StockFetcher Forums · Filter Exchange · A potential Filter that works in both up and down markets: Needs more study<< >>Post Follow-up
jim_c_hill
61 posts
msg #26801
Ignore jim_c_hill
6/9/2003 1:34:23 PM

June 9th
Hi
Frank in several posts asked about a filter that would show stocks with relatively flat baselines. Tom suggested:

show stocks where the absolute day change 2 week high is below 1%
and high 2 week high is less than 4% above the low 2 week low

I decided to look at the performance of this filter without any additions. I was amazed that in my bear market checks of 100 days ago and 275 days ago it showed positive results for most time periods. I have checked numerous standard filters and they do not show this type of behavior. Most show negatiave results up to one month after filter is applied.

This looks like a filter that could be used for short/medium/long term trading but it does need more study and perhaps tweaking with a few other filters added.

jim






jim_c_hill
61 posts
msg #26802
Ignore jim_c_hill
6/9/2003 1:38:20 PM

June 9th

Hi

I should note the profit gain is not very large and if one looks at results to the present time the percent gain is not large. There are other filters that will give larger percent gains to current times from 275 days ago, but you have to go through some nasty losses and I suspect most would not hold.




jim_c_hill
61 posts
msg #26809
Ignore jim_c_hill
6/9/2003 11:12:46 PM

I checked the stocks this filter is giving. Many of them are muni/bond funds and utility types. No wonder the volatility is low and stock movement relatively flat. It does pick up some regular stocks so one needs a filter to remove muni and bond funds. I wonder if stockfetcher can do this?


StockFetcher Forums · Filter Exchange · A potential Filter that works in both up and down markets: Needs more study<< >>Post Follow-up

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