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FrankB

Member

Posts: 22

Joined: 12/16/2007
Location: Pa.

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Subject : RE: Does DO work for SPX index?
Posted : 3/28/2012 1:47 AM
Post #26240 - In reply to #26196

Thanks Buffalo Bill: In comparing SPX with SPY, the original DO singals appear to be similar. In looking at the SPX(from March 2009 to March 2012), their are 20 original DO signals and a 39.5% proffit for 3 years. If you add CCI(20) to the SPY (for the same time frame, and only counting the CCI) you would obtain 14 signals and only about 20% proffit. If you go by the vote line you obtain 24 signals and 38.6% proffit, not any better.
Deleting message 26240 : RE: Does DO work for SPX index?


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