The Cross-Overs

Three cross-overs are followed: Price Change Tipping Point, MACD and RSI.

Price Tipping Point. A total of the slope differential of the current closing price to the prices of previous closes. A buy signal occurs when the total goes over zero and a sell goes below.

Moving Average Convergence Divergence (MACD) I use an optimal value.

Relative Strength Index (RSI) Like the MACD - RSI crossover uses an optimal value.

Monday, June 30, 2014

New Models Built - Paper Trading Starts Tuesday.

The models have been built using the latest data for the 10 leverage ETFs.

Based on what I have seen during the last 3 weeks of testing is that there will be very little trading.  
Most likely the calls will be monthly for most of the ETFS.

Here are the results using a start date of 2013-01-01

SymbolBacktest $Buy & Hold $Previous CallExecute DateCurrent CallExecute Date
BIB33,576.4532,763.86SELL2014-03-19**BUY2014-04-28**
ERX26,159.1725,257.91SELL2014-01-07**BUY2014-01-24**
FAS20,109.4824,167.40SELL2014-04-02**BUY2014-04-25**
MIDU25,156.3624,948.73SELL2014-04-22**BUY2014-04-28**
SPXL21,527.2725,346.83SELL2014-04-02**BUY2014-04-07**
TECL24,508.8822,497.35SELL2014-03-31**BUY2014-05-07**
TNA26,329.1524,746.31SELL2014-03-18**BUY2014-05-15**
UGAZ25,489.7610,431.86BUY2014-01-09**SELL2014-02-04**
UGLD14,118.303,761.09SELL2014-04-04**BUY2014-05-28**
URTY27,938.2924,969.03SELL2014-04-01**BUY2014-05-15**
** - before model build date of 2014-06-30

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