'BTBT RUT' generated an Entry Signal for today's Close, 7/6/2009

'BTBT RUT' generated an Entry Signal for today's Close, 7/6/2009. I really like this model, and there is a version for the IDX and the NDX as well. However, only the RUT generated an Entry Signal for today's Close.

Some of my models use both a derivative of price and some aspect of the calendar (options expiration, Payrolls report date, Day of the Month, etc). This model just uses price action, and the logic for it may be applicable to other types of securities (commodities, Forex, etc). Using the underlying logic, and then testing it on some of theses other security types, is a good research project for me and has been put on my list.

Here are some of the model's Performance Statistics:

• Model Tracking Vehicle=RUT (Russell 2000)
• Start Date=9/10/1987
• Number of Trades=87
• Average Trade Return=0.48%
• Average Winning Trade Return=1.33%
• Average Losing Trade Return=-0.48%
• Win Rate=53%
• Average Win/Average Loss=2.75
• Profit Factor=3.17

Disclosure: Long the TFU09.

Disclosure: The performance results shown above are for Model analysis purposes and do not include commission or slippage. The model is built on data from the RUT, but I trade the model with the TF mini. Actual trading results from the TF usually differ from the model results of the RUT, with the TF showing somewhat weaker performance data. Nonetheless, I still trade this model with the TF and when executed according to the plan, it has generated consistent profitability for me.

***remember this is an illustration of what i am trading and my thinking...it is not a recommendation for you or anyone else to buy or sell this or any other security***