Author:  James Slack-Smith Nov 13, 2008

Overview

Recently I was asked how the CPredictor based SP Dakota systems have fared since the savage decline during October 2008. This performance report is in response to Eric’s query and includes graphs of the buy/sell signals and tables listing the hypothetical trading history for all of the CPredictor based Dakota systems that contribute to the production ATS SP Dakota Systems. Approximately 6 months of data is presented.

All ATS Dakota Systems are designed to trade market on close (MOC) on the trading day following the day the signals were generated. Each of the 6 systems presented in this report are based on the CPredictor indicator add-in, however they use different ScriptBots. Each ScriptBot defines a different target series to predict. For example, Sp_p0040 uses the CPredictor3DPriceOsc ScriptBot that predicts the trend of the PriceOscillator. The PriceOscillator simple moving average periods are user definable.

Reports

Sp_d0040 Chart

Sp_d0040 Trades

Sp_d0041 Chart

Sp_d0041 Trades

Sp_d0042 Chart

Sp_d0042 Trades

Sp_d0043 Chart

Sp_d0043 Trades

Sp_d0044 Chart

Sp_d0044 Trades

Sp_d0045 Chart

Sp_d0045 Trades

Regards,

James