FEB. 1997, Vol.15 No.2
 
15 Trading Soybean Spreads
by Scott W. Barrie
Here are the basics of trading a soybean commodity spread using a seasonal strategy. 

18 Rules for decision logic-based seasonal trading
19 Performance breakdown of the decision logic seasonal trades

22 The 10% Swing Filter 
by Mark Vakkur, M.D.
Price filters identify trends while eliminating noise below a certain percentage change. Here's a trading method using a 10% price filter for the S&P 500 stock index. 

37 The Stock Market and Seasonality 
by Bob Kargenian, C.M.T.
Is there a message that can be gleaned from the performance of the stock market during the 1996 election year? Maybe. In 1990, Kargenian discussed the seasonal movement of the stock market. Here, he updates that work with further research.

46 Genetic Algorithms and Rule-Based Systems 
by Jeffrey Owen Katz, Ph.D., with Donna L. McCormick
This month, Katz discusses a trading system he developed using a ruled-based approach.

57 System implementation in C++

 

62 Technical Tour de Force: Ralph Acampora of Prudential Securities 
by Thom Hartle
Ralph Acampora's roots are planted firmly in technical analysis. One of the most outspoken supporters of the discipline, he was one of the founders of the Market Technicians Association, and his forecast from 1995, Dow 7000, has attracted the attention of Wall Street.

78 The Fundamentals of Sector Rotation 
by Paul and Carole Huebotter
Maintaining an optimized portfolio of strong blue-chip stocks is one way to invest. Here are the basics of how stock groups move through a typical business cycle.


Option Simulator, version 2.0, page 86
CycleTrader, version 2.0, page 93
Financial Toolbox, page 102


Opening Position 
Letters to S&C 
Traders' Tips 
Futures Liquidity 
Trade News & Products 
Traders' Glossary 
Advertisers' Index 
Editorial Resource Index 
Resources Online 
Classified Advertising
Novice Traders' Notebook 


Cover art: Mark Molnar
Cover Concept: Mark Molnar / Christine Morrison