Michael S

Short-Term Mean-Reversion Becoming Stronger: Wood’s Light Bulb

Wood on SA? What is the world coming to?

Good to see you sir.

Short-Term Mean-Reversion Becoming Stronger: Wood’s Light Bulb

RE to freddyv and PrudentMan:

My standard cut-n-paste to these type of comments:

Your anecdotal shot from the hip is appreciated for what it is...an anecdotal shot from the hip. With all due respect - click through to the blog - checkout the independently-audited real-time returns of our programs (which are in large part built off of these fundamental concepts) and then tell me (preferably empirically or at least thoughtfully) why you've come to the conclusion you have. ms

Using the Commodity Channel Index as a Trading Strategy

Good comment and I think the answer is definitely "yes".

I've been discussing this a bit over at the actual blog (which unfortunately SA readers don't see) - but in a nutshell, the strategies I actually trade rely on short-term indicators (contrarian), intermediate-term indicators like this one (also usually contrarian, but beginning to introduce some momentum-driven), and long-term (trend-following). I think trading based on all three timeframes is a powerful concept.

michael

On Jan 21 10:47 AM John Lounsbury wrote:

> An eyeball assessment indicates that the major benefit of this strategy
> occurs in times of protracted market declines. At other times (most
> of the time), when the market is advancing, it appears to be no better
> than buy and hold, and, at times, underperform.
>
> This raises the question: Could this strategy be paired with another
> indicator to use this process only in times of sustained market decline?

The Moving Average Spectrum - Part 2

Oldfox - Your anecdotal shot from the hip is appreciated for what it is...an anecdotal shot from the hip. With all due respect - click through to the blog - checkout the independently-audited real-time returns of our programs (which are in large part built off of these fundamental concepts) and then tell me (preferably empirically or at least thoughtfully) how this is a garbage idea. ms

Testing the RSI(2) Strategy

RE to John: Michael here from the MarketSci Blog. I'm just getting up to speed on Seeking Alpha comments (my posts are automatically published here). I noticed that you had left a number of positive comments on some of my posts and I just wanted to drop a note of thanks. Always good to hear from readers are getting something positive out of all of it. Happy Trading!

Investor Clubs vs. Individual Investors: Is There a 'Better' Way to Invest?

RE to John: great comment John. I had the same thought, but thought trying to draw a conclusion from an entirely different data set using a different methodology was probably stretching it. Needless to say, I wouldn't want to be in either group. michael

The Markets Are Nocturnal: Daytime vs Overnight Performance

RE to JCCIII - that's correct - the overnight would be from the close to the following day's open and the daytime from the open to the same day's close.