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As a result of the "Christmas presents" that I gave away this week, one of the new users provided data which was used in a brief study of the performance of EPcalc. -------- Original Message -------- Subject: Re: EP Calc Date: Fri, 27 Dec 2002 08:44:59 -0500 From: Ned Markson <cnedgo@xxxxxxxx> Good Morning XX - As you will recall I was concerned that the differences between the Futures pivot file and the cash pivot file would lead to errors in your results. As a result I did a study using your futures data file from 1996 and constructed a pivot file which I will send to you in a separate message. To make it possible to test the pivot file against actual data, all pivot point data were deleted after 3/11/2002. The results are shown in the attached gif. Based on this study it appears that using the pivot data file for the Naz futures is perfectly acceptable. In fact the results are quite stunning. As one would expect, during the strongly bearish trending period there was no advantage to trading the pivots, just ride the trend. But once the trend began to weaken, the pivot trades were quite advantageous. To avoid cluttering your mailbox, I only sent one illustration which focuses on the cycling period of the last few months. The full picture is available if you would like to have it. Each X on the figure corresponds to a forecasted Energy Point cluster. Ned Markson http://epcalc.netfirms.com To unsubscribe from this group, send an email to: realtraders-unsubscribe@xxxxxxxxxxxxxxx Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
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