Contents of DB-INI58.ZIP

e-sys.ini - 02/23/2009, Here's E-Sys to play with. Don put it back to 30% mkt exposure as Alpha has it. He did add 20% STBond to cut down the Mdd a little. 15.5% is too much for him. He hasn't added the R2K trades yet but we have 9 months until they kick in.

laint.ini - 02/27/2009, Long Latin Short EFA is up 12.2% YTD

lausabal.ini - 03/10/2009, This ia LA-USA balanced, backtested for 6 yrs (vs 4.5 for unbalanced), 15% in ubpix and 15% in urpix with 70% cash. AccuFilter = 8, 50, HoldMin ok 1 to 31.

emjnk.ini - 03/14/2009, This has HoldMinDays = 8 to satisfy JeffNat and something Don added last November. Sell if EmJnk.fnu goes up 4% in two days.

pebax.ini (updated) - 03/15/2009, Here's a simpler version which uses PEBAX direct with no manual update needed. Becaue of the EOM stair step dividend you may get a false signal once in a while until FT includes the dividend. The ML indexes have no stair steps.

sp2ema.ini (updated) - 03/15/2009, Don added go 40% short on sell signals. No surprise that the current short is the best in 21 years all in wonderful hindsight. Here's a long term 2EmaXO Signal for the SP500. Seven trades in 20.5 years. Shortest time between trades was 28 days. That's almost Buy/Hold but not quite. SP would have to go up 4200+ points today for a Buy.

rcmprw.ini - 03/17/2009, Here'a a little competition to Dave's nice Dallas.ini. Hold 100% RCMCX when RCMSig is Buy and when it's Sell, Hold 10% RYURX and 90% PRWBX Or 90% MMkt if PRWBXMM.Sig is Sell. Currently holding 10% RYURX and 90% MMkt .This is another one for JeffNat VA owners.

hiloo.ini (update) - 03/22/2009, This works best with an AccuFilter to go to cash included. This converts the system from long/short to long/short/cash. Ann is reduced but so is Mdd. HiLoO is going 40% short NDX tomorrow and HiLoO3 is staying in cash. Reoptimized AccuFilter and converted to NDX funds.

mx2x.ini (changed) - 03/25/2009, MC2X and Best51C sold yesterday because RUT fell more than 3.5%. Don changed it so they won't sell unless RUT falls more than 4.1% in one day. That's as far as he can go w/o increasing Mdd.

fdpix.ini - 03/28/2009, The experts are saying that the US Dollar will crater at some stage due to the Fed printing too much paper. This 2EmaXO signal may help protect what you have. Backtested for 4 years. Right now the Dollar would have to fall 4.2% for Signal Change.

chinaint.ini - 04/03/2009, All Star Investor ranks China on top and EAFE last. So Here's Long UGPIX and Short UXPIX as a hedge.

rsi24.ini (more changes) - 04/06/2009, More changes for Rsi24. It's going short if SP500 is up 1 pcnt tomorrow. The definition of a perfect curvefit has to include: 100% winning trades, Mdd and Cdd = Zero. CAR while invested = Astronomical.

eem.ini (tweak) - 04/09/2009, Here's a tweak using APT.

mowinhol.ini (updated) - 04/12/2009, Don set up MoWinHol for the next Mem trade in May and added AccuRank at the bottom of the file. If you followed AccuRank's advice you would have made 12.1% with RYAZX on the 3 day trade last week.

jnhedge.ini - 04/15/2009, For the last 4.8 months Long Internet and Short Dow has been a good low risk hedge.

hiloo3.ini (fixed) - 04/19/2009, The HiLos look like they have it. Don added an AccuPairTrade crutch that keeps the Mdd at 4.4% but it looks like that won't last. This works best with an AccuFilter to go to cash included. This converts the system from long/short to long/short/cash. Ann is reduced but so is Mdd. HiLoO is going 40% short NDX tomorrow and HiLoO3 is staying in cash. Like the above, reoptimized AccuFilter. Except it trades RUT and MID funds. Will remain in cash at least for another 22 days.

atrank.ini (revised) - 04/24/2009, Don picked uxpix over uwpix because it had a lower Mdd. Bad choice this week. He will split the shorts this weekend to 50% in each. Here is the Holy Grail you are looking for... almost. ProFunds offers 10 2beta funds that can also be shorted with equivalent reverse funds. This strategy ranks the 10 funds with AccuRank. Don is using 6, 24 but you can uses anything you like. There is no signal. Buy the top ranked fund(s) and hedge them with the reverse fund(s) of the bottom ranked fund(s). You hold 50% cash or ATOIX which is optimal. It's shown here holding equal amounts of long funds ugpix and ubpix ( china and latin) plus equal amounts of short funds uwpix and uxpix ( dow and eafe). You sell when you can't stand the Mdd going higher. Or when better funds show up with AccuRank. The strategy didn't work in the 4th quarter of '08.

mc2x.ini (revised) - 04/25/2009, Added a NoSell condition until RUT 15d %Chg is negative. This does not affect best51c which already has it.

best51c.ini (fixed) - 04/26/2009, No change in params. Don optimized the AccuPairTrade section for 17.3 yrs on RYOTX. This is the Royce fund D2 is using at JeffNat. That's good enough for him. Best51c can't sell until the 16d %Chg of RUT is negative. This thing has a great YTD and percent winning trades. Worst trade lost 1.3%

wtmixjn.ini (update) - 04/26/2009, Here's a WtMix of three JNat funds trading with Best51c Signal. No AccuPairTrade needed. If you want lower Mdd, increase the Junk portion.

rcmprw2.ini (revised) - 04/30/2009, Don added come cosmetic ginger bread. Also split the 20% foreign between sgovx and pemfx emerge fund. sgovx is a lower volitility fund that may be more suitable in this market. Here's an update on RCMPRW.ini that's still on Buy. It's for JeffNat Traders.

mlhy3.ini (updated) - 05/03/2009, Don made the NoSell RSi the last overriding condition.FVHIX, Jnk fund offered at JeffNat w/ 8d hold, looks like phiyx w/o dividends up to 11/1/07. After that monthly dividends are shown on FT chart. Don created a clone, FVHIC, that assumes the fund was the same as phiyx prior to 11/1/07. Also updated parameters a little to reduce Mdd in MLHY3.ini

mfs-hy.ini - 05/05/2009, This is the file with signal dates taken from TimerTrac. Note it's a d=1 SPT. Didn't do well in 2001 and most of 2002. From 11/02 to today it's doing well.

rsi9.ini - 05/07/2009, Here's a really long term signal. Minimum hold is 12 months. It's never failed since 1932. Buy and Pray for Obama. Details inside.

gbfax.ini - 05/10/2009, Don did some manual optimizing for trading an emerge fund at JeffNat.

mlghy.ini (updated) - 05/11/2009, Don's latest version.

prwbx.ini - 05/12/2009, Here's a different PRWBX signal just in case the AccuPT one is slow. Don likes the 0.9% Mdd. PRWBX is my largest holding at JN.

pshax.ini - 05/13/2009, Here's one to trade Pimco ultra short bond fund at JeffNat. Their MMkt fund is almost yielding 0% APY.

sgovx.ini - 05/15/2009, SGOVX went down more that 1% today which shows you that it doesn't trade ADRs. It must trade the foreign stocks direct which would be a plus if the US$ continues down. They probably wouldn't be holding gold if they thought the us dollar was not going to go down more. Here's the signal Don is using.