StockFetcher Forums · View by Author: heyen (124 messages) ·  [ Display By: Date / Subject ]<< 1 ... 2 3 4 5 6 ... 13 >> 
Filter Exchange · Pocket-Money Investors
heyen
msg #43812
5/17/2006 12:42:11 PM

Hey, want to make big bucks?
Have not much to spend?
Then go for the cheap brands!
(They wont drop a one Dollar in price!!! LoL!)

Profit Stop 25%
Stop Loss 35%
Maximum Days 60

Approach Information
Approach Name: Ultimate Bottom Test
Test started on 06/16/2004 ended on 05/16/2006, covering 483 days
Filter used:
set{m,count(market is nasdaq,1)+count(market is nyse,1)}
set{m2,count(market is amex,1)+m}
m2 above 0
close below 1
close below ma(200)
count(macd slow line reached a new 6 month low,30) equal 0
ift below -0.5 the past 40 days

Trade Statistics
There were 100 total stocks entered. Of those, 98 or 98.00% were complete and 2 or 2.00% were open.
Of the 98 completed trades, 70 trades or 71.43%resulted in a net gain.
Your average net change for completed trades was: 13.30%.
The average draw down of your approach was: -18.89%.
The average max profit of your approach was: 34.86%
The Reward/Risk ratio for this approach is: 2.45
Annualized Return on Investment (ROI): 212.12%, the ROI of ^SPX was: 7.23%.

Exit Statistics
Stop Loss was triggered 24 times or 24.49% of the time.
Stop Profit was triggered 68 times or 69.39% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (60 days) 6 times or 6.12% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Statistics By Holding Period
 Completed1 day chg2 day chg3 day chg4 day chg5 day chg
Winners:703845494544
Losers:284447414651
Win/Loss Ratio:2.50:10.86:10.96:11.20:10.98:10.86:1
Net Change:13.30%0.28%1.80%6.42%7.29%8.14%

Statistics By Variable: Match Price
 <0.2<0.3<0.4<0.5<0.6<0.7<0.8<0.9<1<1.1
Completed1:05:19:18:49:89:46:47:516:1-
1 day chg0:12:41:66:56:76:53:54:710:4-
2 day chg0:14:24:65:77:85:84:54:612:4-
3 day chg-5:15:45:65:97:65:56:511:5-
4 day chg0:15:14:65:78:87:64:54:68:6-
5 day chg0:15:11:84:77:96:76:45:710:7-

Statistics By Variable: Average Volume
 <300000<600000<900000<1.2M<1.5M<1.8M<2.1M<2.4M<2.7M<3.0M
Completed52:248:22:11:02:02:02:0-1:00:1
1 day chg31:293:81:20:10:21:01:1-1:00:1
2 day chg38:351:70:30:11:12:01:0-1:01:0
3 day chg41:301:71:2-1:12:01:1-1:01:0
4 day chg38:321:91:20:10:12:01:1-1:01:0
5 day chg36:372:91:20:10:22:01:0-1:01:0



Announcements · My Filters and Filter Email Changes
heyen
msg #43810
5/17/2006 10:35:52 AM

is the myfilter.txt export new? sweet!


General Discussion · Comments about RMBS?!
heyen
msg #43771
modified
5/16/2006 1:57:47 PM

I was about to take everything back, when the QQQQ was over 1% down. I started to realize, my prediction of a strong day (compared to 4 consequent down days) was just a guess into the blue. but what happened? then it pulled up again! qqqq now at unchangged and RMBS more than 2% green!



Filter Exchange · Telling the Future...
heyen
msg #43769
5/16/2006 1:37:09 PM

darn! i didnt realize you had the loosers in open positions.
that dawned at me, when i achieved 100% winners in my backtest.

still not found the 100% perfect crystal ball, but close...... to be continued


Filter Exchange · ROI = 277916.98% - or: who wants to be a millionaire...
heyen
msg #43765
5/16/2006 12:27:02 PM

@Koronbock

missed Aktienfahnders previous Filter? Crazy, this is a tenthousendfold better one!

@Aktienfahnder

Long time no hear! Howdy! Klasse Filter!
Ich schick Dir 5 Dollar - schick mir den Gewinn einfach am Jahresende mit der Post!!!

;-p


Filter Exchange · Telling the Future...
heyen
msg #43764
5/16/2006 12:24:03 PM

hscott! sweet! 87% Win rate - thats a beauty!
What was your profit stop???????

Your trending forecast idea is nice, we would have to use a smoothed directional
indicator comparison with a 1 or 2 week offset. Arghh, we are getting complex here.

Comparing day-to-day correlation over 100 days is one thing, comparing trend correlation of 5 to 10 days is another book.


Filter Exchange · Telling the Future...
heyen
msg #43757
modified
5/16/2006 6:44:41 AM

I have tried different shorter time frames for the last 1 year:
Performance increasing to date. The most recent 1.5 months are the best, if using the precaution top 4 for March (VRTX, IBCP,SBCF,MFLX).

These must be updated regularly. Either this concept found a temporal anomaly, a strong sector/industry influence on a indifferent market or a space time continuum wormhole distortion.



Filter Exchange · Telling the Future...
heyen
msg #43756
5/16/2006 5:49:46 AM

hscott,

do you use "select by c43 descending" ?
Thats where i select the most market following stocks to enter.
Also, you used a full year for backtesting.
Have you checked the precaution toppers for that time?
Fetcher[
market is nasdaq
avgvol(90) above 25000
set{c1,count(day change 1 day ago above 0,1) + count(ind(qqqq,day change) above 0,1)}
set{c2,count(day change 1 day ago below 0,1) + count(ind(qqqq,day change) below 0,1)}
set{precaution,count(max(c1,c2) equal 2,100)}
precaution above 60
add column precaution
sort by column 5 descending
date offset 12/30/2005
]




General Discussion · Comments about RMBS?!
heyen
msg #43750
modified
5/15/2006 8:05:41 PM

Well many pros and cons....

Pros:
-Above average Income
-Strong interest & high volume up in January while down on low volume
-No institutional selling recorded yet
-Whole Sector is loosing

Cons:
-Heavy Insider Selling
-Negative Growth year-over-year
-above average debt ratio

Unsure:
-High/Over valuation (ranks in upper third SF's-PE Ratio wise for Semiconductors)

Dropped on earnings in april, pulled up on Q2 Guidance increase and infringement award.
That stopped a sell off. Volume low, people are unsure and nervous.
Institutions kept long position. I guess it will find support soon, at last at the MA(200).
You might be right with a reversal sign - also depending on the market. But January wont repeat.

By the way, i expect a strong day tomorrow (May 16th) so what we can see might be some kind of a unhappy doji star dingish thing.






Filter Exchange · Telling the Future...
heyen
msg #43749
modified
5/15/2006 7:23:56 PM

Watchout! Bearmarket is over?

Market was split today almost 50/50 between advancing and declining.
Bulls are testing bears tomorow...
My precaution filter indicates that tomorrow (May 16th 2006) will be a positive day for the market.
We'll see if this holds true...



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