StockFetcher: Messages by heyen

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
	Completed	1 day chg	2 day chg	3 day chg	4 day chg	5 day chg
Winners:	70	38	45	49	45	44
Losers:	28	44	47	41	46	51
Win/Loss Ratio:	2.50:1	0.86:1	0.96:1	1.20:1	0.98:1	0.86:1
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
Completed	1:0	5:1	9:1	8:4	9:8	9:4	6:4	7:5	16:1	-
1 day chg	0:1	2:4	1:6	6:5	6:7	6:5	3:5	4:7	10:4	-
2 day chg	0:1	4:2	4:6	5:7	7:8	5:8	4:5	4:6	12:4	-
3 day chg	-	5:1	5:4	5:6	5:9	7:6	5:5	6:5	11:5	-
4 day chg	0:1	5:1	4:6	5:7	8:8	7:6	4:5	4:6	8:6	-
5 day chg	0:1	5:1	1:8	4:7	7:9	6:7	6:4	5:7	10:7	-

Statistics By Variable: Average Volume
	<300000	<600000	<900000	<1.2M	<1.5M	<1.8M	<2.1M	<2.4M	<2.7M	<3.0M
Completed	52:24	8:2	2:1	1:0	2:0	2:0	2:0	-	1:0	0:1
1 day chg	31:29	3:8	1:2	0:1	0:2	1:0	1:1	-	1:0	0:1
2 day chg	38:35	1:7	0:3	0:1	1:1	2:0	1:0	-	1:0	1:0
3 day chg	41:30	1:7	1:2	-	1:1	2:0	1:1	-	1:0	1:0
4 day chg	38:32	1:9	1:2	0:1	0:1	2:0	1:1	-	1:0	1:0
5 day chg	36:37	2:9	1:2	0:1	0:2	2:0	1:0	-	1:0	1:0

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!