Detailed Description

Stock and futures system traders: Previous Trading System Lab collections have featured mostly trend-following strategies. This collection of 10 Lab articles from Active Trader. from between 2002 to 2006, features detailed back-testing results and analysis of countertrend and pullback systems — some in stocks, some in futures.

Note: These articles are designed to show the good, bad, and ugly of trade ideas. As a result, back-testing results in some articles may indicate a system or trade idea is likely to be unprofitable .

This collection is on sale for 30% off. The price shown is the discounted price.

ARTICLE 1: Reverse Bandwagon (August 2002)

This system goes short on market-moving news and long after an initial price move, assuming the market will snap back after high-volatility price moves.

ARTICLE 2: Counterpunch stock system (November 2002)

A countertrend system designed to identify buying opportunities when everyone else is selling short and vice versa.

ARTICLE 3: Blood in the street system (September 2003)

This system combines an oscillator and a price pattern to identify extreme oversold levels.

ARTICLE 4: MFI timing system (October 2003)

A system that uses the Money Flow Index (MFI), which is an oscillator (like RSI or stochastics) that ranges between 0 and 100 and highlights shorter-term price swings. Unlike most other oscillators, however, MFI incorporates volume in its construction.

ARTICLE 5: CMO StochRSI (December 2003)

This system uses two indicators created by Tushar Chande to identify buying opportunities at oversold levels. Also, the system scales into a position by purchasing more shares when an additional buy signal occurs after a price decline.

ARTICLE 6: Glitch index (February 2004)

This system detects when price has deviated significantly from its norm by measuring how far it moves above and below a detrended simple moving average (SMA).

ARTICLE 7: SMA contra system (January 2005)

The SMA Contra System uses a very basic relationship between closing price and an moving average as a contrarian indicator.

ARTICLE 8: KT opportunity system (June 2006)

The Sept. 2005 Trading System Lab examined the KT Trading System, which used stochastic %K lines on different time frames to pinpoint trade entries. The KT Opportunity System uses the same multiple time frame technique, with the additional condition that the index of a stocks market sector must also be in an oversold condition for a buy to occur.

ARTICLE 9: The countertrend HLR (September 2006)

While the Futures System Lab (Active Trader. Sept. 2006) uses the HLR indicator to detect trends, this system uses it as a countertrend indicator to trade short-term dips. This system goes long when the HLR indicator (based on 10-day highs and lows) drops below a certain threshold and exits after holding the position for 10 days.

ARTICLE 10: Anti-Trend EMA (November 2006)

The Anti-Trend EMA system inverts a short-term moving average crossover system to buy stocks on a down-scaled basis. The following test shows how this basic trade premise performs and gauges the success of its use of multiple trade entries.

Purchased separately, these 10 articles would cost $44.50. You can purchase them as a single collection for $31.15 — a savings of 30% .