bạn sẽ tìm thấy nó thú vị. Cuối tuần trước, tôi quyết định đặt một dừng mua đồng tháng năm tại 77,80, buổi sáng thứ Hai điều đầu tiên. Ngay sau khi đồng mở được gọi là môi giới (tiếc là nhà môi giới thường xuyên của tôi không đến cho đến khi khoảng 8 AM) và hỏi, "đồng là gì gọi là sáng nay?" Ông trả lời: " | 152 bought one contract of T-Bonds on the third to the last trading day of each month and held for six trading sessions exiting at that time or taking a loss of 1 500 with a protective stop. This chart from one of the Bond market s best students Mike Stock offers convincing proof of the phenomenon. The same opportunity presents itself in the S P 500 as well as Figure shows. Getting Specific The rally usually begins in Bonds prior to the first of the month as evidenced by the next set of printouts. Figure shows the results of buying Bonds on the opening of TDM 18 with a 1 500 stop and exiting on the close 3 days after entry. The 139 trades since 1986 netted 34 875 with a comfortable average profit per trade of 2 50. This is tradeable despite the 8 62 5 drawdown. We can do better however by bringing a subset of the trend of the Gold market to filter out bad or marginal trades. As described in the works of such major contributors to our understanding of the markets as Marty Zweig or John Murphy whose books are must reading Gold exerts a great impact on Bonds. When Gold is in an uptrend it acts as an impediment to Bond market rallies conversely when Gold is in a downtrend Bonds are more apt to rally. Figure reveals the power of filtering trades with Gold. In this case trades were taken at the same time period with the same stop and exit as before. The difference is that trades were only taken if Gold was in a downtrend . the close of Gold on the day prior to entry was less than 24 days ago . Data DAY T-BONDS-9967 01 80 Calc Dates 01 01 86 - 08 28 98 Num. Conv. p. Value Comm slippage Margin Format Drive Path FileName 44 -5 0 0 3 000 CT PC C GD BACK67MS all TRADES - Test 3 w w w wWWW w w w Total net profit Gross profit 34 95 Gross loss -60 Total of trades 139 Percent profitable 71 Number winning trades 99 Number losing trades 40 Largest winning trade 2 Largest losing trade -1 Average winning trade
