Contents of DS-INI1.ZIP

ff19.ini- 11/20/2007, This sig is specifically designed for trading smallcap value funds. It incorporates both predictive and trend following components. Becaue it contains multiple asymmetries, there is a good chance that it will eventually lock.

coonhound.ini - Dave Serbin , 01/05/2008, What Dave is going to try to do is approximate the performance of DecisionMoose, but with a lower Mdd. To do this, He'll use two positions rather than the Moose's one, and also use some signal timing. The initial positions are narfx and gld (50/50).

holdem.ini (updated) - Dave Serbin , 01/05/2008, Here's a set of B&H strategies that includes Hussman. It's been "live" since 12/5/05. The best strategy seems to be the aggressive one (aggr) with Ann=10.9%, Mdd=9.3%

value.ini, value03.ini - Dave Serbin , 01/06/2008, Value.ini compares DecisionMoose with selecting the best performing no-load value fund over either a one year lookback (FNU=val12)or a three month lookback (FNU=val3), with a start date for all three FNUs being 5/5/2000. Value03 is the same, except the start date is 3/15/03, the beginning of the current "secular" bull market. Note that the performance of DecisionMoose from 3/15/03 is very similar to selecting the best value fund with a three month lookback. The big difference, then, is the period 5/5/2000-3/15/2003. Here, the Moose really shined, kicking butt compared to value selection.

3xgld.ini - Dave Serbin , 01/10/2008, Here's a signal for trading GLD. Not very sophisticated, but useable IMO. The main trading param is the 233/89/55 stochastic of GLD. The other params are in there just for safety reasons, in case the stochastic blows up. Notice that the B&H UPI of GLD beats trading with the signal 3xgld. Don't expect that to last. Notice also that the max drawdown (Mdd) of 12% was in the middle of a buy cycle, and the sig did not sell.

bigsig.ini - Dave Serbin , 01/18/2008, Here's a Trade file that can tell you when the largecaps are in a bull or bear market (long term). It's a little better than the 233/89 ema crossover of spy. Went on a sell 12/7/07, meaning that the S&P 500 is in bear market mode. Trading rytnx/rytpx with bigsig will get you ~25% annual, but the drawdown of 36% is too high.

ff25.ini - Dave Serbin , 01/20/2008, Here's a sig for trading largecap stocks. After hours and hours, days and weeks of trying to come up with a way to trade largecaps using lagging indicators.....nothing. Largecaps are just too volatile in the intermediate term for that. So, instead Dave had to work with non-price indicators, and settled on $NYNL (NYSE New Lows). The sig, ff25, has beed backtested to 1988 using sp-cp. He has included trading with spy from 1993 (FNU=spy93) and sp-cp back to 1988. The actual return for sp-cp should be a little higher, because dividends weren't included.

bigexp.ini - Dave Serbin , 01/20/2008, Here's an experimental sig for trading rytnx/rytpx. Still have to get a couple bugs out, but it should run. Ann=30%, Mdd=21%

ds29.ini - Dave Serbin , 03/12/2008, Here's a new signal called ds29 for trading emerging markets. It's a slight modification of ds28.

jn3.ini - Dave Serbin , 03/15/2008, This is a this strategy for JeffNat. Trades padmx vs a combo of rypmx and ghaax. Ann=41%, Mdd=15% last five years.

tobin.ini, tobin97.ini - Dave Serbin , 03/17/2008, 1) Build a family of no load funds (Buyhold) - Ficdx, Bearx, prpfx, oakbx, fsmex, fgblx, flvcx, lsbrx, fnmix, hsgfx, tavfx, narfx 2) Jan 1 of each year rank the funds for the previous year 3) Build a portfolio of the 4 top funds plus Bearx and buy and hold for one year. 4) At the end of the year rank the funds again and repeat step 3. Then : tobin97.ini This is tobin.ini set for one year 1/1/97-1/1/98.

ff28.ini - Dave Serbin , 04/25/2008, Here's a new sig called ff28.ini. It combines a sig called ds29 with MC2Xa. The MC2Xa sig is a "simplified" version of one of the old timey "classic" versions of MC2X....way before the current version posted by DAB.

ff17nl.ini - Dave Serbin , 04/27/2008, Here's ff17nl.ini, which is the same as ff17 except no odemc.

ff1.ini (updated), ff28.ini (updated) - Dave Serbin , 05/01/2008, Both these sigs are based on a combination of a sig specific for emerging markets and DAB's mc2x. FF1 is a conf5 of ds28 and mc2x (buy on ds28, sell on either ds28 or mc2x). FF28 is a conf5 of ds29 (an "updated" version of ds28) and mc2xa (a "simplified" version of mc2x, without the seasonality and thrust sigs). FF1, since its posting on 11/6/06, has returned 23% annual with a 6.6% Mdd. This is a "live" return, not historical. FF28 has similar returns, although it hasn't been live for very long yet. Here are the files trading lzemx with an 8 day hold (JeffNat) from the FF1 live start date of 11/06/06.

3xamh.ini - Dave Serbin , 05/03/2008, This is useful for trading amhyx at JeffNat with an eight day delay. You only trade amhyx with 3xamh when the long term ema crossover of 144/21 is positive. When the long term crossover is negative, go fishin'. The sig was backtested to 1999, and works in a "walk backward" to 1988.

ff31.ini - Dave Serbin , 05/09/2008, Dave says this is better than ff17.

hardass.ini - Dave Serbin , 06/11/2008, This is for trading JeffNat funds. It combines trading of ghaax (VanEck Global Hard Assets) and amhyx (Aim High Yield).

mc2mmkt.ini - Dave Serbin , 06/12/2008, This is the "classic" mc2x with MMkt in place of olcvx, trading ryotx from 1/2/97....MDD = 6.6%.

ff19.ini (revised again) - Dave Serbin , 06/12/2008, ff19 without the extraneous code and uses mc2x with a MMkt in place of olcvx. Dave has added a trade of ryotx from 1/2/97. MDD is reduced to 5.07%. Comparing ff19 to mc2x, the Ann from 1997 is reduced from 28% to 23%, Mdd is reduced from 6.6% to 5.07%, and S/Y is reduced from 33 to 18 if you can trade a lot easily, mc2x is your thing...if you're willing to have 5% less annual, you can cut the trades almost in half and reduce your MDD a bit with ff19.

accu4.ini (revised) - Dave Serbin , 06/19/2008, Here's a new trading strategy called accu4 for JeffNat funds using AccuFamilyTrade. The fund family consists of 7 day hold funds at JeffNat excluding all Rydex funds except rymbx. The signal used is called future, which is a strict combination of sob1 (SerbinBurger Oracle Bellwether Omen) and mc2xa (simplified version of DAB's mc2x). Also included is a previously posted strategy for trading amhyx (Aim High Yield) which is blended with the accu4 strategy to reduce volatility. The file is self contained.