Mdd 4.4% Current 12 months had CAR 73% and Mdd 3.8% If you don't have accounts at both JeffNat and ProFunds just pick the closest fund in the AccuRank that you can buy. The strategy holds one or two funds.

hljnk2.ini (update) - 11/23/2008, Jnk Buy Signal.

mowinhol.ini (refreshed and updated) - 11/26/2008, An oldie goldie built for the holidays..

hljnk.ini (another update) - 11/28/2008, Here's an update on HLJnk.ini. 4.3 yr backtest. This HiLo signal does not use high Stdev as a reason not to go long. Selling to Short early Friday unless VLE is up 21 points or more.

best51c.ini (revised again) - 12/01/2008, Don has added and additional Or Buy to MC2X If RUT Rsi21 hits 60%. It adds another trade somewhere and increases Ann a little. It won't happen soon as RUT would have to go up 31% from Fri to trigger.

stdev.ini - 12/08/2008, This will show you something with the lowest Stdev over the last month.

fyasig.ini - 12/10/2008, Here's a modification of Terry's NDXSig for trading FYAIX junk fund. This fund has a 2pm cut which makes it difficult with a d=0 signal. At AmerSkan VA the cut is 3:30. Or you can trade HYG which is up 12%+ YTD.

rc.ini (revised) - 12/17/2008, It might be better to use indexes, which pay no dividends, to create sensitive Ema X/0 signals. Don has made parameter adjustments to restore the signals.

adresig.ini (revised again) - 12/18/2008, ADRESig Buy signal for Emerge Mkts. Interested in Emerge markets? It looks risky but if adre goes up 25% in three days it might be worth a look.

mc2x.ini (latest revision), best51c.ini (latest revision) - 12/18/2008, Make f2 = sp-cp in place of olcpx.

shpsig.ini - 12/24/2008, Here's one for Shorting RUT that backtests for 4+ yrs. It could go short tomorrow

djsml.ini, djsml1.ini - 12/25/2008, djsml.ini is a hedge strategy that trades for 35 mdays at year end when small caps usually outperform. 16/21 winners in the last 20+ years. CAR while invested is 18.7%. This years trade is one of the best and it won't be over until mid Jan. djsml.ini is better with a HoldMin of 60 cdays. djsml1.ini will make it end of Jan before selling. CAR while invested is > 20% Note that the strategy tends to do better in bear market years.