Hi, Shrewd!        Login  
Shrewd'm.com 
A merry & shrewd investing community
Best Of MI | Best Of | Favourites & Replies | All Boards | Post of the Week!
Search MI
Shrewd'm.com Merry shrewd investors
Best Of MI | Best Of | Favourites & Replies | All Boards | Post of the Week!
Search MI


Investment Strategies / Mechanical Investing
Unthreaded | Threaded | Whole Thread (40) |
Author: BSDetector   😊 😞
Number: of 3958 
Subject: Re: The Perspective for 2023
Date: 01/04/2023 9:55 PM
Post New | Post Reply | Report Post | Recommend It!
No. of Recommendations: 9
The signals are contingent on the underlying index. While this is a long/short strategy system, it isn't binary'positions are usually closed without a transition to the opposite posture in diffidence to choppy markets. The nomenclature is as follows: OL/CL (open long/close long), OS/CS (open short/close short).

For the S&P 500 as represented by /ES futures, here are the signals over the past 12 months:

OS 01/18/22
CS 01/31/22
OS 02/10/22
CS 02/22/22
OL 03/14/22
CL 04/04/22
OS 04/11/22
CS 05/23/22
OS 06/09/22
CS 06/21/22
OL 07/28/22
CL 08/15/22
OS 08/22/22
CS 09/06/22
OS 09/13/22
CS 09/26/22
OL 10/29/22
CL 10/31/22
OL 11/08/22
CL 12/05/22
OS 12/15/22--

I'll post the signals for other indexes if you're interested. Would encourage users to exploit futures rather than leveraged ETFs as leveraged ETFs utilize futures but you do not capture any of the tax benefits that are yours by utilizing the futures on your own. This is to say that using leveraged ETFs rather than futures on equity indexes is hampering your ultimate returns while providing the illusion of convenience, unless you're executing trades in a tax-sheltered American account.
Post New | Post Reply | Report Post | Recommend It!
Print the post
Unthreaded | Threaded | Whole Thread (40) |


Announcements
Mechanical Investing FAQ
Contact Shrewd'm
Contact the developer of these message boards.

Best Of MI | Best Of | Favourites & Replies | All Boards | Followed Shrewds