Nasdaq Signals Gained 1,800%, While Market Fell 70%
My new trading setup for the Nasdaq-100 Index gained 1,800 percent since 1999, while the index itself lost 70 percent, according to my backtesting results using detrended price data. (Scroll down to the "Backtesting Results Table.")
And my new setup for the Nikkei went up 680 percent, while Japan's stock index fell 40 percent.
These are some of the new results I've posted for four new trading setups that give me signals based on the free weekly Commitments of Traders reports. These reports are issued by the U.S. Commodity Futures Trading Commission and reveal trillions of dollars of trader positioning in 150-odd markets - everything from gold to crude oil, the Canadian dollar and S&P 500 futures and options.
I've been developing my COTs Timer trading strategy based on the COT data for several years and using myself as a guinea pig to trade my signals in real time since 2007. I've just gone through a major updating process and have been improving my backtesting process based on my experiences.
I've posted the backtesting results for the Nasdaq-100 (which are based on the Nasdaq-100 mini COT data), the Nikkei, the benchmark BKX U.S. Bank Index (which are based on the three-month Eurodollar contract - the liquidity measure, not the currency) and the 30-year Treasury bond.
I've also just updated my latest signals table to include signals and data from all of these new setups. See my FAQs page for more details on my backtesting process.
Thanks for your suggestions for new markets to test using the COT data. I plan to work on silver and the Euro/USD cross next.
Your comments and suggestions are welcome. I'll also post a new sample spreadsheet for my S&P 500 setup soon on my DIY page. Thanks for your patience, support and kind words through this process.
Good luck the rest of the week, and see you back here after Friday's COT release.
These are some of the new results I've posted for four new trading setups that give me signals based on the free weekly Commitments of Traders reports. These reports are issued by the U.S. Commodity Futures Trading Commission and reveal trillions of dollars of trader positioning in 150-odd markets - everything from gold to crude oil, the Canadian dollar and S&P 500 futures and options.
I've been developing my COTs Timer trading strategy based on the COT data for several years and using myself as a guinea pig to trade my signals in real time since 2007. I've just gone through a major updating process and have been improving my backtesting process based on my experiences.
I've posted the backtesting results for the Nasdaq-100 (which are based on the Nasdaq-100 mini COT data), the Nikkei, the benchmark BKX U.S. Bank Index (which are based on the three-month Eurodollar contract - the liquidity measure, not the currency) and the 30-year Treasury bond.
I've also just updated my latest signals table to include signals and data from all of these new setups. See my FAQs page for more details on my backtesting process.
Thanks for your suggestions for new markets to test using the COT data. I plan to work on silver and the Euro/USD cross next.
Your comments and suggestions are welcome. I'll also post a new sample spreadsheet for my S&P 500 setup soon on my DIY page. Thanks for your patience, support and kind words through this process.
Good luck the rest of the week, and see you back here after Friday's COT release.