K.T. Short Term Trading Signals

for RYDEX, PROFUNDS and ETFs

 Beating the market with long and short index funds. -

 

Home

Subscriptions

 

 

 

   

Market CLOSE model

For long/short trading in index funds

(ETFs, Rydex, Profunds, Direxion)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

The original short term timing system represented by the OPEN model was designed and trimmed for trades at market open, and it was never intended for use with end-of-day traded funds. Recognizing this shortcoming we had more or less continuously worked to identify a parallel model for reasonable results with closing prices.

 Since closing prices are what most mutual fund investors are faced with, it was with much satisfaction a corresponding end-of-day model finally was established in April 2005. On paper the back test results looked excellent, and after the CLOSE system went live, its performance has turned out satisfactory and confirms the back test assumptions as viable. 

 


 

Independent verification of our track record

 

1 year with CLOSE on long/short QQQQ (no leverage):

Click graph for equity curve since inception

1 yr graph

 

 

1 year with CLOSE on Rydex OTC 2x funds (2:1 Geared)

Click graph for equity curve since inception (NB: The linear y-axis causes visual unjust)

1 yr graph

 


 

Trading times

The CLOSE model signals are intended for use with index funds (e.g. Rydex 2x / Benchmark funds, Profunds, Direxion) and for Nasdaq ETFs traded at market closing prices.  

 

Subscribers are notified by e.mail when a new position should be taken.  The notification is normally  sent out 2 - 5 hours before the US markets open. In certain circumstances the trade decision can be made just after market opening.

 


 

 

Model characteristics

Real life tracking of the CLOSE signals started in May 2005, whereas unleveraged back test results are presented in the graph below.  The live period tracked by TimerTrac corresponds to the graph segment past the "apr. 05" marker. 

Radical gains have been tested in periods with strong index moves (2002-2003), whilst more sober gains - as logged by TimerTrac since May 2005 - are achieved in more sideways index years.

On logarithmic scale the equity curve illustrates the long term potential of the CLOSE signals.  It also puts into perspective the recent significant drop along with the index in May (12.5% peak to valley), shown at the tail end of the curve.  This is on a par with major setbacks of the past and represents about the worst case fluctuation that should occur.

 

 

 

 

 

 

 

Disclaimer: The owner of this site takes no responsibility for risk and possible losses on investments based on views here presented. Each individual is always fully responsible for his / her own investment decisions and which equities or financial instruments to trade.

mail: kt@kt-timing.com

   

   

 

 

 

 

 

[Buy Opera!]

 

financial ad swap
financial ad swap

 


Show StockBanners