Contents of DB-INI57.ZIP

fyaisig.ini - 12/26/2008, Here's a quickie for FYAIX. What do jnk bonds know that SP500 doesn't?

acfam2l.ini (updated) - 12/28/2008, ACFam2L is Don's favorite AccuTrack strategy that uses HiLoO signal. Reasons: It is a next day signal, never goes short which simplifies things, spends a lot of time in cash, and it backtests for 3.75 years. It holds two funds, either or both can be cash. You need accounts at JeffNat and access to ProFunds to run it. If not just pick the closest fund you can buy. It is going 50% to rymdx on Monday but you could go with 38% umpix instead. There are no changes in the parameters here. The family size was just increasd by two.

rsi2lsc.ini - 01/05/2009, Rsi2LSC.ini (long/short/cash) is a curvefitted version of Terry's Rsi2. It won't backtest for more than 4 years. SPX Rsi2 has to be very oversold or overbought to trigger a signal. 24 trades in last 4 years (s/y = 7.3). Market risk is 8.6%. NxtRsi is included with appropiate TargetRsi levels so you can tell what it will take to trigger a signal. No sell possible until Tuesday. Don set the stops about as close as possible. RsiShort would sell tommorrow if SPX is up 10 pts. But it can't sell until Tuesday due to HoldMinDays = 4.

pttrx.ini (fixed)) - 01/07/2009, Several gurus are recommending intermediate corp bond funds including M Price, T Gleason, and B Gross. So here's an update on pttrx.ini. 8-12 day hold makes approprate in JeffNat only. It might work on agg, bnd and lqd too.

rsi24.ini - 01/09/2009, Rsi24 is similar to Rsi2LSC except it uses Ema4 for oversold Long trades. Backtest 4+ yrs, S/Y = 8.4, Mkt Risk = 9.4%, winners = 80%. The last trade is the only live one (OOS).

djemg.ini - 01/09/2009, JN has two ETF funds now, CLSAX and CLERX. No restrictions and 4pm cutoff for now. Ferrill, HiLoO would be on a sell now without the Stretch = 3 and HolMinDays = 4.

rc.ini (update) - 01/16/2009, This update limits The Mdd on rcmcx to 9% and 4.5% on the combo of rcmcx and rcpfx.

bhld.ini (updated) - 01/16/2009, Irates on MMarket funds are dropping like rock and aren't keeping up with inflation even in tax deffered accounts. JffNat MMarket now has a 7 day yield of 0.92%. Here is a Buy/Hold strategy that has limited Mdd to 1.9% for the last 5 years. Worst monthly loss was 0.9%. Doesn't work in bull market years but but there's not much danger of that in 2009 according to the experts. The strategy holds 90% PRWBX, ST Bond, and 10% RYURX, Inverse SP500. CAR > 5% for the last 3 years.

bhbnd.ini - 01/17/2009, If you can stand 1.9% Mdd with a Buy/Hold mix, here's one to replace your MMarket fund.

prwbxmm.ini - 01/19/2009, Here is an AccuTrack strategy for trading PRWBX to MMarket for the full 20+ years. It is more conservative than BHBnd with lower Mdd. The stats at the bottom of the file show that it beats fdrxx most of the time. S/Y is 3.8.

rutint.ini (revised) - 01/23/2009, Don added a long term NoBuy filter back in September to RUTInt. Fib numbers but not the same as Dave's.

mowinhol.ini (update) - 01/24/2009, Don's update for MoWinHol for 2009. Added one day to the Xmas signal. 2009 was a very good year. Since Mmkts are practically zero you can replace them with BHBnd.fnu or PRWmm.fnu.

pshaxmm.ini - 01/25/2009, Here's another AccuTrack Short term bond strategy as an alternate to Mmkts. It uses Pimco's PSHAX fund.

accujnk.ini - 01/28/2009, We have junk signals based on Emas, double Emas, Stochs, and Macds. Here's one based on AccuPairTrade as a backup. It uses MLHY2.fnu, the ML junk index that must be updated manually. This strategy only has to hold for a minimum of 9 days which restricts it to some JeffNat junk and ST bond funds.

hlcomb.ini (revised again) - 02/02/2009, HLComb contains several strategies. You can trade hiloo.sig, hiloo3.sig, 50% in each, or let AccuTrack pick the signal. None of the above are ever 100% in cash. Here's another one at the bottom of the file suggested by Alan Cohen. It uses AccuTrack to decide if you should Trade either signal or be in Cash. Right now it's 100% cash and will remain there for another 32 cDays minimum no matter what the signals do. Don reoptimized AccuFilter to 12, 40 and HoldMinDays = 27. Minor improvement.This file is designed to tell you which signal to use between hiloO and hiloO3. You can go 50/50 with each signal or use AccuPairTrade which is easier and more productive in hindsight. It's set up to trade between three Rydex funds but you can also use ProFunds or ETFs. What it won't do is tell you what to do if both signals crater.

hiloo.ini (revised again) - 02/02/2009, Don has added and AccuTrack Sell/Stay 100% cash condition. Similar to HLComb but easier to follow. It went to cash 10 days ago. Don tuned it up but it's still selling. Mike Burk pointed out that most Indexes have not been up or down more than two days in a row since November. Today is up day 2 and Xmas is over. Not everything is selling.

hiloo3.ini (revised again) - 02/03/2009, Like the above script, Don has added and AccuTrack Sell/Stay 100% cash condition. Don tuned it up but it's still selling. Mike Burk pointed out last weekend that most Indexes have not been up or down more than two days in a row since November.

ryshsig.ini - 02/03/2009, Too Good to be True? This one will buy a 2 or 3 beta rut short fund today if RUT is Up 6.1 pts or more. The last trade was "real time". 85% last year with 11% market exposure.

ruttr.ini (revised) - 02/05/2009, Remember RUTTR? It was the first Intermediate Signal for Trade, developed by Werner Gansz in August 1997. It uses MACD and Stoch oscillators on RUT. Sound Familar? Anyway it broke last year and ran the Mdd up to > 27% on hrtvx. Here it is revived with a simple AccuPairTrade that puts you in cash when you need it most. Very few changes to Werner's original parameters./P>

prhsig.ini - 02/07/2009, Here's a curve fit 2Ema Signal that says Buy: a health care signal.

stbndmix.ini - 02/08/2009, MMkt = Less than 1% at Jeff Nat. Not for Don. This yields less than 1% Mdd.

mc2x.ini (optimized) - 02/10/2009, It looks like you have to optimize the AccuFilter and HoldMinDays individually for each fund. Don has done that in the attached back to the startdate of several funds at JeffNat. He thinks RYOTX is probably the best one for most small caps because of its earlier start in 1992.

lbsdxmm.ini - 02/12/2009, Another ST Bond Signal for JeffNat. AccuTrack predicted the collapse of Lehman Bros back in June...in hindsight.

nxtmacd.ini - 02/12/2009, This is Don's version of Werner's MACDPredict.ini.

rsi24.ini - 02/12/2009, Don lowered the ShortLevel from 96 to 95. Big Deal! But it increases YTD from 5.1% to 17.6% on two Short trades. Mdd sill 2.3%. Not as good as Rsi2 but not so many trades either.

atoix.ini - 02/12/2009, ATOIX may not need a signal but here's one anyway. Sell if the fund drops below its 75d Ema or the Mdd goes above 0.6%. Watch out for the month end dividend which could distort results until it's posted.

ryoisig.ini - 02/16/2009, Here's a quickie 2EmaXO for Biotechs from CSP "Best Params" w/ a bit of manual tweaking.

ghaasig.ini - 02/16/2009, Here's one for Energy and others. Back tests with same Mdd for 14+ years.

lausa.ini (update) - 02/18/2009, Don added AccuPairTrade to go to MMkt when lausa under performs. Five year back test, MinHold 3 weeks. In cash about 15% of the time.

lajap.ini - 02/20/2009, Here's a 3 yr backtest on Long Latin, Short Nikki.