Contents of DB-INI59.ZIP

sgovsar.ini - 05/17/2009, Here's FR4Win optimized Wilder Acc from 12/31/01 to now. The signal dates were picked off the Rube chart using the poles and entered manually in a Trade file. New Wilder signals will have to be entered manually. Don also added manually optimized NoSell Rsi and Roc conditions that will update automatically. Helps a bit.

gbfasar.ini (fixed) - 05/19/2009, Here's another FR4Win SAR signal based on Emerge fund GBFAX. The secret is it won't Buy until SPX is almost overbought (Rsi14 = 59 ) And the SAR confirms. It's hotter than a two dollar pistol.

e-sys.ini (updated) - 05/21/2009, Jerry Minton/Mike Burk at AlphaIM.com have an interesting strategy that is only invested in the 4th Qtr of year 2 and all of year 3. That's 5/16 or only invested 31.25% of the time all in equity funds. The rest of the time they are in short term bonds. Don made a Trade file called E-Sys.ini that covers it. Their website has all the details.

ghaax.ini (revised) - 05/26/2009, Anyone interested in GHAAX hard asset fund as an inflation/weak$ hedge? It hold mostly miners and drillers. Very volatile so you don't want to hold too much. This is a replacement file for Don's ghaax.ini which crashed last year.

pmcop.ini - 05/26/2009, Poor Man's Coppock from Australia. Daily version can't find anything that has bottomed out.

mdpix.ini - 06/01/2009, Here's a chicken Signal for trading midcap index funds. Ok on NPRTX too. MDPIX should be the same as SP-MC but Don gets better results using mdpix.

mc2x.ini (changed), best51c.ini (changed) - 06/02/2009, MC2X changed so there is NoSell as long as RUT Rsi14 is greater than 49%. This does not affect Best51c but since mc2x is part of it, Don made the change there too.

cadi.ini (revised) - 06/04/2009, Here's 50/50 allocation in a micro cap and a stratigic income fund available from JN using Ken's Excel with a little help. Small cap rcpfx works too. Don manually Edited each trade into a Trade file and added one Sell and two NoSell conditions based on RYOTX. Also optimized HoldMinDays at 17 for the last 9 years.

cadijn.ini - 06/07/2009, Here's DaveH's neat Coppock A-D/A+D signal modified to trade JeffNat funds. It didn't do much in 2007 and 2008. If you look at NYAD (A-D Line) you can see why it stayed in cash most of the time.

nshlsig.ini (revised) - 06/11/2009, This version of NSHLSig.ini is adapted to a good international fund at JeffNat. Spent all of 2008 out of market.

mc2xds55.ini - 06/17/2009, Here's a combo between mc2x and ds55. Buy both, Sell either. This is the most conservative way to use both signals. Keeps ds55 honest or is it mc2x ??

nsbix.ini - 06/20/2009, This one works on all JeffNat short term bond funds. Beats the dickens out of Irate(0). No long term HoldMinDays.

mowinhol.ini - 06/22/2009, MoWinHol set up for next Buy on 6/26. First 2 trades this year were ok.

best51c.ini (revised) - 06/22/2009, Don added the Iteration Routine at the top of the file and added an optional NoSell unless RUT Rsi14 less than 46%. If you want to be OnSell.

sp2sma.ini - 06/25/2009, SPX Sma50 - Sma200 works better when Sma200 is declining as it is now based on a study by a well known guru. Since 1945 there have been 32 "Golden Cross" X/Os. 20 occurred when the Sma was rising. 6 months later = 2.1% and 12mo later = 9.4% gain on average. 12 X/Os occured when the Sma was declining . 6 months later = 10% and 12mo later = 18.7% gain on average. The current X/O is the only one in the last 21 yrs with a declining 200d Sma. Here is a Buy signal for today using 55/198 Sma X/O manually optimized. One trade in 1990 was a real dud.

cbift3.ini (updated) - 06/28/2009, Due to recent volatility I had to reduce ryotx allocation to 50% to keep the Mdd less than 5%.

mlhy31.ini - 07/03/2009, Most of the JeffNat junk and near junk funds have gone to 31 and 61 day holds. This file is intended for trading 31 day funds for the last 6-8 years.

mlhy31c.ini (revised) - 07/05/2009, Who Needs Equity Funds II ? And from before, here's MLHY31 for folks who don't want or can't update MLHY2.fnu. Put MLHYC.fnu in c:\ft and it will update automatically using fhiix instead of mlhy2. The 5yr Corr is 0.96 between the two.

xr1.ini - 07/22/2009, Don is trying to make a universal XR1 that will tell you how many times a fund/index or fnu has been up 10 days or any specified number of days in the past (StartDate to StopDate). He makes it that HRTVX has made 10 in a row 16 times since 9/30/88. The last time was in 2003.

bigmom.ini - 07/26/2009, Marty says BigMom arrived week before last. Not too late.

sp2ema.ini (revised) - 07/30/2009, SP2Ema could Buy in about 5 to 6 days... Updated SP2Ema with two %Chg Sell Stops and 33% short position during Sell periods. Three years average between trades. It didn't buy into this rally and it's at least two months away from the next Buy.

clsax.ini - 08/07/2009, Why is CLSAX the only eqity fund Don owns? It has a 4pm cutoff at JeffNat with Zero HoldMinDays. It trades 95% ETFs and picks them better than he can. Besides holding the major USA Index ETFs it holds 29% foreign ETFs, including EEM, ILF, and FXI.

sp2ema.ini (refreshed) - 08/08/2009, SP2Ema just turned bullish as well. 7 for 7 in the last 21 years. Pure price indicator of SP500. Nothing fancy. SP2Ema could Buy in about 5 to 6 days... Updated SP2Ema with two %Chg Sell Stops and 33% short position during Sell periods. Three years average between trades. It didn't buy into this rally and it's at least two months away from the next Buy.

sp500.ini - 08/08/2009, Here'a a slightly modified version of the filtered sp500 200day Sma X/O signal that Terry showed us from Barron's.

seasmox.ini (updated again) - 08/30/2009, Don added a line to tell you what it will take to keep SML 12d %Chg in line for a Buy so you don't have to Iterate it. He also added Rsi5 when the market is way overbought. Don believes all the dates are now fixed. He has marked all the late month holidays next to the changed B/S dates..

ndxsig.ini (updated again) - 08/30/2009, Here's NDXSig with 75% clerx and 25% clsax. Don also added 25% afbix (short fyaix) on Sells. This makes the Mdd 4.9% which is his limit. You can change the percentages to adjust the Mdd higher or lower. If you go 100% cash on Sells the Mdd is 4.5%.

mlhy4.ini (updated) - 08/30/2009, Here's an update on MLHY4.ini to HoldMinDays = 31

cbift3.ini (revised) - 09/05/2009, This is an update on Dave/Fred's modified Coppock signal. It's been adapted to JeffNat funds. Made an all time high on Friday.

cbift4.ini - 09/07/2009, Here's a Dave-Fred-Coppock signal using nasdaq breadth data instead of nyse data. Params were manually optimized. HoldMinDays = 15 and the junk fund has to be held 31 days so you might have to hedge a bit with a short fund for a couple of weeks. Results are not as good as cbift3 using nyse data but the mdd is low.

rsi24.ini (updated) - 09/11/2009, Update on Rsi24.ini. It's tough to make anything being Short in this overbought market. This one can't sell shpix until Monday or later.

mb.ini (revised) - 09/19/2009, Mike added a new observation this week that Don has added to mb.ini. Don added NYSE. Now if Naz new highs would just start increasingDon added a provision so you can use early WSJ data to see how Mike's indicators are doing. Not well today with nsnh = 9 and nsnl = 12, At least nh/nh+nl is still above 50%. Mike Burk's opinion in a Trade script.

ftjnk31.ini (changed) - 09/23/2009, FT made some changes to bd-junk.fam so Don made some changes to FTJnk.fam that keeps results the same. Don messed up and let Trade create JkAvg.fam instead of JkAvg.fnu. You will need to delete jkavg.fam from your userdef subdir. Here's a 31 day hold Junk Signal for JN funds using the average of 209 Funds in FT BD-Junk family instead of using MLHY2.fnu. Backtest results are at least as good as those from MLHY31.ini and there is no manual updating involved.