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March 4, 2008


Weekly Trend Filter Added to Box Ideas

I’ve added a row to the spreadsheet I send out with the Box Ideas that describes the weekly trend in the stock. My readers have long suggested I do this and I’m happy to make this change.

Back on February 21 when the Box suggested shorting Steel Dynamics (STLD), I thought to myself, gee, shorting steel here is a pretty dumb, countertrend idea. Sure enough STLD quickly whipsawed us for a 1R loss. Similarly, when the Box suggested shorting the Gold Miners ETF (GDX) on February 28, I thought, gee, that’s an idiotic, countertrend idea from the Box. Fortunately GDX shot up and never triggered our short entry — another bullet dodged. On the flip side, when the Box suggested shorting UAUA below $38.20 on February 4, I thought, yeah, that makes sense given the weekly trend (UAUA closed at $29.34 on Monday, a 23% drop).

So from now on, subscribers will have the benefit of considering all the ideas in the context of the weekly trend.

MCRS

8 Responses to “Weekly Trend Filter Added to Box Ideas”

  1. Lawrence Chiu said:

    The Box came up with the NYB-Long idea for Monday and also for Tuesday. For tracking purposes, are you simulating purchases (if the trade triggers) on both days or only on the first day?

    Also, for the purpose of setting alerts, should I consider prices outside the regular trading hours (e.g. extended trading)?

  2. C. Maoxian said:

    Lawrence: NYB didn’t trigger on Monday so there is no fill, no “simulated purchase.” Regular trading hours ONLY.

  3. Tom said:

    CM: Are those weekly trend signals from your Fuzzy system?

  4. C. Maoxian said:

    Tom: Yes.

  5. Bob said:

    CM: What are you using to determine the weekly trend; today’s close > last week or something else?
    Thanks.

  6. C. Maoxian said:

    Bob: I’m using an extremely sophisticated, proprietary method (seriously), but people are free to judge the trends in the ideas using their own methods… I will just point out in every spreadsheet what my method says.

  7. groucho said:

    Bob…. it is so sophisticated that you can pretty much mimic it with a 50 period exponential moving average. There’s also another “simple” indicator with a setting that is even better than “fuzzy” but that is proprietary. :>)

  8. C. Maoxian said:

    groucho: Sure, use the 50 day ema, be my guest… and don’t forget to subscribe!

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