I’ll be on vacation thru next week – I’ll update all the portfolios upon my return to wind up the month.
Have a great week!
Archive for June, 2008
Vacation….
Posted in Uncategorized on June 21, 2008 | Leave a Comment »
XHB as a long opportunity…
Posted in Quantitative Analysis, Strategy ideas, Uncategorized on June 10, 2008 | Leave a Comment »
XHB (Homebuilder’s ETF) showed up on my RSI2 scan – and then I looked at a Bullish % Index I constructed in Bull’s-Eye Broker a while back. I think it’s pretty compelling. Now, the ATR on it is quite large – so I’d be taking a fairly small position. Here’s a picture [...]
MR1 Update
Posted in MR1 on June 9, 2008 | 1 Comment »
I’ll admit I’ve been really busy working on a new strategy and dealing with other personal issues (how long does it take to put up a fence around a section of your yard?)…..but MR1 has been relatively quiet. Here’s the trades it has taken – I’m going to promise to be more vigilant in terms [...]
Oops – a mistake found in MOMO1
Posted in MOMO1 on June 9, 2008 | Leave a Comment »
Not a huge mistake – we’re still long OIL and SLX – but EWZ was supposed to be exited on the first and replaced with XME. I’ve now done that – and I must apologize for the mixup – won’t happen again.
QuantCloud – Quantitative Trading Ideas from around the Blogosphere
Posted in QuantCloud on June 1, 2008 | 2 Comments »
The Dogwood Report
Dogwood updates us on the performance of his triple-moving average system.
Woodshedder – Buying Breakouts vs. Pullbacks
Woodshedder looks at a great strategy related to breakouts – don’t buy the breakout, buy the pullback on the RSI(2).
Quantifiable Edges: A Volume Pattern That Makes A Huge Difference
Rob reviews a volume pattern that makes a huge difference [...]
