[danielbarbaro79]

Ended up with index filter on / off
MOC short stretch .3 or .9
MR short stretch .9 or 1.2

[danielbarbaro79]

just using RUI , will play about a bit more Tuesday.
the MOC works equally well with stretch set off L or C , not quite as well on high, thanks again for the input

[danielbarbaro79]

Thanks Guys ,
Julian , the dual stretch made about a 25% improvement in both CAR and DD on the MR short , also optimizing the short (No of) positions with long and short combined added quite a bit to car and not DD(another 4 or 5 % car) . this was not apparent when just looking at the short system in isolation .

for my MOC , was using L + for entry , so the stretch was not as high as it 1st appeared . just checking now the differences using C & H for the entry

[danielbarbaro79]

june 23

MOC (combined) +1.42
MR (combined) -.65

NDX MOMO + 8.5
R1K momo 0%

ASX
ASX 100 MOMO +.1
WTT -2.3
ASX swing 1.33

[danielbarbaro79]

May 23

MOC (combined) +3.58%
MR (combined) -.89%

NDX MOMO + 11.63%
R1K momo -1.43%

ASX
ASX 100 MOMO +2.2
WTT -6.3%
ASX swing .17%

small caps dragging results , same as its been for some time

[danielbarbaro79]

April 23 – playing with real test & market regime filters in spare time (& rebuilding another boat to prevent 2 much time staring at computer screen)

MOC (combined) -2.2
MR (combined) -1.9

NDX MOMO + .22%
R1K momo -8.9%

ASX
ASX 100 MOMO +6.9%
WTT +.1%
ASX swing 0%

[danielbarbaro79]

mar 23
MOC (combined) -2.8
MR (combined) -4.6

NDXMOMO +7%
R1K momo +7.8

ASX
ASX 100 MOMO +2.6
ASX 500 MOMO +.18
WTT -4.29
ASX swing -4.8

[danielbarbaro79]

feb 23
MOC (combined) +3.05%
MR (combined) +0.5%

NDXMOMO -10.6%
R1K momo -8%

ASX
ASX 100 MOMO -9%
ASX 500 MOMO -6.67%
WTT -2.14%
ASX swing -.6%

[danielbarbaro79]

JAN 23
MOC (combined) +5.26%
MR (combined) +4.15%

NDXMOMO – reinvest
R1K momo – reinvest

ASX
ASX 100 MOMO – reinvest
ASX 500 MOMO +8.11% (dec was -7.
WTT +3.1% (dec was -.65%)
ASX swing – no fills –

spent the last few months reviewing short term systems and doing some rebuilding , also a way to rank systems against each other and improve record keeping ….

[danielbarbaro79]

late , must have forgot to save it !
Dec 22

MOC1 – .74%
moc2 – 3.3

MR1 – .285
MR2 – .3.95

WTT – -.65
ASX swing -2.1

 
 

[danielbarbaro79]

Nov 22

MOC1K: +6.7%
MOC2K: – 1.57%

MR1K : +5.06%
MR2K : -.36%

MOMO’s
ASX100 – index filter STILL on cash for dec
NDX100 -invested for dec
R1K – invested for dec

new systems ;
ASX500 MOM -new system – invested for dec
WTT – new system , invested for dec
ASX swing – past trial testing , gets full allocation dec

[danielbarbaro79]

yep , had exactly the same = date entry and pop up’s

[danielbarbaro79]

oct 22

MOC1K: +7.37%
MOC2K: – 1.28%

MR1K : +5.24%
MR2K : + .92%

MOMO’s
ASX100 – index filter on
NDX100 -index filter on
R1K – index filter on

[danielbarbaro79]

thanks mate , mistake there

[danielbarbaro79]

No did not see Fridays newsletter , I only seem to receive things Add hock from the chartist mail list , cant work out why. the daily signal update stopped a few weeks back as well – ill have to try and find out why .

[Author]

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