Re: [TSP_Strategy] Re: S leading the pack

 

On Wed, Feb 17, 2016 at 1:20 PM, timedtrade@gmail.com [TSP_Strategy] <TSP_Strategy@yahoogroups.com> wrote:

 

Ralph - thank you - this is very interesting.  What is the threshold you use to indicate the sell point?

timedtrade:

65% and rising then observing for a downturn for the sell point. 

So technically the signal didn't reach the threshold today and actually dropped to around 62% at the close.  That is the threshold I used to backtest, along with 35% and falling and then observing for an upturn for the buy signal.  The 2010-2015 backtest (performance more or less matching buy and hold C fund - I posted chart) used best guesstimates on these points as I was using a chart with somewhat low resolution timewise. No trades I discerned violated the TSP time-based IFT rules.

In the current case I will probably exit anyway if it turns down from here.  Although not consistent with my "signal" I did note that the signal did not work well in long, strong runs up and the current bear run down (when I have been in same S fund situation as TSP strategy, without a sell signal since the last buy signal in early Nov 15.  In these strong runs up and down my observation was that the performance would improve with relaxed thresholds for moves (lower highs for the sell signal in a strong downtrend and higher lows for the buy signal in strong bull runs).  However, this violates the premise of a straight-forward trading signal and seems like a seat of the pants kind of approach.

__._,_.___

---

Posted by: Ralph Architzel <rarch71@gmail.com>

---

Reply via web post

•

Reply to sender

•

Reply to group

•

Start a New Topic

•

Messages in this topic (21)

---

Check out the automatic photo album with 1 photo(s) from this topic.

---

Neither the TSP Strategy group, nor individual members, are licensed or authorized to provide investment advice. Any statements made herein merely reflect the personal opinions of the individual group member. Please make your own investment decisions based upon your personal circumstances.

Visit Your Group

• New Members 4

• Privacy • Unsubscribe • Terms of Use

.

__,_._,___

Anda baru saja membaca artikel yang berkategori dengan judul Re: [TSP_Strategy] Re: S leading the pack. Anda bisa bookmark halaman ini dengan URL https://1stleadershipworkshop.blogspot.com/2016/02/re-tspstrategy-re-s-leading-pack_99.html. Terima kasih!

Ditulis oleh: Andriansyah -