Saturday, March 26, 2011

S&P 500 Trading System

dow2664
Negocioenlinea

+10% on the S&P 500 This week's SBV chart example is based on the 15-day SBV(14) S&P 500 chart and is a continuation of the S&P 500 chart example that was published on March 12, 2011. Chart 1. Relationship between the SBV Oscillator and index reversal points. S&P 500 index. 15-day view. 1 bar = 15 min. SBV(14) Detailed system description with explanation of used rules could be found in our ” SBV Trading System ” tutorial. Table 1: Trades based on the 5-rule system. Time Motivation Signal Index Profit (points) 2/18/2011 Rule #4 Sell Short 1340 +8 2/22/2011 Rule #2 Buy 1332 -3 2/22/2011 Rule #1 Sell Short 1329 +19 2/23/2011 Rule #2 Buy 1310 -3 2/24/2011 Rule #4 Sell Short 1307 0 2/24/2011 Rule #2 Buy 1307 +11 2/25/2011 Rule #4 Sell Short 1318 -1 2/25/2011 Rule #3 Buy 1319 +7 2/28/2011 Rule #4 Sell Short 1326 +1 2/28/2011 Rule #2 Buy 1325 -3 3/1/2011 Rule #4 Sell Short 1322 +10 3/2/2011 Rule #2 Buy 1312 -6 3/2/2011 Rule #5 Cash 1306 3/4/2011 Rule #4 Sell Short 1329 +14 3/4/2011 Rule #2 Buy 1315 -3 3/7/2011 Rule #4 Sell Short 1312 0 3/7/2011 Rule #2 Buy 1312 +10 3/8/2011 Rule #4 Sell Short 1322 +8 3/9/2011 Rule #2 Buy 1314 +5 3/9/2011 Rule #4 Sell Short 1319 +17 3/10/2011 Rule #5 Cash 1302 3/11/2011 Rule #2 Buy 1296 +3 3/14/2011 Rule #4 Sell Short 1299 +9 3/14/2011 Rule #2 Buy 1290 -21 3/15/2011 Rule #4 Sell Short 1269 -8 3/15/2011 Rule #2 Buy 1277 +3 3/16/2011 Rule #4 Sell Short 1280 -9 3/17/2011 Rule #2 Buy 1271 +2 3/17/2011 Rule #4 Sell Short 1273 0 3/17/2011 Rule #2 Buy 1273 +11 3/18/2011 Rule #4 Sell Short 1284 +5 3/18/2011 Rule #2 Buy 1279 +18 3/21/2011 Rule #4 Sell Short 1297 +1 3/22/2011 Rule #2 Buy 1296 -11 3/23/2011 Rule #1 Sell Short 1285 -3 3/23/2011 Rule #2 Buy 1288 +32 3/24/2011 Rule #4 Sell Short 1310 -1 3/25/2011 Rule #3 Buy 1311 +6 3/25/2011 Rule #4 Sell Short 1317 +4 +9.9% (+132 points) Disclaimer: The chart example is intended for educational purposes only and does not constitute trading advice or make or imply any market trend prediction.

S&P 500 Trading System



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