Tuesday, September 8, 2009

'IDX OU' generated a Long Entry Signal for the 9/3/2009 Close and a Long Exit Signal for the 9/4/2009 Close



  • 'IDX OU' generated a Long Entry Signal for the 9/3/2009 Close and a Long Exit Signal for the 9/4/2009 Close...
  • the model was rebuilt last month...the old IDX datastream was discontinued and a new one is now being used, MDY...the old model use to have the position open for up to 7 days, now it is only open for 1 day...
  • the trade was profitable, with the tracking vehicle generating a 1.34% gain...this is the first sizeable gain for the model since its most recent equity curve high, reached in 5/2007...
  • this is the first decent gain for the systemic swing trading portfolio since the beginning of july...

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