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Portfolio123 » List all forums » Forum: Technical Analysis Topics » Thread: Stocks or Gold or Treasuries |
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Total posts in this thread: 9 |
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ckochiya123
Advanced Member
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Hi All, Trend analysis can give an indication of where "big money" is flowing. Commonly, "big money" flows between stocks and gold and treasuries. For example, if the prices of stocks start heading downwards, then it is common for either ther price of gold or the price of treasuries to be heading upwards. And vice-versa. I would like to start a new thread called "Stocks or Gold or Treasuries," giving a weekly report on trend analysis that compares stocks, gold, and treasuries. Right now, a comparison of the trends of stocks (proxy=spy), gold (proxy=gld) and treasuries (proxy=ief) shows the best trend to be that of: --Gold (proxy=gld) As a side note, I have started a new system at www.stocksorgoldortreasuries.collective2.com that will show real-time results of this methodology. The updates on the website will be more timely than those posted here due to the fact that a signal could be issued mid-week. Furthermore, on the website, margin will at times be utilized. Chris Kochiya, Pharm.D. System Developer on Collective2 Thank you for reading. Any comments are welcome. This information is for educational purposes only. |
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ckochiya123
Advanced Member
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Hi All, For this coming week, a comparison of the trends of stocks (proxy=spy), gold (proxy=gld) and treasuries (proxy=ief) shows the best trend to be that of: --Gold (proxy=gld) Chris Kochiya, Pharm.D. System Developer on Collective2 Thank you for reading. Any comments are welcome. This information is for educational purposes only. |
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ckochiya123
Advanced Member
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Hi All, As my input here is not being received well, I will discontinue my posts. Nevertheless, I wish all interested traders to seek out technical analysis to complement your fundamental analysis in order to enhance your portfolio performance. All the Best, Chris |
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Stittsville123
Advanced Member
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This is quite optimized but was a fun exercise. http://www.portfolio123.com/port_summary.jsp?portid=790537 ---------------------------------------- 
SPY-GLD-PCY.GIF
(37648 bytes)
(Download Count: 127)
---------------------------------------- [Edit 1 times, last edit by Stittsville123 at Jul 25, 2011 1:03:53 PM] |
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dwpeters
Advanced Member
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Hi, Not as spectacular but this worked well for the classic stocks, gold, and bonds: http://www.portfolio123.com/port_summary.jsp?portid=791709 Don ----------------------------------------
SPYGLDBND.PNG
(40533 bytes)
(Download Count: 108)
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Stittsville123
Advanced Member
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Hey Don - you have to watch out for ETFs that didn't trade for the entire time period. In this case the first transaction with BND is in mid-2008. The ETF started trading in 2007. P123 appears to be simulating GLD back to 2001 as it didn't trade that far back. BTW - congratulations on your performace at covestor.com (I assume this is you). http://covestor.com/don-peters/qft-long-short ----------------------------------------
DonP.GIF
(10666 bytes)
(Download Count: 106)
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dwpeters
Advanced Member
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Hi, Good catch. For some reason I thought BND was older. TLT goes a ways back and it still does reasonably well. 13.5% AR. http://www.portfolio123.com/port_summary.jsp?portid=791709 Yes that is my model at Covestor, thanks. I'm thinking of running the same or another model at C2 as well. Don |
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Stittsville123
Advanced Member
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Yes - but the %profit per trade for your new sim is quite low ~1.16%. Steve ---------------------------------------- [Edit 1 times, last edit by Stittsville123 at Jul 26, 2011 3:13:10 PM] |
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dwpeters
Advanced Member
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Hi, The profit may be low, but the average daily $ volume for the smallest of these ETFs is over $700M. As I work to scale my strategies up to support higher $ volume stocks, with few exceptions I find my edge to get smaller and smaller. Don |
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