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.

Thursday, January 9, 2014

3 Models Generate 3 Sells (late) and 2 buys.

Real quick-like, the models for FAS (small caps), SPXL (S&P 500) and URTY (Russell 2000) get bearish - quick because the models gave buy indications just in past couple of days.

By itself the model for TECL (tech) generated a buy.

Using the overnight numbers TECL and TNA are buys on Friday.

As usual, thees activities will occur in the paper account tomorrow.

Wednesday, January 8, 2014

For Thursday 2 Buys and 1 Sell

The models have spoken - buy ERX (energy) and RETL (retail);  sell MIDU (mid caps).  So tomorrow late in the trading day I will just that in the paper account.

Tuesday, January 7, 2014

Models Go With 3 New Buys

Using the 4 PM numbers the models for FAS, SPXL, URTY all said "buy."  So in the paper account I will be buying the 3 late in tomorrow's trading hours.

Mid Cap Leverage ETF(MIDU) Says "BUY"

Surprisingly the MIDU model went over to the buy side.  So in the paper account it will be purchased sometime late in the selling day.

Monday, January 6, 2014

ERX and RETL Sold

Using the  models the paper account will sell (for a loss)  ERX (Energy) and RETL (RETL).  

Thursday, January 2, 2014

ERX and RETL Bought

Using the newly built models the paper account purchased ERX (Energy) and RETL (RETL).   The models also had sell indicators for tomorrow on the following FAS, SPXL and URTY but since the paper account started yesterday these ETFs weren't owned and so can't be sold.  That said it looks like there may be a sell-off tomorrow much like today's.

Wednesday, January 1, 2014

Test Run

 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.


M.A. (KAMA) Tipping Point Model

SymbolBacktest $Buy & Hold $Previous CallExecute DateCurrent CallExecute Date
BIB27,769.2624,543.79SELL2013-12-06BUY2013-12-11
DRN11,260.4610,116.15SELL2013-10-24BUY2013-10-30
ERX18,991.6416,866.86SELL2013-12-27BUYToday
FAS22,991.8922,010.98SELL2013-12-26BUYPrevious Day
MIDU21,993.0421,515.46BUY2013-12-13SELL2013-12-26
RETL23,103.5022,392.70SELL2013-12-27BUYToday
SPXL22,796.2620,605.22SELL2013-12-26BUYPrevious Day
TECL18,606.6317,619.76BUY2013-12-16SELL2013-12-26
TNA24,938.5124,712.09SELL2013-10-29BUY2013-11-01
URTY26,369.9924,873.79SELL2013-12-26BUYPrevious Day