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Re: CASH index is poor model for Oddball & Variants



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>It has been suggested by some to use the cash index (SPX, SPY, INX, etc.) to 
>chart and trade the OddBall system and variants. 

I have noticed the same thing not only on Oddball, but on the
Swinger system advertised at http://spb.addr.com -- this system uses
the cash index for generating signals also.  I modified it to use
the cash index for signals but trade the actual futures contract,
and the resulting performance wasn't something I'd really want to
trade.

-Alex