SPI Final Update 16-6-2009

SPI Final Update 23-6-2009

My final update for the SPI system. The system can continue but I have other interests so am closing this trial & the trade signal frequency has dropped off now volatility has reduced significantly, it’s really back to pre-2008 levels, last year was exceptional as even the late real time results last year shows.

In terms of results it wasn’t too bad, but at the end my act vs model performance dropped off due to a few things – a couple of failed models, bad slippage using ASX CFDs & missing a couple of trade signals. It doesn’t take much at times to hit the eq

uity curve but overall still made a profit. The model curve represents the final model after re

moving I think 3 failed sub-models. I haven’t changed anything for 6 months.

The 3 main lessons from the exercise I found were:

1. Keep position size down
2. Don’t use models with not enough trades (ie not a statistical sample)
3. Read no1

Anyway, signing off on this exercise. I enjoyed the challenge. Perhaps in the future I can convert this to autotrade using a metatrader broker with a SPI contract, but that’s for another day.

A final chart of act vs model equity & some results are shown below.

Cheers, Dave