Issue: #174
10/28/2014
Hello and Welcome,

Welcome to the new Trizen Systems newsletter.  This will be the new format for discussing our algorithmic trading systems and other information.  Monthly updates will include Actual Profits/Losses, Commitment of Traders, Articles and Actual Trading screen shots. Pass this along to anyone that you feel would like to understand more about the financial markets, derivatives, and how to trade them successfully.

 

2014 BladeTrader: +0.00% vs. S&P 500: 5.00% 

 

HISTORICAL PERFORMANCE RESULTS

 

2013: +25% vs. S&P 500 +30%

2012: +25% vs. S&P 500 +13% 

2011: +7% vs. S&P 500 +0%

2010: +42% vs. S&P 500 +13%

2009: +49% vs. S&P 500 +23%

2008: +5% vs. S&P 500 -38%

2007: +20% vs. S&P 500 +4%

 

  

New Account Start Date
Next Green Signal in S&P 500

       We have a green in the indicator, though this green is not what could be considered a healthy green.  Yes, the market may touch 2015 again, a mere 35 points away, but a retest of the lows is 160 points away.  The COT is negative and the only longs in the building are the small players--something is also not right with the pit traded contract.  

 

The recommendation here is green technically, but with a nearly 10% rally over just a week, COT negative and the pit contract showing large and small players short with hedgers long?  Distortions are everywhere and in every market and the entry is defined as: "Green, with -COT after a sell-off, wait and confirm."

 

The -COT in electronic trading, with the small AND large players all short while hedgers long in the pit traded contract--something is clearly not right.  Yet, here we are again, only 35 points away (2 days really) from an all-time high and another question "Is the market ahead of the [insert your economic indicator] again?"  Why the sharp "V" shape rally off of lows?  A very strong sense of not missing out on a rally is still present, but there is also a very strong sense of "Exit" quickly too.  Manic is a good expression here regarding the current market.

 

If we have a negative day tomorrow after FOMC, look for a retest of lows or a jump to all-time highs and another round of questions on valuations. 

 

  
2014 - Video on Trading (originally sent 8/19)

EddieZ

 Greetings! I have a video on the trading system and how it actually works and can be accessed by clicking on the following link:

 

https://meetings.webex.com/collabs/url/LfFrSL-OfXcw4yQ0nsobZlozTnKFjxhgPi3O7u53Una00000

 

The video will have to be downloaded in its entirety.  I will switch back to GotoMeeting shortly as our current webinar provider does not have an intuitive process and you can't simply access information without signing up first in most cases.

 

The video runs through the algorithm and trading for last 17 years.  Why 17 years of data and not more?  This is because the contract we are trading didn't start until 1997, so we go that far back--the data are also missing short volume and that didn't occur until 2001, so shorting prior to 2001 on volume data was not possible it appears.

 

The video also runs through a long only "buy and hold" strategy, a Trizen strategy, a buy and short strategy, a reinvest the dividends strategy, and a powerful reinvestment strategy starting with a larger account.

 

I hope you find the video enlightening and if you have any questions please contact me!

 

As for directions on accessing the next meeting, I will send that out before the meeting and I will be switching back to GotoMeeting (they didn't have a 1-800 number available until recently).

 

If you're having trouble accessing the above link, make sure you are viewing it on a Windows computer with Windows 7 or higher in most cases.  You shouldn't have to sign up for WebEx to see the above mentioned video and anyone can view!

 

Sincerely,

 


Edward Zaremba
Trizen Systems, Inc.
  

 

In This Issue
New Account Start Date
Blog Posts
 
BladeTrader Version Long Only 
Version 7.0 has been released
Quick Links
 

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