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from my own study, last week data is more toward up side
Just update dixcuxx index, big raise but still negative.
This week my own study also on the up side
Just update dixcuxx index, become + now.
Just update dixcuxx index, around the same as last weak.
Just update dixcuxx index. Keep raising.
Just update dixcuxx index, drop little bit
Just update dixcuxx index, drop little bit more but still +
no update?
no update?
imjcmiyc 發表於 2015-3-2 09:37 AM
I was in vacation, just update
I just did some backtest for dixcuxx index while the market is cow skin.

With just long on Monday open if dixcuxx index is larger than last week, short if dixcuxx index is smaller than last week:
55.5% winning rate, 0.018 sharpe ratio, earn $ 76,807 with one big hsi future, 81 trades.

This shows just the most simple way is not super good but definitely better than just 50% random kind of number, but even the most simple way dixcuxx index does have some indication for the market direction.

This is much better:

Long when it is > 10,000 points, take profit on next Monday. Short when it is <10,000, take profit on next Monday
54.5% winning rate, 0.267 sharpe ratio, 121,996 earning with one hsi big future, 11 trades.

I tried different ways and as long as it is +8000 or -8000, it starts to have good indication, it means more when it goes up to +/-11000, +/-13000, +/-14000.

So as long as +8000/-8000 or more, pay attention, it means something much more than random.
Dixcuxx index updated.
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