Simple S&P 500 System

dow2664

+9% on the S&P 500 in two months Chart 1. Relationship between the SBV Oscillator and index reversal points. S&P 500 index. 60-day view. 1 bar = 60 min. SBV(20) 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) 3/18/2011 rule #2 Buy 1282 +7 3/23/2011 rule #4 Sell Short 1289 -21 3/24/2011 rule #3 Buy 1310 +22 4/04/2011 rule #4 Sell Short 1332 -5 4/05/2011 rule #2 Buy 1337 -5 4/05/2011 rule #4 Sell Short 1332 +16 4/14/2011 rule #2 Buy 1316 +4 4/15/2011 rule #4 Sell Short 1320 +14 4/19/2011 rule #2 Buy 1306 +56 5/02/2011 rule #4 Sell Short 1362 +21 5/09/2011 Rule #2 Buy 1343 +1 5/11/2011 rule #4 Sell Short 1344