commsig2.ini - Dave Serbin , 12/07/2008, This is very nice for ETFs, which are hard to trade with low Mdd. Here's commsig2.ini...a slight modification of Joel Williams' commsig. Dave changed the params a bit on the macd and got a little better Ann...not sure how stable the changes are, though.
spyema.ini (fixed) - Dave Serbin , 12/07/2008, Fixed typo
3xgld.ini (updated), ff17.ini - Dave Serbin , 01/03/2009, Dave's latest version. First run ff17, because that's used in 3xgld.
ff4.ini (revised), ff2.ini (revised) - Dave Serbin , 01/05/2009, Some of the recent drawdown with the SignalPairTrade blocks in these files using odmax/ousgx is due to ousgx, the Oppenheimer Gov't bond fund. If you sub in a MMkt, the results are a little better. Here are revised files with MMkt as the Index.
convert.ini - Dave Serbin , 01/05/2009, Dave always runs a little program called convert.ini before running his other sigs. This creates FNUs with the old names in a lot of the files.
ff28.ini (refreshed) - Dave Serbin , 01/07/2009, Here's a sig that held up pretty good last year.
ds40.ini, 3xryo.ini (update) - Dave Serbin , 01/22/2009, Dave applies an overriding bull/bear signal to the trading signals, such that in a bear market the sigs stay on a sell...in other words, a no buy filter. The first example, ds40, uses a 377/89 ema cross as a bull/bear filter and is useful for emerging markets. Last sig was a sell in July 08. The second sig, 3xryo, is for smallcaps and the overriding sig is a 233/55 ema cross that went to a sell in November 07.
fubar.ini (refreshed), fubar3.ini (refreshed) - Dave Serbin , 01/24/2009, Fubar and fubar3 have been kicking butt.
ff41.ini - Dave Serbin , 01/25/2009, Here's a new sig for trading hrtvx.
gldsig.ini - Dave Serbin , 02/03/2009, Here's a gold sig. Trades the GLD ETF using Bollinger Bands and a 3X combo of the ema/macd/stoch of unwpx.
gld41.ini - Dave Serbin , 02/03/2009, Here's a combo of trading hrtvx with ds41 and GLD with gldsig.
sp.ini - Dave Serbin , 02/04/2009, Just long or short the S&P 500 based on the 200/50 Sma.
chan.ini - Dave Serbin , 02/07/2009, Here is code for combining fubar with sp.ini, which Dave calls chan.ini. Note how decision on which rabbit to chase depends partly on path of fubar. Currently the fubar path is to the south. Before running chan.ini, it is necessary to generate the fubar sig, as Dave has left the fubar code out of chan.ini for simplicity.
ds51.ini (fixed) - Dave Serbin , 04/25/2009, Here's another sig called ds51. It's a greatly simplified version of ds50. Backtests well to 1998. Completely self-contained.
ds50.ini (fixed) - Dave Serbin , 04/26/2009, Here's a new signal called ds50. It's a bit complicated, but it works pretty well on smallcaps.
ds52.ini - Dave Serbin , 05/22/2009, Combining ds51 with emerging market price info gives you ds52.....less whipsawing than ds51 and good for both smallcap and emerge. Trading pyefx with ds52 gives you 30% this year so far.
eemds52.ini - Dave Serbin , 05/22/2009, Here's ds52 trading eem..
sob6.ini, ds55.ini - Dave Serbin , 06/16/2009, Here's a couple new signals. The first is sob6, which is the sixth signal in the SerbinBurger Oracle Bellwether series. It's an improvement on sob5. Conservative combo of sob5 and sob5a: buy on both, sell on either. The logic is this. In an up market, with the 377/34 ema crossover of the Russell 2000 on a buy, sob6 will buy when the Nasdaq new lows and Nasdaq down volume decrease. In a down market (R2k 377/34 ema cross on a sell), a buy requires that not only do new lows and down volume decrease, but also that new highs and up volume of the Nasdaq increase. On the sell side, a sell is triggered by either combination of new lows & down volume increasing OR new highs and up volume decreasing.The second signal is ds55, which is a combination of sob6 and 3xhrt.
ds56.ini - Dave Serbin , 06/18/2009, Here's ds56, which is a conf5 combo of sob6 and a signal called nsmcsmd. The nsmcsmd sig is a macd histogram of a modified McClellan Summation. It's been around a long time (4 years) as part of a bunch of other sigs. Not good as a stand alone, but can be counted on to reduce drawdown in combo with other sigs. Note the UPI of 10 when trading ryotx (e.g. at JeffNat via rcmcx). Adding nsmcsmd as a sell condition makes the sig more conservative.
spysma.ini (updated) - Dave Serbin , 06/19/2009, Here is an opportunity to implement the phase in of the dallas strategy.....tonight the 200/50 Sma of SPY crossed over to a buy, so the dallas strategy buys rynvx. This switch is a big deal. In the past 14 years, there have only been 14 switches. The last switch, to a sell, occurred on December 31, 2007. Some of the switches are whipsaws of between 25 and 66 days, but only one, in 2002, was a whipsaw buy and the loss was only 0.1%.
Download DS-INI3.ZIP Last updated 06/19/2009