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O-list:
Thanks to all who kindly offered VIX data.
I have been working on confirming the claims of Larry Connors on his CVR indicators. (www.tradingmarkets.com)
My findings ?
Although I'm not quite finished, so far I find that his CVR 's performed well during some periods in the past, but most are unreliable now when standing alone -- especially in 2002 (the equity curves are a joke). The only one CVR that looks workable is CVR III, which has like a 70% accuracy rate. The problem with CVR's is they are not precise in identifying when the reversal will occur -- you have a window of like 2 days.
I'm still needing to confirm what rates of accuracy occur when multiple CVR signals issue for a particular daily close.
Davis
On Wed, 18 Sep 2002 11:32:09 -0700
"sunfiles" <sunfiles@xxxxxxx> wrote:
> Have you got enought VIX data to confirm your "positive findings"? What
> did you find? Would be interested.
>
> Brian
> sunfiles@xxxxxxx
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