How does the S&P500 index perform after it closes lower for 5 consecutive weeks? This simple Signal Test calculates the average return for each week up to one year after each historical occurrence.Read more
In this presentation, Mathew Verdouw, CMT, CFTe explains the background of Gann Swing Charts and how they can be used as a trend detection tool. He goes on to show quantitatively how the results from some of Gann’s last amendments make a big difference.Read more
This is a bit of a rant about some incorrect naming conventions. While writing the new thirteen week courses for CMT1 and CMT2 (CMT3 will be re-written later this year), I discovered that the way we’ve been calculating Rate of Change is incorrect.Read more
In this third session on Signal Testing, we combines multiple strategies with practical examples. Tests Include:
VBSR Reward and Risk with Optex Bands Trend.
RRG Headings in the Lagging Quadrant.
January Barometer on Dow Jones.
In this session we continue our exploration into the Optuma Signal Tester and how you can use it to build better strategies. We also have a look at Profits and Targets to see what effect they really have. We talk about the dangers of tradition backtesting from a quantitative point of view.Read more