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Re[2]: CASH index is poor model for Oddball & Variants



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Hello Alex,

Just  a  minor  detail  to make you aware of, oddball does not use the
cash  (SPX,  SPY,  INX,  etc.)  symbol  to generate signals. So please
refrain from classifying it as another system that uses the cash.

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

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

AM> -Alex



-- 
Best regards,
 Mark                            mailto:markbrown@xxxxxxxxxxxxx