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>
> Just wondering if anyone on the list has read Larry Connors latest book
> "Trading Connors VIX Reversals", and what your opinion of it is.
>
I coded and back tested the CVR3 signal, with a 3 day default
exit over a period of over 3 years, using VIX. The system had a
profit factor of between 1 and 1.5 depending on the index
(INDU/SPX/NDX). VIXN worked better, yielded a profit factor of 3
- 7 based on the index, back tested to time VIXN introduced.
Did not like the system enough to trade it, but I do use it as an
overbought/oversold NDX indicator now.
regards,
tbr
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