\"HIGH PROBABILITY ETF TRADING\" BY LARRY CONNORS - GET YOUR FILTERS HERE!

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wkloss 231 posts msg #99658 - Ignore wkloss	3/14/2011 3:19:39 PM df0000 I'm not sure I understand what you are saying. Are you limiting yourself to trading ETF's? My recollection is that Connors used only ETF's but that Kevin used stocks with good results. His backtests showed that stocks work fine. It has been several years since I read my last Connors book and quite a while since I read all of this thread so I am not disputing your point, just asking for clarification. If you are just using ETF's, have you considered or backtested using stocks too? Bill
Kevin_in_GA 4,599 posts msg #99659 - Ignore Kevin_in_GA	3/14/2011 3:28:23 PM The back test data I provided in this thread uses only the 20 ETFs from Connors' book, to make sure that I was comparing apples to apples. It works as well with stocks, which I think I posted in another thread. This was designed to let people evaluate Connors' strategies moving forward in real time, rather than just taking his older data as gospel.
optionplayer333 801 posts msg #99674 - Ignore optionplayer333	3/15/2011 9:30:02 AM kevin he got most of the stuff he used to develope this system from me in 2002- the main guy at tradingmarket bryce wrightman- there office was in LA and i lived on the high desert in apple valley ca- he came to my house and spent the weekend- i showed him about the rsi 2 and my volatilty indicator- i was suppose to come to la to explain all this to larry connors and their top ta and trading guys- i was suppose to get a a disclose agreement but i never heard from bryce from bryce again- next thing i knew was in 2006 they come out with the power rating system mostly based on what i gave them in 2002--here you can see one of my reco post near the market bottom in 2002 for sbac for 0.21 -it later went to 43$ I already did, lerogee777! 22-Nov-02 12:57 am Thanks a bunch! :) Re: super buy alert on SBAC @ 0.21 by: lerogee777 11/22/02 12:56 am Msg: 11995 of 11995 yes call send me your email at aLIFE4LOVE@AOL.COM AND i WILL GIVEYOU MY PHONE NUMBER AND TEACH YOU THE HOLY GRAIL i HAVE DISCOVERD 5 NEW THINGS THAT NAIL STOCK RIGHT BEFORE THEIR BIG MOVES UP USING THE RSI2
wkloss 231 posts msg #99680 - Ignore wkloss	3/15/2011 12:57:36 PM Kevin, Thanks for the clarification. I knew I had seen Connors' filters backtested by you using stocks somewhere but I obviously was mistaken about which thread. I have a couple of friends who are considering buying software that is set up for these Connors strategies but i really don't see any reason to pay after all this work you have so generously donated. Bill
Kevin_in_GA 4,599 posts msg #99691 - Ignore Kevin_in_GA	3/15/2011 6:00:33 PM Thanks - I would suggest to your friends that they join SF instead. NOTE: Connors does have a number of other systems as well that are not included here. I have seen folks here at SF do a great job of trading them, as long as they stick to the basic rules.
tarun766 50 posts msg #108447 - Ignore tarun766 modified	10/20/2012 12:59:14 PM The second Long ETF filter had some awesome backtest results over the last 4 months! Trade Statistics There were 28 total stocks entered. Of those, 19 or 67.86% were complete and 9 or 32.14% were open. Of the 19 completed trades, 19 trades or 100.00%resulted in a net gain. Your average net change for completed trades was: 1.98%. The average draw down of your approach was: -1.07%. The average max profit of your approach was: 1.93% The Reward/Risk ratio for this approach is: 0.00 Annualized Return on Investment (ROI): 140.45%, the ROI of ^SPX was: 30.22%. Equity Summary Starting Account Value: $100,000.00 Fees per trade: $8.95 Ending Account Value: $99,729.36. Cash: $95,446.79 Market value of holdings at end: $4,282.57 (paid: $4,142.85) Realized gain/loss: $-159.76 ($-8.41 per trade.) Total Commissions Paid: $402.75 Unrealized gain/loss: $139.72. Exit Statistics Stop Loss was triggered 0 times or 0.00% of the time. Stop Profit was triggered 0 times or 0.00% of the time. Trailing Stop Loss was triggered 0 times or 0.00% of the time. You held for the maximum period of time (25 days) 0 times or 0.00% of the time. An exit trigger was executed 19 times or 100.00% of the time. Trades Symbol Trigger date Entry Price Exit Date Exit Price Draw Down Max Profit Gain/Loss(%) 2 day chg 5 day chg 10 day chg 25 day chg 40 day chg Exit Type IYR 2006-04-12 59.05 2006-07-12 62.35 -0.02 4.54 5.59 4.50 3.23 6.60 8.60 10.80 TRIGGER XLV 2006-01-12 35.52 2006-07-12 36.59 -0.39 2.34 3.01 0.76 3.01 4.34 6.50 8.76 TRIGGER XHB 2006-01-12 19.60 2006-11-12 20.58 -3.42 4.18 5.00 -0.36 3.98 3.21 10.10 9.69 TRIGGER DIA 2007-11-12 125.21 07/16/12 127.25 -0.35 2.00 1.63 1.92 2.99 1.04 5.20 6.08 TRIGGER XHB 07/25/12 21.30 07/27/12 21.71 -0.99 1.60 1.92 2.72 -2.16 4.08 10.23 20.70 TRIGGER XLF 07/23/12 14.30 07/27/12 14.59 -1.47 1.61 2.03 -0.21 3.01 4.06 5.73 12.24 TRIGGER IWM 07/23/12 77.95 07/30/12 79.52 -2.22 2.27 2.01 -1.45 1.41 1.63 3.89 9.97 TRIGGER IYR 07/24/12 64.34 07/30/12 65.30 -0.95 2.18 1.49 0.39 1.69 0.90 1.68 3.50 TRIGGER XLV 07/24/12 37.44 07/30/12 38.74 -0.61 3.90 3.47 1.28 2.54 2.59 3.42 7.02 TRIGGER IYR 2008-09-12 64.34 08/17/12 65.08 -0.26 1.18 1.15 0.19 1.15 0.67 5.38 0.54 TRIGGER EWT 08/28/12 12.57 2009-04-12 12.63 -1.03 0.88 0.48 -0.72 -0.40 4.85 7.32 0 TRIGGER DIA 08/23/12 130.21 2009-07-12 132.89 -0.45 2.01 2.06 0.65 -0.22 2.10 2.95 2.23 TRIGGER EWH 08/30/12 16.96 2009-07-12 17.30 -1.77 0.47 2.00 -0.88 2.54 7.43 8.79 0 TRIGGER XLB 08/28/12 35.60 2009-07-12 36.49 -1.49 1.94 2.50 -0.81 -0.70 3.85 2.67 0 TRIGGER XLE 08/30/12 71.41 2009-07-12 72.37 -1.41 1.78 1.34 -0.60 2.86 7.23 3.04 0 TRIGGER XLI 08/30/12 36.38 2009-07-12 36.80 -1.73 0.88 1.15 -1.10 1.70 3.79 2.14 0 TRIGGER EEM 09/26/12 41.43 09/28/12 41.48 -0.46 0.70 0.12 -0.24 0.22 -0.99 0 0 TRIGGER DIA 09/26/12 134.44 2010-01-12 134.62 -0.80 0.93 0.13 -0.29 0.18 -0.86 0 0 TRIGGER EWT 09/26/12 13.40 2010-01-12 13.46 -0.52 1.27 0.45 -0.15 0.67 -2.61 0 0 TRIGGER EFA 09/26/12 53.79 2010-01-12 -1.00 -1.64 0.87 0.00 -1.47 -0.69 -1.67 0 0 OPEN IWM 09/25/12 83.85 2010-01-12 -1.00 -1.20 0.82 0.00 0.23 0.04 -1.49 0 0 OPEN IYR 09/20/12 66.02 2010-01-12 -1.00 -3.97 0.03 0.00 -0.45 -2.26 -2.44 0 0 OPEN SPY 09/25/12 144.07 2010-01-12 -1.00 -0.78 1.12 0.00 0.40 0.30 0.09 0 0 OPEN XHB 09/26/12 24.70 2010-01-12 -1.00 -0.36 1.82 0.00 0.53 2.75 0.93 0 0 OPEN XLB 09/25/12 36.59 2010-01-12 -1.00 -0.77 2.02 0.00 1.15 0.36 0.52 0 0 OPEN XLE 09/25/12 73.19 2010-01-12 -1.00 -0.89 1.83 0.00 0.81 1.01 0.83 0 0 OPEN XLF 09/25/12 15.55 2010-01-12 -1.00 -0.64 1.93 0.00 0.58 0.90 2.57 0 0 OPEN XLI 09/25/12 36.50 2010-01-12 -1.00 -0.79 1.42 0.00 0.49 0.38 0.38 0 0 OPEN 140% ROI!
Kevin_in_GA 4,599 posts msg #108464 - Ignore Kevin_in_GA	10/21/2012 10:55:45 PM Jeez, look at the equity summary, NOT the ROI. Equity Summary Starting Account Value: $100,000.00 Fees per trade: $8.95 Ending Account Value: $99,729.36. Cash: $95,446.79 Market value of holdings at end: $4,282.57 (paid: $4,142.85) Realized gain/loss: $-159.76 ($-8.41 per trade.) Total Commissions Paid: $402.75 Unrealized gain/loss: $139.72. You lost money after commissions. Do not pay any attention to the ROI - it is fictitious. All that matters is the starting and ending equity.
Eman93 4,750 posts msg #108472 - Ignore Eman93	10/22/2012 8:32:22 PM The reason is you are not betting enough per trade to make this system profitable... if you use money management you should not risk more than 5% on any one trade... not your trade size is only 5% of your bank. Try it with only 1 trade open and see what happens.. so you would bet 100% of your bank every time and compound the winning stop loss is 5%. and run it.
Eman93 4,750 posts msg #108473 - Ignore Eman93	10/22/2012 8:38:48 PM Approach Name: conners rsi 4 Test started on 2010-08-31 ended on 2012-08-31, covering 506 days Filter used: SYMLIST(DIA,EEM,EFA,EWH,EWJ,EWT,EWZ,FXI,GLD,ILF,IWM,IYR,QQQQ,SPY,XHB,XLB,XLE,XLF,XLI,XLV) CLOSE ABOVE MA(200) RSI(4) BELOW 25 /EXIT WHEN THE RSI(4) CLOSES ABOVE 55/ Trade Statistics There were 31 total stocks entered. Of those, 30 or 96.77% were complete and 1 or 3.23% were open. Of the 30 completed trades, 14 trades or 46.67%resulted in a net gain. Your average net change for completed trades was: 0.27%. The average draw down of your approach was: -3.23%. The average max profit of your approach was: 2.58% The Reward/Risk ratio for this approach is: 1.20 Annualized Return on Investment (ROI): 6.16%, the ROI of ^SPX was: 16.77%. Equity Summary Starting Account Value: $1,000,000.00 Fees per trade: $8.99 Ending Account Value: $1,053,055.37. Cash: $-0.01 Market value of holdings at end: $1,053,055.38 (paid: $1,056,147.39) Realized gain/loss: $56,426.07 ($1,880.87 per trade.) Total Commissions Paid: $548.39 Unrealized gain/loss: $-3,092.01. Exit Statistics Stop Loss was triggered 3 times or 10.00% of the time. Stop Profit was triggered 0 times or 0.00% of the time. Trailing Stop Loss was triggered 0 times or 0.00% of the time. You held for the maximum period of time (1 days) 27 times or 90.00% of the time. An exit trigger was executed 0 times or 0.00% of the time.
Eman93 4,750 posts msg #108474 - Ignore Eman93	10/22/2012 8:42:44 PM Using 1mill you make 53k or 100k you make 5K 5% over 2 years.

StockFetcher Forums · Filter Exchange · \"HIGH PROBABILITY ETF TRADING\" BY LARRY CONNORS - GET YOUR FILTERS HERE!

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