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Re: Vix Findings



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His book gives you specific entry points (although they may or may not 
be bettered if you allow a 2-day window) but not specific exits. The 
exits and stops are either non-existent or extremely vague (exit within 
2-4 days).

Oddly, he shows TS Reports to support their accuracy so he must have 
used specific entries, exits and stops. Anyone offer any clues here...?

Cheers,
Ian

> 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
> > 
> >