Trend Day Forecast – Since Inception Un-leveraged P&L P&L: +$102,867 (13 months, +$7,912/contract/month) Percent Wins: +61% Months profitable: +76% MaxDD: -2.6% t Score: 3.12 (statistically significant) Trend Day Forecast – March Un-leveraged P&L P&L: +$26,198 per contract Percent Wins: +76% More details are here.
Markets tend to stay w/in their ranges when the indicators below have ‘Neutral’ readings – ES Trend Indicator: +56 (Neutral), Financial Markets RORO: +0.04 (Neutral) Correlations: Neutral Signals – The Trend Day Forecast currently has signals across Intraday, Swing, Multiday and Overnight timeframes in – Bonds (Long) Bunds (Long) Gold (Long, Automated Long) –h Henry Read more about [Rangebound Day] Feb 01, 2013[…]
The average monthly single contract gain from The Forecast is $9,385. In November we added coverage for Corn, Copper and Crude. The Forecast now covers US, Bund, ES, Stoxx, Gold, Corn, Copper and Crude. Highlights: November return: +0.1% Unleveraged return (annual): +12.6 % Max drawdown: -2.6% Percent wins: 62% t score: 2.78 (Forecast results are Read more about November Performance[…]
Based on insights gained over the past year, we are adding the set-ups from five (5) new automated trading systems to the Trend Day Forecast. The new automated systems each hold for 1 to 5 days and cover ES, US, Stoxx, Bund and Gold. The historical results for the automated systems are here: ES US Stoxx Read more about Five(5) Automated Trading Systems Added[…]
“…only 8% of hedge funds are outperforming the market with just 3 months left in the year.” Zero Hedge We can help. Daily quant-based trade set-ups and trader preparation starting w/ the European open and going through the US equity close for Bonds, Bund, SP, Stoxx, Gold, Euro, Risk On/Off. We track our set-ups just like Read more about Only 8% of Hedge Funds Outperforming – We Can Help[…]
Imagine a treasure map. There’s a ‘Start’, a winding path, and an ‘X’ that marks the spot. But the ‘QE Forever’ treasure map is different. On the ‘QE Forever’ map there is a treasure at each step of the way. It is a map cluttered with treasure for short term traders. Why? Because the ‘QE Read more about The ‘QE Forever’ Treasure Map[…]
The Trend Day Forecast is currently returning 15.8% un-levered and 63.5% fully levered. The trade set-ups in the Trend Day Forecast give professional traders an extra quantitative edge they can combine with their own trading expertise to create outsized edges and returns. (Edges add up.) The Trend Day Forecast is quant-based trade set-ups Read more about July Performance Results[…]
Odds of being rangebound: Bund: 61% rangebound Stoxx: 66% rangebound Bonds: 70% rangebound SP: 56% rangebound Gold: 64% rangebound High intraday odds of trending and/or big moves in all of the above markets. –h
Odds of being rangebound: Bund: 85% rangebound Stoxx: 98% rangebound Bonds: 77% rangebound SP: 94% rangebound Gold: 77% rangebound The highest intraday odds of trending and/or big moves are in Bonds and Gold.
Odds of being rangebound: Bund: 56% rangebound Stoxx: 62% rangebound Bonds: 74% rangebound SP: 77% rangebound Gold: 79% rangebound The highest intraday odds of trending and/or big moves are in the Bund and Stoxx –h Henry Carstens 503-701-5741