Simple System

dow2664

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 April 22, 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) 4/07/2011 Rule #2 Buy 1331 +1 4/08/2011 Rule #4 Sell Short 1332 +2 4/11/2011 Rule #2 Buy 1330 -4 4/11/2011 Rule #5 Cash 1326 4/12/2011 Rule #2 Buy 1313 +1 4/12/2011 Rule #4 Sell Short 1314 -3 4/13/2011 Rule #3 Buy 1317 +1 4/13/2011 Rule #4 Sell Short 1318 +3 4/13/2011 Rule #2 Buy 1315 -8 4/14/2011 Rule #5 Cash 1308 4/14/2011 Rule #4 Sell Short 1313 -2 4/14/2011 Rule #2 Buy 1315 0 4/15/2011 Rule #4 Sell Short 1315 -1 4/15/2011 Rule #3 Buy 1316 +4 4/15/2011 Rule #4 Sell Short 1320 +21 4/18/2011 Rule #2 Buy 1299 +7 4/19/2011 Rule #4 Sell Short 1306 -4 4/19/2011 Rule #3 Buy 1310 +19 4/20/2011 Rule #4 Sell Short 1329 -6 4/21/2011 Rule #5 Cash 1335 4/21/2011 Rule #4 Sell Short 1336 0 4/25/2011 Rule #5 Cash 1336 4/26/2011 Rule #4 Sell Short 1347 -1 4/27/2011 Rule #5 Cash 1348 4/28/2011 Rule #4 Sell Short 1357 -3 4/28/2011 Rule #3 Buy 1360 +4 4/29/2011 Rule #4 Sell Short 1364 +2.3% (+31 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.