Contents of DS-INI2.ZIP

hardgld.ini - Dave Serbin , 06/28/2008, This is a combo (confC) of gld14 and hardass sigs.....returns 30% Ann with 3.8% Mdd from 2006.

accex.ini - Dave Serbin , 07/04/2008, Here's a new strategy for trading extraded funds.

sob4.ini (fixed) - Dave Serbin , 07/08/2008, In bull markets, the best non-price or "predictive" signals might be those based on down volume, declining issues and new lows, and in bear markets, it's the opposite.....the best predictors are up volume, advancing issues and new highs. So, Dave tried it and it seems to work that way. This is sob4.ini, which backtests to 1988 trading the Russell 2000 based on whether to use a bull market sig or a bear market sig. The FNU of the composite trading is called rutmx, and it compares favorably with trading either the bull or bear sigs alone (FNU=rbull & rbear). Dave decided to switch between bull and bear based on the 34/377 ema crossover of rut-i.

sob4rcm.ini (fixed) - Dave Serbin , 07/08/2008, It's possible to apply the sob4 strategy to a fund such as rcmcx, which can be traded every 8 days at JeffNat. The sob4 strategy beats everything else he has for trading rcmcx..........Ann=23%, Mdd=6% from the start date of 11/22/99..

3xsht.ini - Dave Serbin , 07/10/2008, This strategy is PURE FANTASY.....DO NOT TRADE IT!! Uses Nasdaq New Lows {nsnlq} to decide when to go long or short. Works like a charm the past year, but really bad before that.

sob4rcm.ini (updated) - Dave Serbin , 07/11/2008, Dave took out dec and adv and reoptimized. It's possible to apply the sob4 strategy to a fund such as rcmcx, which can be traded every 8 days at JeffNat. The sob4 strategy beats everything else he has for trading rcmcx..........Ann=23%, Mdd=6% from the start date of 11/22/99..

hg.ini - Dave Serbin , 07/18/2008, hg stands for Holy Grail, of course, and you can get EXTREMELY WEALTHY using this strategy. The date isn't Aptil 1st is it ?

sob5.ini - Dave Serbin , 07/19/2008, This is similar to sob4 I posted earlier except that I've combined the bull and bear sigs into a single sig. All it is is the ema crossovers of nsnlq and dvolq for the bull sig and nsnhq and uvolq for the bear sig. You switch between the bull and bear sigs depending on the 377/34 ema crossover of the Russell 2000. Trading sob5 with ryotx from the start date of 1/6/1992 gets you 20% with 11% Mdd. So, this is using Nasdaq internals to trade a smallcap fund. If we could get smallcap internals, then the results might be even better. Same thing trading other sectors like international, real estate, etc.

xoted.ini - Dave Serbin , 07/24/2008, Here are three lines of code (plus combining another sig) that kicks butt on ryotx from the start date in 1992. Also works good on rcmcx in JeffNat.

chan.ini - Dave Serbin , 07/25/2008, Here is example of 6% stoploss. Dave has applied it to the sob5 signal to make a new signal called chan. The FNU is called chan6 and it compares favorably with trading sob5.

steffen.ini - Dave Serbin , 07/26/2008, Here's another basic sig....not as good as Terry Steffen's, but maybe a combo of both.

mc2xsob4.ini - Dave Serbin , 07/29/2008, This combines mc2x and sob4 as follows....buy on sob4, sell on sob4 AND mc2x. This is Conf1 in FTools2. Doing this combo cuts down on the number of switches compared to mc2x or sob4 standing alone.

accu4a.ini - Dave Serbin , 07/29/2008, This is the same as accu4 except for using mc2xsob4 sig. Dave used mc2xa in combo with sob4 to create mc2xsob4 in the accu4a script.

sob7.ini - Dave Serbin , 07/29/2008, This incorporates the 233/55 ema cross of ryotx in the sig.

sob5jn.ini - Dave Serbin , 07/31/2008, Here's a strategy for trading between rcmcx and amhyx at Jefferson National. It uses sob5 modified to stay out of the market if the 233/55 ema cross of ryotx is on a sell. The sig is called sob5mkt. When sob5mkt is on a sell, you trade between amhyx and MMkt depending on the status of the 3xamh sig. The thinking behind this is that when the 233/55 ema cross of ryotx is on a sell, you can still make money, but it's tough. You can make almost as much just trading back and forth between a bond fund (amhyx) and it's a lot safer (in theory). The script generates two FNUs, rsob5 and r5mkt. The first one, rsob5, trades between rcmcx and amhyx without the 233/55 ryotx ema cross, and the second one, r5mkt trades with the 233/55 ema cross. From 12/29/99, the reduction in return is 2% using the ema cross....take your pick.

sob501.ini, sob502.ini, sob503.ini, sob504.ini, sob505.ini, sob506.ini, sob507.ini - Dave Serbin , 08/06/2008, Dave converted the OOS results of the sob5 walk forward into ini files to check how the results compared using Trade and a mmkt. The only anomaly seems to be 2006....rest of the years are pretty close. The last two digits in the file names correspond to the year.

sob5mkt.ini - Dave Serbin , 08/07/2008, Here is a Trade script called sob5mkt.ini that uses sob5/ryotx back to 1992. There are two FNUs created: rsob5 is sob5 w ryotx/vmfxx Ann=20.17%, Mdd=11% (Not 16%, happened 4/7/99). r5mkt is sob5mkt w ryotx/vmfxx Ann=18.28%, Mdd=5.55%. The sob5mkt sig is the same as sob5 except a long term ema cross (233/55) of ryotx is also applied as a signal.

sob5hrt.ini - Dave Serbin , 08/21/2008, Here's sob5hrt.ini, which is sob5 with an ema crossover of hrtvx to keep you out of bear markets. It's still on a sell.

dochedge.ini - Dave Serbin , 08/26/2008, Here's a Trade file with a 50/50 vgpmx/hsgfx hedge and a second hedge of 50/50 vgpmx and amhy3 (trading amhyx with 3xamh sig). Results using hsgfx and amhy3 are about the same from 1/1/2001.....return is cut 1/3 but drawdown is cut in half (almost). At least passes the smell test...Ann > Mdd

kellett.ini, kellettema.ini - Dave Serbin , 10/17/2008, This generates a signal line for a (SignalPairTrade) expression where the Buy signal is a 200 day SMA with a .06 filter (i.e. .06% above the 200 day SMA) and the Sell signal is a 200 day SMA with a .06 filter (.06 below). Kellettema.ini switches the Sma to Ema

spytrd.ini - Dave Serbin , 10/20/2008, This is the very best sig Dave has ever found for trading spy.

3xdxy.ini - Dave Serbin , 10/24/2008, Here's a strategy for trading long/short the 2 beta dollar index at Rydex. Dave also included a mix Fnu that combines 1/3 dollar & 2/3 junk. This is especially usefull at JeffNat.

fusme.ini - Dave Serbin , 11/20/2008, This is a 233/34 ema crossover of mmcfx (formerly fusmx). The general concept is that you look at a long term ema crossover just to determine whether the market is bullish or bearish. This helps you decide whether you should go short when your favorite sigs sell (go short only in a bear market of course). Dave also uses it to determine whether he'll go 100% long when the sigs are on a buy.....if the long term sig is positive, he goes 100% in on a buy sig, if the long term sig is a sell, he only goes in less than 100% when he gets a buy on his sigs.

spyema.ini - Dave Serbin , 12/05/2008, This for market timing vs. buy and hold. The FNU spema is trading spy with a 233/89 ema crossover from 1/1/95. The FNU spbnh is spy from 1/1/95 buy and hold. Market timing with a 233/89 ema crossover doubles return and cuts the Mdd by over half.