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All posts by Jeff Swanson

Market Phase – Going Beyond The Death Cross

There are many ways to use indicators to help determine when the market is within a bull or bear mode. A common method that works well on trending markets over the long-term has been the so-called death cross and golden cross (Death/Golden Cross) indicator. This topic was discussed in a former article called,The Death Cross – What You Need […]

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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 […]

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Using this Indicator Makes $199K More Profit

Oscillator

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 to stock […]

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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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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 […]

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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 […]

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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 the question […]

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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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Testing A Euro Currency Futures Scalping Strategy, Part 6

In an attempt to make this system more tradable, I’ve looked at many different stop methods and filters. My hunt for a stop value resulted in concluding that a stop value really hurts its performance. This is not so unusual for a mean reverting strategy, such as the Euro scalping strategy. In an effort to […]

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Testing A Euro Currency Futures Scalping Strategy, Part 5

It’s been a couple of years since I reviewed this potential trading idea of a Euro currency futures scalping strategy. Over the series of articles, which are listed below, I’ve been combing filters to demonstrate how I add different filters to a system based on market conditions.Testing A Euro Currency Futures Scalping StrategyTesting A Euro Currency Futures Scalping […]

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