StockFetcher Forums · Filter Exchange · Something to play with...<< >>Post Follow-up
compound_gains
222 posts
msg #119323
Ignore compound_gains
5/3/2014 2:38:36 PM

Fetcher[not otcbb
not etf
annual dividend yield > 2
count(volume > 150000, 60) equals 60
add column weekly rsi(14)
sort column 5 ascending
add column open
add column sector
/*Exclude Finance and Utilities sectors
Pick top stock (lowest weekly rsi(14) at the end of each month
Buy at the open on the next day
Sell at the open on the first day of the next month
If the same stock is at the top the following month, sell and buy again.*/
]



I tested this from 01JUN2010 through 01MAY2014 so the results could be skewed by the time frame.
I only tested the top stock...a basket of three to five of the top stocks could produce better or worse results.
I did not adjust for commissions as they would be minimal with the $5,000 starting cash I used.
I did not use any kind of loss or profit exit.
Period: 47 months
Total return: 352.3%
Weekly CAGR: 0.6%
Yearly CAGR: 38.7%
Average trade gain/loss: 3.4%
Median trade gain/loss: 3.6%
Maximum trade gain: 30.6%
Maximum trade loss: 28.1%
Average profitable trade: 10.8%
Average losing trade: 8.4%
Winning trades: 61.7%


crazyoldguy
2 posts
msg #130835
Ignore crazyoldguy
9/3/2016 12:19:59 PM

ALWAYS check StockFetcher's values against known good ones. I've seen prices that aren't accurate and scans that return different values, even when scans run within minutes of each other at night.

StockFetcher Forums · Filter Exchange · Something to play with...<< >>Post Follow-up

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