rsi2xx.ini - 05/26/2010, Rsi2...One more added. Two are on Buy and Two are in Cash.
3pctdn.ini - 06/04/2010, Since 3/30/09 SP-MC (Mid 400) has had a one day drop of 3% or more 11 times. The average gain five days later was 3.5%. There were ten winners and one looser in July '09 that was down 3.2%. If you waited ten days instead of five it turned into a 4.2% gain for the full ten days. And here it is with the % loss listed to the right of the Buy date. Quite a few were more than 4% down.
frifx.ini (updated) - 06/12/2010, Don updated this oldie with an Ema NoBuy filter which cuts the Mdd down by 2/3. Yahoo reports that the yield on FRIFX is 4.61%.
psrax.ini (refreshed) - 06/18/2010, PSRAX.ini, Pioneer Stratigic Income, issued a Buy for today as well. This type fund is semi-junk. Not as volatile as pure junk. 8 day hold at my favorite VA. Worse trade in last 8 years lost 0.5%.
etfbnds.ini - 06/21/2010, Here's one to switch between two short term ETF bond funds using a junk bond signal. When junk is hot you go with CSJ and when not switch to safer govt SHY. Strategy is not doing much at present but it is beating all dump funds. Don realizes that ETFs have a 3 day settlement so you will have to wait 3 days in the dump fund before buying the switch ETF.
Aform2.ini - 06/24/2010, Year Two of the Prez Cycle has a terrible record for the five months 4/30 to 9/30 every four years. Here's the record for RUT-I since its beginning. 1982 +1.79%, 1986 -9.98, 1990 -19.83, 1994 +1.41, 1998 -24.71, 2002 -29.06, 2006 -5.09. Avg - 5.15%. In AForm.ini, what if you just went Short RUT-I for those five months instead of holding PTTRX ? You would have AForm2.ini.
mowinhol.ini (update) - 06/26/2010, UpDate..No change in trade dates.
Asia2.ini - 06/29/2010, Here's Asia2.ini. It may be a long time before this one Buys. Been out since April 14.
rsi4.ini (update) - 07/01/2010, This oversold signal been around since 2005. Don removed the stoploss and it works just as well so far. 10 year backtest. 26/28 winners. Only invested 8% of the time. This is one of those times.
mwe.ini - 07/03/2010, MWE with FTJnk31. This cuts the Mdd in half with CAR = 49%. The Signal isn't doing much this year so far. But then what is ?
cbift3.ini (revised) - 07/05/2010, DaveH gave Don a great idea just to stay away from intermediate Signal trading during the worst 5 month period of Yr2 of the Prez Cycle. The months are May, June, July, August, and September. Jerry Minton and Mike Burk came up with this idea and have backtested it to 1981. If you have to trade, do it with short term signals or tea leaves. This is Don's first conversion.
rsi2s.ini - 07/11/2010, This is the EXP/SPT file for buying SHPIX. It bot Friday and it will only take a 5 pt SPX gain on Mon to trigger a Sell Stop. But there is a 2 mDay Stretch built in so the earliest Sell will be Wednesday. A 2 day Rsi moves pretty fast. The longest trade since 2003 was less than a week.
ptldx.ini (upgrade) - 07/12/2010, Here's an upgrade on Pimco Low Duration. Just the place to be in a bear market.
ftjnk31.ini (update) - 07/14/2010, FT has fixed the JkAvg problem. Here is the latest still on Buy. Delete the last line if you don't have mlhy31.sig.
q4.ini (updated) - 07/16/2010, Here's an update on Q4.ini. Holds bond funds for the first 3/4 of the year and then equity and bond funds during the last 1/4. NoBuy equities when SP2Ema.sig (included) is Sell. Only in equities 8-10% of the year. Bond funds have no signal.
vlgrev.ini (refreshed) - 07/23/2010, VLGRev will Buy today if vle-g goes above its 78d Ema which is at 316.66. Close call right now.
22droc.ini - 08/01/2010, JeffNat has included some "Select" funds which are rated similar to Morningstar. They are revised every May and November. Don left out all funds that require more than 31 day holds. He ran this on 7/29 because FT has not included month-end dividends for the bond funds on 7/30.
merfx.ini (revised) - 08/02/2010, Here's a signal for merfx using mlhy2.fnu with a 19.5 year backtest. Not as good as junk or strategic bond funds but it is different. The one day hold at JeffNat make it as easy to trade as fyaix, pdhyx, jnk, etc. 4pm cutoff too.
cadi.ini (geezer version) - 08/02/2010, You trade something else like Junk or Short during the Bad 5 Months of Year2. It only happens every 4 years. This suggestion came from Minton/Burk at alphaIM who backtests everything for 40 years or so.
hhy.ini - 08/04/2010, Here's an MLHY2 signal file for a closed end junk fund. This fund has the lowest Mdd of any Don could find. And it was recommended by a Forbes wonk in late May. Since then it's up 8%. But it doesn't trade with much volume. And the spread is 0.5 to 0.6%. But it sells at a nice discount to NAV. A friend advised that closed end funds look good until the market crashes. Then no one wants to buy your shares. That doesn't happen with open end managed funds.
22droc.ini (revised) - 08/10/2010, Here's 22dRoc ranking 33 PIMCO Class D No Load funds. Emerging Mkt Bnd, Total Return Bnd, High Yield Bnd, and All Asset funds are near the top end. JeffNat has included some "Select" funds which are rated similar to Morningstar. They are revised every May and November. Don left out all funds that require more than 31 day holds. He ran this on 7/29 because FT has not included month-end dividends for the bond funds on 7/30.
rsi3.ini (updated) - 08/12/2010, RSi3 Buys If ndx is down 5.2 pts but not more than 10.4. 8/8 in last 10 yrs.
rsi4.ini (updated) - 08/12/2010, If NDX drops too much for Rsi2, try Rsi4. Buys if NDX is down 14.7 Pts or more. Not perfect. It's only 27/29 in last 10 yrs.
bigdown.ini (revised again) - 08/17/2010, Weekly MACD Not a good Signal prior to 4/09. Don doesn't know how he missed the 3/30/09 trade in BigDown.ini but he added it here. One of the best in the last 18 months. Don added the July 09 trade by brute force. Here's a Trade version of Signals that Buy after SPX drops 2.4%. Don used the dates DaveH posted and added one on 3/5/09. Sells are next day Stretched for 5 mDays = 7 cDays. The Buy on 7/2/09 doesn't show up for some unknown reason. He bought some ULPIX today to test real time results.
bigdn1.ini (revised) - 08/17/2010, Weekly MACD Not a good Signal prior to 4/09. Don doesn't know how he missed the 3/30/09 trade in BigDown.ini but he added it here. One of the best in the last 18 months. Here's BigDown with All Dates set back one day so it can be used as Delay = 1. No Iterating needed. Just remember that when SPX drops 2.4% or more to Buy today and enter the date yesterday. Don added Fund = CLSA2 which is a double portion of CLSAX. 4pm cutoff at JeffNat.
emb.ini - 08/20/2010, Here's an ETF using EmJnk.fnu.
fgmnx.ini - 08/22/2010, Everyone from Prof Siegel to Mike Burk thinks bonds are in a Bubble. Bonds won't tank until Irates start to rise and ther's no sign of that yet. Here's a Signal for Ginnie Maes that should tell us when the party's over.
best5.ini (revised) - 08/31/2010, Here's a seasonality signal based roughly on the 60 year study by chartoftheday.com. It's mainly for big caps including dow and spx. There are no NoBuys or SellStops. It's buying on Nov 1 no matter what. Don may add a NoBuy condition later. Something like Terry has in SeasmoX. 2009 was a very good year, 2010 isn't too bad so far either.
rsi5.ini (updated) - 08/31/2010, It's not too late to Buy NDX with Rsi5. Sells if NDX is up 14 pts today..
Download DB-INI62.ZIP Last updated 08/31/2010