{"id":5830,"date":"2016-09-22T12:34:30","date_gmt":"2016-09-22T19:34:30","guid":{"rendered":"http:\/\/trendfindertrading.com\/blog\/?p=5830"},"modified":"2016-09-22T12:37:07","modified_gmt":"2016-09-22T19:37:07","slug":"fedswing-ii-walk-forward-update","status":"publish","type":"post","link":"http:\/\/trendfindertrading.com\/blog\/fedswing-ii-walk-forward-update\/","title":{"rendered":"FedSwing II walk-forward update"},"content":{"rendered":"<p>Now that we have had almost 2 years of post-QE Fed activity (US quantitative easing ended in October 2014), I looked at how FedSwing II has matched with the Fed&#8217;s actions and impact on markets. When I created FedSwing II in November 2014, I attempted to design the system to best fit the FOMC&#8217;s stated policies going forward. There were two methods of analyzing their actions I found to perform well, and I chose the more conservative version to use in the strategy. Now that we have almost 2 years of data to analyze (plus back to 2006), I find that version to be too conservative, and that the other method is a better fit. This is a fairly minor adjustment, but it\u00a0has shown to provide much better trading results.<\/p>\n<p>Starting 9\/23\/16, FedSwing II will use the updated\u00a0method of analyzing the FOMC&#8217;s actions. This will be applied as a walk-forward update to the system. In the future, if the FOMC changes policies\/guidance, then I may make future walk-forward updates at that time. To show comparative performance results of the method being used going forward, I am showing\u00a0summaries below for ES and TF along with full performance reports for all markets.<\/p>\n<p>Past performance is not necessarily indicative of future results.<\/p>\n<p>&nbsp;<\/p>\n<p><strong><span style=\"text-decoration: underline;\">FedSwing II ES old (version ending today):<\/span><\/strong><\/p>\n<p><a href=\"http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2016\/09\/FedSwing-II-ES-old.png\"><img loading=\"lazy\" class=\"alignnone size-full wp-image-5832\" src=\"http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2016\/09\/FedSwing-II-ES-old.png\" alt=\"fedswing-ii-es-old\" width=\"780\" height=\"550\" srcset=\"http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2016\/09\/FedSwing-II-ES-old.png 780w, http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2016\/09\/FedSwing-II-ES-old-300x212.png 300w, http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2016\/09\/FedSwing-II-ES-old-768x542.png 768w\" sizes=\"(max-width: 780px) 100vw, 780px\" \/><\/a><\/p>\n<p><strong><span style=\"text-decoration: underline;\">FedSwing II ES\u00a0new (version starting tomorrow):<\/span><\/strong><\/p>\n<p><a href=\"http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2016\/09\/FedSwing-II-ES-new.png\"><img loading=\"lazy\" class=\"alignnone size-full wp-image-5831\" src=\"http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2016\/09\/FedSwing-II-ES-new.png\" alt=\"fedswing-ii-es-new\" width=\"780\" height=\"550\" srcset=\"http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2016\/09\/FedSwing-II-ES-new.png 780w, http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2016\/09\/FedSwing-II-ES-new-300x212.png 300w, http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2016\/09\/FedSwing-II-ES-new-768x542.png 768w\" sizes=\"(max-width: 780px) 100vw, 780px\" \/><\/a><\/p>\n<p><strong><span style=\"text-decoration: underline;\">FedSwing II\u00a0TF old (version ending today):<\/span><\/strong><\/p>\n<p><a href=\"http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2016\/09\/FedSwing-II-TF-old.png\"><img loading=\"lazy\" class=\"alignnone size-full wp-image-5834\" src=\"http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2016\/09\/FedSwing-II-TF-old.png\" alt=\"fedswing-ii-tf-old\" width=\"780\" height=\"550\" srcset=\"http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2016\/09\/FedSwing-II-TF-old.png 780w, http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2016\/09\/FedSwing-II-TF-old-300x212.png 300w, http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2016\/09\/FedSwing-II-TF-old-768x542.png 768w\" sizes=\"(max-width: 780px) 100vw, 780px\" \/><\/a><\/p>\n<p><strong><span style=\"text-decoration: underline;\">FedSwing II\u00a0TF new\u00a0(version starting tomorrow):<\/span><\/strong><\/p>\n<p><a href=\"http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2016\/09\/FedSwing-II-TF-new.png\"><img loading=\"lazy\" class=\"alignnone size-full wp-image-5833\" src=\"http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2016\/09\/FedSwing-II-TF-new.png\" alt=\"fedswing-ii-tf-new\" width=\"780\" height=\"550\" srcset=\"http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2016\/09\/FedSwing-II-TF-new.png 780w, http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2016\/09\/FedSwing-II-TF-new-300x212.png 300w, http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2016\/09\/FedSwing-II-TF-new-768x542.png 768w\" sizes=\"(max-width: 780px) 100vw, 780px\" \/><\/a><\/p>\n<p><strong>Link to zip file containing full hypothetical performance reports for all markets: <a href=\"http:\/\/bit.ly\/2cV5YPl\">http:\/\/bit.ly\/2cV5YPl<\/a><\/strong><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Now that we have had almost 2 years of post-QE Fed activity (US quantitative easing ended in October 2014), I looked at how FedSwing II has matched with the Fed&#8217;s actions and impact on markets. When I created FedSwing II in November 2014, I attempted to design the system to best fit the FOMC&#8217;s stated [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"sfsi_plus_gutenberg_text_before_share":"","sfsi_plus_gutenberg_show_text_before_share":"","sfsi_plus_gutenberg_icon_type":"","sfsi_plus_gutenberg_icon_alignemt":"","sfsi_plus_gutenburg_max_per_row":""},"categories":[4],"tags":[],"_links":{"self":[{"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/posts\/5830"}],"collection":[{"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/comments?post=5830"}],"version-history":[{"count":8,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/posts\/5830\/revisions"}],"predecessor-version":[{"id":5842,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/posts\/5830\/revisions\/5842"}],"wp:attachment":[{"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/media?parent=5830"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/categories?post=5830"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/tags?post=5830"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}