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Ben
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Anthony Faragasso
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, April 19, 2003 4:17
PM
Subject: Re: [amibroker] Re: system
Dimitri, available from Yahoo...... 30 yr
Tresurary Bond= ^TYX 90 day tresurary bill ( 13 week Bill ) = ^IRX
Consumer Price index ( CPI ) .....Still looking for data
Anthony -------Original Message------- From: <A
href="">amibroker@xxxxxxxxxxxxxxx
Date: Saturday, April 19, 2003 16:09:07 To: <A
href="">amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: system Ben, Do you know any data
source for TB, CB, C_CPI ? DT --- In amibroker@xxxxxxxxxxxxxxx,
profitok <profitok@xxxx> wrote: > Hello > have no
experience in coding > but this one is very nice
> Ben > > ** YROC, a simple but powerful system. **
> > YROC is an econometric system first introduced into >
ULTRA in 1995. Since 1942, it has outperformed the > SP500 by a
wide margin with far less risk. > > A $1000 investment in 1942
managed by YROC trading > the SP500 would now be $635,702 while the
same > investment buying and holding the SP500 would only > be
$99,721. > > If you had traded YROC since the market top in 2000
> you'd be showing a small gain instead of the -40% > the SP500
now shows over the same period. > > YROC Formula. >
> 1. TB < TB (24 weeks ago) > 2. GB < GB (24 weeks ago)
> 3. C_CPI < C_CPI (24 weeks ago) > > Where: >
TB = 90 day Treasury Bill > GB = 30 year Treasury Bond > C_CPI =
Change in the Consumer Price Index from the
> previous month.
> > Buy if two or more of 1-3 above are true. > Sell
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