I have a question on the backtested examples shown in section III Trading Strategy section;

http://blog.mtrig.com/page/Market-Timing-Model.aspx

Why are there different numbers of trades executed for the long and short positions in the three examples shown?  If the backtests are all operating with the same VLAI trading system it would seem that the number of long trades and short trades (and the trade execution dates) should be identical in each of the three examples. Can you explain? Thanks.

Don,

It appears that back-test formula was missing one day when it was processed over the ETFs. We will run the process again to present the returns up to the current date.

There will be a change made to the web site in the next couple of months where the % returns for the ETFs vs. the
MTR-TM will be updated daily. 

Thank you for posting this issue. The updated results will be posted by the weekend.

Don,

Due to some issues the back-tested returns were not updated yet.  Look for it this coming week.

Thanks!

Patrick,

I think there is something wrong with the new backtested results posted.

http://blog.mtrig.com/mtrig/blog/page/-Trading-Strategy-.aspx

I checked the MDY (SPR Mid Cap) long trade results.  The Amibroker results page posted shows 60.63% total profit for all MDY long trades between 6/30/2006 and 1/27/2010. 

I manually entered the opening price of MDY on the first trading day after an MTR-TM signal on the spreadsheet below.  The total profit for the same period was only 44.79% (compared to the 60.63% shown).

MTR-TM Signal Date		Trade #	Trade	Buy / Sell Date	Value MDY at Open	Profit / Loss %	Profit / Loss
5/16/2006	Down
6/30/2006	Start							$10,000
8/18/2006	Up	1	Buy	8/21/2006	$131.4440
3/2/2007	Down	2	Sell	3/5/2006	$143.2250	9.0%	$896	$10,896
3/23/2007	Up	3	Buy	3/26/2006	$150.7860
7/27/2007	Down	4	Sell	7/30/2006	$151.3140	0.4%	$38	$10,934
9/19/2007	Up	5	Buy	9/20/2006	$156.4310
10/19/2007	Down	6	Sell	10/22/2006	$153.7560	-1.7%	-$187	$10,747
12/3/2007	Up	7	Buy	12/4/2006	$150.4790
1/4/2008	Down	8	Sell	1/7/2007	$145.3570	-3.4%	-$366	$10,382
1/28/2008	Up	9	Buy	1/29/2007	$140.5860
3/5/2008	Down	10	Sell	3/6/2008	$139.4130	-0.8%	-$87	$10,295
3/24/2008	Up	11	Buy	3/25/2008	$139.9500
6/11/2008	Down	12	Sell	6/12/2008	$152.3230	8.8%	$910	$11,205
7/21/2008	Up	13	Buy	7/22/2008	$142.6690
9/9/2008	Down	14	Sell	9/10/2008	$137.4550	-3.7%	-$410	$10,796
11/3/2008	Up	15	Buy	11/4/2008	$103.4270
11/11/2008	Down	16	Sell	11/12/2008	$90.3448	-12.6%	-$1,366	$9,430
12/3/2008	Up	17	Buy	12/4/2008	$86.7601
1/14/2009	Down	18	Sell	1/15/2009	$90.0930	3.8%	$362	$9,792
3/13/2009	Up	19	Buy	3/16/2009	$83.2380
6/18/2009	Down	20	Sell	6/19/2009	$104.9730	26.1%	$2,557	$12,349
7/1/2009	Up	21	Buy	7/2/2009	$103.7700
7/7/2009	Down	22	Sell	7/8/2009	$99.5444	-4.1%	-$503	$11,847
7/16/2009	Up	23	Buy	7/17/2009	$106.6960
10/26/2009	Down	24	Sell	10/27/2009	$125.8240	17.9%	$2,124	$13,970
11/9/2009	Up	25	Buy	11/10/2009	$125.8810
1/26/2010	Down	26	Sell	1/27/2009	$130.4600	3.6%	$508	$14,479
Actual Profit:	44.79%
MTR-TM:	60.63%

Maybe you can look at the detail of your Amibroker trades on the backtest run and determine where the discrepancy is?

Regards,

Don