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Fred,
> I ran your Bull and Bear Fear system on 10 years of cash SPX and got very
> robust results (no losers over wide ranges of 5 parameters!) and
> then hond it in to c. 50% wins at 2:1. Unfortunately, total profits were
only 60-65% of
> buy-and-hold. Are these results consistent with your experience with this
system?
Yes - often, but that just tells you it's the wrong indicator for the long
term view of SPX
Since that probably wasn't really the question you were asking the indicator
to solve I
suggest you ask it what it would have made say since January compared to
buy-and-hold.
> Also, is it possible to trade this system by anticipating signals near the
close
> of the trading day, or does one have to wait until after after the close
for the
> signals?
Based on High so anytime after the peak for the day would do I guess.
Jeff
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