Ok, I will describe my strategy more closer.
- The strategy trades multi-month trends.
- Only executes trades in the main direction of the long term trend (LT)
If the LT trend filter is in Bull/Long mode (cyclical bull market) we only take the
BUY signals, and the opposite if the LT filter is in Bear/Short mode.
Chart illustrating the Intermediate Term swings of the S&P 500 that the strategy trades:
http://img508.imageshack.us/img508/5...ingsspxmq2.jpg