VECO research � Strategies

1.     Load price data

Load VECO daily from 1995 to end of 2008 (2009, 2010 not included).  Set LBC to end � all price bars.

2.     Composite:

Make composite using report with the following parameters:

The first composite line includes all the events that have positive correlation on segment A (total 84).

Optimize composite to (1,45,45, sym1,close) on interval A, all bars:

The result:

Send to strategy.

Make optimizations also for the following and send to strategies.

�        (1,10,10, exp, close)

�        (45,90,90, sym1,close)

�        (90,180,180,sym1,close)

All strategies for Composite:

Update the price data for VECO for 2009+2010 using �data feeding� from file, without changing the LBC so see if those strategies are good 2 year ahead.

Conclusions: all composite projection lines are very similar.

3.     Annual Cycles:

Enable annual cycles, send to strategies.

Compare annual strategy to Composite strategies.

4.     NN Spectrum model:

Use TS4.ts solution for spectrum,

Use the following targets and send to strategies:

�        (1,10,10, exp, close)

�        (1,45,45,sym1,close)

�        (45,90,90, sym1,close)

�        (90,180,180,sym1,close)

5.     Selected Spectrum cycles to ULE models:

Select the cycles (1 overtone, triangle) and drag to screen with Stock market =7.  Send to strategies.

Use the following targets in Spectrum, use ULE and send to strategies:

�        (1,10,10, exp, close)

�        (1,45,45,sym1,close)

�        (45,90,90, sym1,close)

�        (90,180,180,sym1,close)

All Selected-Spectrum-cycles-to-ULE strategies:

Comparing strategies

Comparing strategies (1,10,10,exp,close)

Comparing (1,45,45,sym1,close)

Comparing (45,90,90,sym1,close)

Comparing strategies (90,180,180,sym1,close)

Best Fit Strategy

SUM of Compsite_90_180_180  and  ULE_90_180_180