'BTD Index' generated an Exit Signal for Thursday's Close. The Modeled position (NDX) posted a 1.28% gain, with the actual Trading position (NQU09) posting a 1.15% gain (including commissions). This profitable trade created a new high for this model's Equity Curve (shown above). The position was held for 8 trading days (http://stbsmb.blogspot.com/2009/06/btd-index-generates-entry-signal_16.html).
This was the first position this model has generated since December 2007 and the 'Buy The Dip' (BTD) concept for the NDX was successful (using the specific variable settings for the Long Term Moving Average, the Short Term Moving Average and a Standard Deviation calculation of that Short Term Moving Average; other settings for these variables may lead to different results).
Perhaps doing some research on how the NDX historically performed over the next 3, 6 and 12 month periods after:
This was the first position this model has generated since December 2007 and the 'Buy The Dip' (BTD) concept for the NDX was successful (using the specific variable settings for the Long Term Moving Average, the Short Term Moving Average and a Standard Deviation calculation of that Short Term Moving Average; other settings for these variables may lead to different results).
Perhaps doing some research on how the NDX historically performed over the next 3, 6 and 12 month periods after:
- a profitable exit at the Price Target;
- an unprofitable exit at the Price Target;
- an unprofitable exit at the Time Stop
would yield some insight into where the NDX may be headed over the next 1-4 quarters.
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