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DVO Now Available

November 23, 2009

The DVO which stands for the DV Oscillator is the mother indicator of the DV2 and DVSC. The DVO did nearly 40% CAGR on the SPY over the last 12 years just using a simple baseline strategy of entering below 50 and exiting above 50.  It is much more adaptive than  DV2 or DVSC and the frequency of the oscillator swings are less sensitive to regime changes. The average gains per trade are much higher with the DVO than the DV2 or the DVSC . It is available now at www.dvindicators.com

 

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5 Comments leave one →
  1. John French permalink
    November 24, 2009 7:21 am

    David, do you have a chart of the Equity Curve for this indicator please?

    John

    • david varadi permalink*
      November 24, 2009 11:55 am

      hi john, the equity curve is on the front page of the website http://www.dvindicators.com in the flash that compares the DVO to the DVSC and DV2.

      cheers
      dv

  2. quant permalink
    November 24, 2009 8:27 am

    This CAGR of 40% was achieved taking positions of -1, 0, or 1 (not leveraging)? If so, that is impressive. In general, if you are going to report a single performance metric, I prefer Sharpe.

    • david varadi permalink*
      November 24, 2009 11:56 am

      hi quant, the sharpe was 1.75 as indicated on the home page. No leverage was used.
      cheers
      dv

Trackbacks

  1. Divergence in RSI(2) vs DVO « Engineering Returns

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