All posts by Jeff Swanson

A Complementary Approach To Trading Technical Indicators

In the October issue of Futures magazine, author Jean Folger discusses an important aspect in selecting two or more indicators when developing a trading system. While I don’t recommend simply combining indicators to create a trading system, and I don’t think that’s what Folger is suggesting either, when there comes a time to introduce two or more technical indicators to […]

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Using this Indicator Makes $199K More Profit

In a recent article, Predictive Indicators written by John Ehlers he highlighted a unique indicator used to time market cycles. This indicator is a heavily modified Stochastic Oscillator and was demonstrated on the S&P. In this article, I want to put John’s Oscillator to the test by comparing it to another popular indicator used for timing […]

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MCVI Indicator and Strategy on Daily Charts

A while back we posted an article called, “Modified Chartmill Value Indicator“, the author presented an indicator that might prove helpful in your trading. The indicator is an oscillator which highlights overbought and oversold conditions. The author created a simple test strategy to test the effectiveness of the strategy. The results looked promising and you […]

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Market Seasonality Study

May is just about over and our seasonality indicator  recently exited a long position on May 18, 2017. This turned our Seasonality Bias, found on our State of U.S. Markets webpage, from green to red. At this time two of  the three indicators are red (Short-Term Trend and Seasonality Bias) which warns of possible weakness over the coming weeks […]

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System Performance and Confidence Interval

When you review the performance of a trading model, how do you know it’s worth trading for? How do you know it’s the right system for you? How confident are you that it will continue to profit in the future? When it comes to evaluating your trading model there are many factors to take into account. […]

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Connors 2-Period RSI Update for 2016

With the year 2016 well behind us, it’s time to look at the very popular 2-period RSI trading method by Larry Connors and Cesar Alvarez. We all know there are no magic indicators but there is an indicator that certainly acted like magic over several decades. What indicator is it? Our reliable RSI indicator. The modified 2-period RSI […]

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Testing Market Regime Indicators

Often when designing a system it’s important to keep the big picture in mind. What is the overall market doing? The most simple way to accomplish this is to break the market into two regimes: bullish and bearish. We are all aware that price action is a mirror of human psychology of market participants, therefore […]

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Testing Laguerre RSI Entry and Exits

In a previous article I took a look at an indicator called the Laguerre RSI. The Laguerre RSI (LRSI) was authored by John Ehlers. You can read about the Laguerre filter in his article, “Time Warp – Without Space Travel“. Within the previous article I was comparing the LRSI to the standard RSI. I did this by creating […]

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How Did The Ivy-10 Portfolio Perform in 2016?

It’s that time of year to update the performance of the Ivy-10 Portfolio. What is the Ivy-10 Portfolio? Back in 2012 I finished reading a very interesting book called “The Ivy Portfolio”. This book was written by two money managers, Mebane Faber and Eric Richardson, who work at Cambria Investment Management. The authors wanted to answer […]

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The Laguerre RSI vs Classic RSI

John Ehlers is a name you’ll run across when you start your journey into testing various indicators and filters to be used in your trading models. I remember reading about the Laguerre Filter and Laguerre RSI many years ago when they first appeared on the scene. At the time I was not nearly into quantitative […]

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