Below is the output the model program generates using closing numbers from 12/31/2013. There are several buy signals for yesterday and Monday but I will ignore these until the market opens for 2014.
Update - I was wrong to assume that the Execute Date of Today meant 12/31. That execute date is for 1/2/2014 so on Thursday I will be buying in the paper trail ERX and RETL.
Interestingly there are a couple of old buy signals for October (DRN) and November (TNA). I assumed all the models would be much more active.
Update - I was wrong to assume that the Execute Date of Today meant 12/31. That execute date is for 1/2/2014 so on Thursday I will be buying in the paper trail ERX and RETL.
Interestingly there are a couple of old buy signals for October (DRN) and November (TNA). I assumed all the models would be much more active.
M.A. (KAMA) Tipping Point Model
Symbol | Backtest $ | Buy & Hold $ | Previous Call | Execute Date | Current Call | Execute Date |
BIB | 27,769.26 | 24,543.79 | SELL | 2013-12-06 | BUY | 2013-12-11 |
DRN | 11,260.46 | 10,116.15 | SELL | 2013-10-24 | BUY | 2013-10-30 |
ERX | 18,991.64 | 16,866.86 | SELL | 2013-12-27 | BUY | Today |
FAS | 22,991.89 | 22,010.98 | SELL | 2013-12-26 | BUY | Previous Day |
MIDU | 21,993.04 | 21,515.46 | BUY | 2013-12-13 | SELL | 2013-12-26 |
RETL | 23,103.50 | 22,392.70 | SELL | 2013-12-27 | BUY | Today |
SPXL | 22,796.26 | 20,605.22 | SELL | 2013-12-26 | BUY | Previous Day |
TECL | 18,606.63 | 17,619.76 | BUY | 2013-12-16 | SELL | 2013-12-26 |
TNA | 24,938.51 | 24,712.09 | SELL | 2013-10-29 | BUY | 2013-11-01 |
URTY | 26,369.99 | 24,873.79 | SELL | 2013-12-26 | BUY | Previous Day |
No comments:
Post a Comment