'SB IDX' generated a long entry signal for today's close, 8/14/2009.

'SB IDX' generated a long entry signal for today's close, 8/14/2009. It is due to be exited at Monday's Close unless its Money Management Stop is hit intraday.

The model is currently trading just below its all time high. This is the third entry for the model in the past 2 weeks. With a bit of luck, this one will be the charm. Today's late day rally continued past the 4pm close all the way to the 415 futures close. The lot I purchased at 4pm rallied +0.63% to the 415 close. I am hoping that this end of day strength will continue on Monday. Its been nearly 6 weeks since a decent size gain has been booked by the systemic swing trading portfolio.

Here are some of the model's Performance Statistics:

• Model Tracking Vehicle=IDX
• Start Date=7/1/1994
• Number of Trades=50
• Average Trade Return=0.41%
• Average Winning Trade Return=0.77%
• Average Losing Trade Return=-0.62%
• Win Rate=74%
• RAWAL (Ratio of Average Win/Average Loss)=1.25
• Profit Factor=3.55

A strength of the model is the win rate of 74%. A weakness of the model is the Money Management Stop can be pretty high, currently 2.6%.

Disclosure: Long the EMDU09.

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 IDX, but I trade the model with the EMD e-mini. Actual trading results from the EMD usually differ from the model results of the IDX, with the EMD showing somewhat weaker performance data. Nonetheless, I still trade this model with the EMD 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...my trading plan may change without notice...this is not a recommendation for you or anyone else, to buy or sell this or any other security...***