UnThreaded | Threaded | Whole Thread (39) | Ignore Thread Prev | Next
Author: Zeelotes Big red star, 1000 posts Top Favorite Fools Feste Award Nominee! Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 259795  
Subject: Re: Trading 3x ETF Pairs Date: 12/15/2012 11:43 PM
Post New | Post Reply | Reply Later | Create Poll Report this Post | Recommend it!
Recommendations: 9
dsmcdougal wrote:
Is this 28 calendar days or 21 market days?

28 calendar days

rharmelink asked:
Are you using next day opening prices based on the previous day ^VXO close?

Three day average of the high prices only for VXO to determine the signal. And I don't allow a bearish signal to last less than one month, or a bullish signal to last less than a 1/2 month. This is simply to remove whipsaw.

My model gets even better results if you ALWAYS short FAS and FAZ. :)

The CAGR of ALWAYS is 5% less than this system, but more importantly, the DDD3, Ulcer Index, and every other variable is much worse.

Hmmm? If you start it on a Tuesday, with a 4-week rebalance, then there are three other Tuesdays you could start on with a 4-week rebalance. There are also four Mondays, Wednesdays, Thursdays, and Fridays in between that you could use as a starting date. So, actually 20 days in total.

Clearly, you don't have much experience with timing and testing models.

Yahoo closing prices don't start until 11/19/2008 for FAS and FAZ?

Yahoo data? Seriously?

Inception Date 11/05/2008 via

As to the other comments... it reminds me of the last time I posted on something like this. Close to 100% of the comments sought to negate the feasibility, but since this is the bread and butter of my own success in the market, arguing its validity is a waste of my time. Just because you haven't done it, doesn't mean that it can't be done.
Post New | Post Reply | Reply Later | Create Poll Report this Post | Recommend it!
Print the post  
UnThreaded | Threaded | Whole Thread (39) | Ignore Thread Prev | Next


Foolanthropy 2015!
Fistula Foundation: A World of Good!
When Life Gives You Lemons
We all have had hardships and made poor decisions. The important thing is how we respond and grow. Read the story of a Fool who started from nothing, and looks to gain everything.
Post of the Day:
Berkshire Hathaway

Book Review: Dream Big
What was Your Dumbest Investment?
Share it with us -- and learn from others' stories of flubs.
Community Home
Speak Your Mind, Start Your Blog, Rate Your Stocks

Community Team Fools - who are those TMF's?
Contact Us
Contact Customer Service and other Fool departments here.
Work for Fools?
Winner of the Washingtonian great places to work, and Glassdoor #1 Company to Work For 2015! Have access to all of TMF's online and email products for FREE, and be paid for your contributions to TMF! Click the link and start your Fool career.