heyen
124 posts
msg #43812
- Ignore heyen |
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 |
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| 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 |
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