Contents of DB-INI61.ZIP

vixobx.ini (revised) - 02/02/2010, Too much volatility with NDX. Don changed it to SP500 and reoptimized the Sell level.

mllhywk.ini - 02/03/2010, Here's weekly signal for junk bond funds that has worked since 9/11/01 but not before that. You can run it if you are on a world cruise without fasttrack or your PC or a calculator. You do need to get the MLHY2 value every Friday from the library PC or an internet cafe PC. Instructions on how to calculate weekly Ema4 of MLHY2 and how far it is above or below its weekly Ema4 are shown at the bottom of the file. Buys are taken when it rises to 0.4% above the Ema and Sells are taken when it falls to 0.35% below the Ema. Signal dates can be added to this file manually.

psrax.ini (updated) - 02/07/2010, Here's an update on PSRAX.ini which is still hanging on.

3pcnt.ini - 02/11/2010, Here's a once a week Signal that won't make you rich.

prwbx.ini (update) - 02/11/2010, Here's an update on PRWBX.ini

ematest.ini (updated) - 02/12/2010, If you are going to trade Junk Funds with nothing but an Ema, what's the best one? For FHIIX using ML HY Index for the last 7+ years, it's Ema 66 days. It will sell if MLHY2 drops another 0.55%.

3pcnt.ini (updated) - 02/12/2010, 3Pcnt.ini can't buy until next Friday because VLG hasn't gained 3% from last Friday. Here's new MIX holding three 8 day funds from JeffNat.

ndxsig.ini (latest) - 02/16/2010, Don's latest.

mlhyw.ini - 03/01/2010, Here's one if you are too lazy to upate MLHY2 daily but can manage the update ONCE a week. TerryS created a Friday only FNU of mlhy2 using the magic of Excel. It's named mlhyW.fnu. This weekly signal trades on the weekly FNU using a 57 day Ema and nothing else. The Ema was not optimized. It is just the shortest one that did not sell in 2010..yet. That's about as simple as it gets. One Ema and One fnu update a week.

jnatrank.ini - 03/07/2010, This file shows the new ProFunds no leverage funds that will be added to JeffNat in April. Don left out the lveraged funds and the exsisting Rydex funds but you can add them in. Funds are ranked two different ways: Pcnt Above 21 day Sma and StochRsi.

vlgroc.ini - 03/10/2010, Here's Don's best shot for a weekly Roc Signal. 25% market exposure over the last 21.5 years. You need VLGwk.fnu to run it.

nshlsig.ini (updated) - 03/15/2010, The best Signal for the last 9 months and 12 months was BUY And Hold. OOS or IS.... Here's NSHLSig with it's original 3 parameters. Been OOS since 10/08...

float31.ini - 03/18/2010, Don got confirmation from Scot that both Advisor funds he bought yesterday were accepted. Here's the Signal he's using on them. If this works out he'll move some more from ATOIX to the floaters.

aform.ini - 03/21/2010, Here's the latest Allocation Model from AlphaIM.net. I made some major revisions to avoid the 33% Mdd that the original model has. Switch on 4/30 instead of 5/31 in Year2 like 2010. PTTRX usually beats SP-MC in May.

vlgrev.ini - 03/23/2010, Don settled on a 7 year back test but the same Mdd is good for 10 years. VLGWk.fnu has to be manually updated every Friday.

eifhx.ini - 03/26/2010, Download mlhy2.fnu then use this as another one for floaters. Mdd 0.7% since 2000...

vlgrev.ini (revised) - 03/27/2010, VLE-G made a new weekly high so we have to rasie the bar a little for the next Friday Sell Signal. Don't forget to update vlgwk.fnu. Don settled on a 7 year back test but the same Mdd is good for 10 years. VLGWk.fnu has to be manually updated every Friday.

cbift3.ini (update), pimhy.ini (update) - 03/28/2010, Update on a great Signal: CBIFT3. Don is showing it going to HY8.fnu on sells which is the output of PimHY.ini. If you just want to go to cash instead the result is Ann 16.0%, Mdd 4.0% for the last 18 years. He could make it on that and be in cash 47% of the time. 1.8 trades a year which shouldn't bother any fund manager except Vanguard or Janus.

sp2ema.ini (revised) - 03/31/2010, 10 month Sma Signal for SP500 is getting some mention lately so I added it to SP2Ema.ini. The Sma signals come from Metastock for the last day of the month. Action day is the first day of the next month following a Signal.

kifyx.ini - 04/01/2010, KIFYX is a real estate REIT income fund. Rsi14 is pretty high right now for purchase. The bad news is it takes 100k to buy it. No ERF. Here's an uncomplicated signal.

hygsig1.ini - 04/02/2010, FYAIX, PDHYX, and AFBIX are hard to trade with a D=0 Signal because of the early cut off time. Here's a D=1 signal. HYG paid a $ 0.658 dividend on 4/1/10 that has not yet been added by FT. The dividend is shown at Yahoo under "historic prices". It is added it on Line 11. You will have to remove it when FT does include the dividend. Buying fyaix or pdhyx on Monday.

confind.ini - 04/04/2010,

New Confidence Index: Terry Laundry (see T Theory Forecasts at theory.tyepad.com) has an interesting variation of the Barrons Confidence Index posted on his website this week. It is based on the rationship of Junk Bonds and Long Term Treasury Bonds. He uses the Fidelity Capital and Income Fund (FAGIX) and the Vanguard LT Treasury Fund (VUSTX) as the two indicators. There are lots of ways to pick a signal from this. Terry just uses a 200 day MA crossings. I like what I see with an 89 day EMA with a 5% filter. Historical data goes back to 1988 for a very nice big picture on the economy as well as Junk Bond indicator. There have been 5 sells and 5 buys since the start of 1989.

uupix.ini (revised) - 04/09/2010, Don changed the stoploss a little. Increaed Ann by 1.7%.. Here's one for trading an Emerge Mkt fund that you hold for only 2 days Minimum.

jkavg30.ini - 04/16/2010, Here's another one using FT JkAvg. Included a micro cap fund and 30d MinHold.

sweet15.ini (revised), aform.ini (revised again) - 04/19/2010, Here are revisions to Sweet15 and Aform. The last two weeks of December are usually Up so Don added SP-MC for that period to Yr4 in AForm. Instead of holding SPX and NDX during the sweet 15 months every 4 years, you hold Junk Bond fund (any will do) and a 2beta NDX fund.

2pt4pct.ini (update) - 05/01/2010, This is a weekly Signal similar to 3Pcnt and Bollinger's VLG weekly signal. 2pt4Pct Sells on Friday if ^VLIC close lower than 305.

vlgrev51.ini - 05/03/2010, This is a little more agressive version of vlgrev. The NoSell Rsi14 is lowered from 56, optimum, to 51. It didn't sell Friday but it's close.

pshax.ini (updated) - 05/05/2010, It's hard to beat Bill Gross and Pimco. PTLDX and PSHAX are both good. If you want more action PTTRX is world's largest intermediate bond fund. Here's one for short term PSHAX. Beats zero which is what JN MMkt is paying. PSHAX has an Mdd of 5.2% but this signal cuts it to 0.9% with no loss in CAR. 24/24 winners in 13 years. JN reports the fund returned 0.58% in the last 3 months. That's a CAR of 2.3%.

ftjnk31.ini (latest update) - 05/06/2010, Don had moved the nosell Rsi from 59 to 51 and had forgotten to replace it. 51 is as low as you can go without increasing Mdd.

hyema.ini - 05/12/2010, Don made an Ema Signal that is optimized to just miss the Feb and May declines based on JkAvg that is computed here. This is a straight Ema signal with no filters.

rut2ema.ini (tweak) - 05/14/2010, Extra small tweak to RUT2Ema. No Bridge plug needed. Buys tomorrow if RUT is flat or up.

aform.ini (update) - 05/16/2010, Don added 5 months of RUT-I in place of SP-MC during Yr4, Yr1, and Yr2. It's still a simple mechanical seasonal stratigy without MA's that has worked pretty well for 21.7 years.

pttrx.ini (updated) - 05/17/2010, Here's an update on pttrx.ini. Cuts the Mdd in half and reduces Ann by 0.5% over 21+ years. Seems to be pretty stable because you get the same results using Ema 26 to 34. Only one short term trade since 1994. The remainder were intermediate length.

jnkema.ini (cleaned up) - 05/19/2010, Here's a little clean up on JnkEma.ini adapted to JN available funds.

rsi4.ini (revised) - 05/21/2010, Here's a revised Rsi4.ini. This is for a really oversold market. Lowered the Rsi4 Buy level from 32 to 16. Backtests for 10 yrs. Works with Delay = 0 or 1 so it's not too late. 90%+ winners.

rsi5.ini (updated) - 05/25/2010, Here's some company for Rsi4 above.

rsi3.ini (revised) - 05/25/2010, Don added Ema210 for NDX and SPX which are approximately their 10 month Emas. SPX Ema10mo is already negative which Terry pointed is a classic monthly bear market signal.