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SPY

May 25 2004 at 8:11 PM
Howard 

 
Larry,
Does SPY (red alert, closed above it's UBB) become a BB system short? Or did you say that you tested these ETF's and they didn't work.
Thanks,
h

 
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Re: SPY

May 26 2004, 7:03 AM 

Howard,

I didn’t say that ETF’s didn’t work. I said that with the BB system I didn’t get as good of results with some sector ETF’s as with the QQQ. But broad based index ETF’s like SPY work just fine.

I did say that according to Altucher, corroborated by my own testing, BB short signals don’t tend to work very well as a mechanical system. However, I do think they can be used selectively. And yesterday’s SPY close may be a good example of one that may work. It closed above its upper BB. It has a 5-day RSI number of 76.8. And it is right up against its 50-day moving average. However, I would take a quick profit because I’m sure the bulls feel more confident and I would be surprised if it didn’t make at least another attempt at a rally.

Larry

 
 
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