Wednesday, November 4, 2009

'Halloween' systemic trading model generates a loss.



  • my 'Halloween' model posted a long entry signal on the close of trading on wed 10/28/2009...
  • this model is based on the historical bullish trading behavior of the NDX during the last few days of october thru the first few days of november...
  • unfortunately, the model's money management stop was hit on monday 11/2/2009...
  • the theoretical trade loss was 1.39%...
  • since i was already long a bunch of NQZ09 for a discretionary swing trade, i did not take the entry signal on wed 10/28...however, on monday 11/2/2009, i did enter a small position in the NQZ09 just above the model's stop....i was stopped out, but only for 3.75 NQ points (-0.24%)...

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