StockFetcher Forums · Filter Exchange · 100% Win Rate, 545% ROI, 54 trades?<< 1 2 3 >>Post Follow-up
__fetcheruser123
msg #44866
Ignore __fetcheruser123
6/11/2006 4:09:21 AM

Am I seeing things, or is this accurate?

Approach Information
Approach Name: QQQQ & HG Test
Test started on 06/07/2004 ended on 06/07/2006, covering 504 days
Filter used:
QQQQ & HG (saved filter)

Trade Statistics
There were 64 total stocks entered. Of those, 54 or 84.38% were complete and 10 or 15.62% were open.
Of the 54 completed trades, 54 trades or 100.00%resulted in a net gain.
Your average net change for completed trades was: 15.62%.
The average draw down of your approach was: -9.56%.
The average max profit of your approach was: 26.00%
The Reward/Risk ratio for this approach is: 0.00
Annualized Return on Investment (ROI): 545.33%, the ROI of ^IXIC was: 3.94%.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 54 times or 100.00% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time ( days) 0 times or 0.00% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Statistics By Holding Period
 Completed2 day chg3 day chg4 day chg5 day chg6 day chg
Winners:543530303130
Losers:02631303334
Win/Loss Ratio:0.00:11.35:10.97:11.00:10.94:10.88:1
Net Change:15.62%7.15%5.18%6.99%5.52%7.19%

Statistics By Variable: Match Price
 <0.9<1.05<1.2<1.35<1.5<1.65<1.8<1.95<2.1<2.25
Completed-13:08:07:04:011:03:08:0--
2 day chg0:110:35:54:33:27:52:34:4--
3 day chg0:19:45:44:42:34:71:45:4--
4 day chg0:110:24:54:51:45:61:35:4--
5 day chg0:110:35:54:51:45:71:45:4--
6 day chg0:19:44:64:51:45:72:35:4--

Statistics By Variable: Average Volume
 <1000000<2.0M<3.0M<4.0M<5.0M<6.0M<7.0M<8.0M<9.0M<10.0M
Completed36:010:06:01:0-1:0----
2 day chg24:208:23:20:1-0:1----
3 day chg21:226:43:30:1-0:1----
4 day chg20:226:43:31:0-0:1----
5 day chg22:246:43:30:1-0:1----
6 day chg21:256:43:30:1-0:1----



__fetcheruser123
msg #44867
Ignore __fetcheruser123
6/11/2006 4:11:56 AM

Here's one from 2002 - 2004...

Approach Information
Approach Name: QQQQ & HG Test
Test started on 06/07/2002 ended on 06/07/2004, covering 503 days
Filter used:
QQQQ & HG (saved filter)

Trade Statistics
There were 60 total stocks entered. Of those, 56 or 93.33% were complete and 4 or 6.67% were open.
Of the 56 completed trades, 56 trades or 100.00%resulted in a net gain.
Your average net change for completed trades was: 13.14%.
The average draw down of your approach was: -10.31%.
The average max profit of your approach was: 20.46%
The Reward/Risk ratio for this approach is: 0.00
Annualized Return on Investment (ROI): 311.72%, the ROI of ^IXIC was: 17.04%.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 56 times or 100.00% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time ( days) 0 times or 0.00% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Statistics By Holding Period
 Completed2 day chg3 day chg4 day chg5 day chg6 day chg
Winners:563535313131
Losers:02322262725
Win/Loss Ratio:0.00:11.52:11.59:11.19:11.15:11.24:1
Net Change:13.14%3.08%3.32%4.77%4.03%5.49%

Statistics By Variable: Match Price
 <0.4<0.6<0.8<1<1.2<1.4<1.6<1.8<2<2.2
Completed1:0--4:010:014:09:011:07:0-
2 day chg1:0--2:24:610:48:36:44:4-
3 day chg1:0--2:26:49:36:56:55:3-
4 day chg1:0--3:16:47:56:54:74:4-
5 day chg1:0--3:15:58:66:44:74:4-
6 day chg1:0--3:14:58:46:55:64:4-

Statistics By Variable: Average Volume
 <400000<800000<1.2M<1.6M<2.0M<2.4M<2.8M<3.2M<3.6M<4.0M
Completed9:018:014:08:01:0-3:02:0-1:0
2 day chg10:012:66:104:40:1-1:11:1-1:0
3 day chg10:09:86:106:20:1-2:01:1-1:0
4 day chg9:18:106:105:20:1-1:11:1-1:0
5 day chg9:18:116:96:20:1-0:21:1-1:0
6 day chg7:38:106:107:11:0-0:11:0-1:0



maxreturn
745 posts
msg #44870
Ignore maxreturn
6/11/2006 8:46:58 AM

What is the filter?


TheRumpledOne
6,359 posts
msg #44881
Ignore TheRumpledOne
6/11/2006 3:38:43 PM

If HG is for HolyGrail, it's probably right.


heyen
124 posts
msg #44897
Ignore heyen
6/12/2006 11:33:56 AM

Please also check the surprises in open trades.
Though less than 10% not going the right direction is still above good average.


marine2
829 posts
msg #44921
Ignore marine2
6/13/2006 3:19:13 PM

No one can varify whether this is good, bad, or whatever until you let us see your programming set up. Throw us a bone here!

Thanks


__fetcheruser123
msg #44923
Ignore __fetcheruser123
6/13/2006 3:33:15 PM

I figured out that it's not accurate. The few trades that didn't complete had losses of 80-90%. This is because I set no exit other than a profit stop. So, it's a good filter but needed a profit stop, making less than 100% accurate. ;)


cldawson
3 posts
msg #44924
Ignore cldawson
6/13/2006 3:37:45 PM

Good for you:) ...But what about me...lol. Good news with no filter is just reading material. I get 100% of nothing from this post:(


namsu22
1 posts
msg #45366
Ignore namsu22
6/29/2006 1:28:48 PM

spread the wealth brotha!


waldo1323
14 posts
msg #45380
Ignore waldo1323
6/29/2006 11:21:42 PM

That would be like all of us going into a bank afterhours to crack the safe knowing there's a 100mil in it, and all we are allowed to use to crack the safe is a toothpick and a flashlight all the while the guy who handed us the flashlight has the combination in his pocket but ain't telling.


StockFetcher Forums · Filter Exchange · 100% Win Rate, 545% ROI, 54 trades?<< 1 2 3 >>Post Follow-up

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