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MARY4MONEY
806 posts
msg #46666
Ignore MARY4MONEY
8/29/2006 9:15:23 PM

market is nasdaq 100 and average volume(50) above 500000 and stocks optionable CLOSE BELOW LOWER BOLLINGER BAND AND CLOSE BELOW LOWER LINEAR REGRESSION AND AND WEEKLY RSI(2)BELOW 10 HERE ARE THE BACKTESTING RESULTS---
Trade Statistics
There were 118 total stocks entered. Of those, 111 or 94.07% were complete and 7 or 5.93% were open.
Of the 111 completed trades, 69 trades or 62.16%resulted in a net gain.
Your average net change for completed trades was: 2.50%.
The average draw down of your approach was: -5.96%.
The average max profit of your approach was: 7.45%
The Reward/Risk ratio for this approach is: 2.04
Annualized Return on Investment (ROI): 37.50%, the ROI of ^SPX was: 4.81%.

AND HERE IS THE GAINS PERCENTS AT THE TOP OF THE QQQQ AT 38.96---
Trade Statistics
There were 118 total stocks entered. Of those, 111 or 94.07% were complete and 7 or 5.93% were open.
Of the 111 completed trades, 69 trades or 62.16%resulted in a net gain.
Your average net change for completed trades was: 2.50%.
The average draw down of your approach was: -5.96%.
The average max profit of your approach was: 7.45%
The Reward/Risk ratio for this approach is: 2.04
Annualized Return on Investment (ROI): 37.50%, the ROI of ^SPX was: 4.81%.





MARY4MONEY
806 posts
msg #46667
Ignore MARY4MONEY
8/29/2006 9:20:39 PM

PERFORMANCEChange Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +3.45% 3 (+3.45%) 0 (n/a)
0 -0.77% -0.02%
2 Days +11.51% 3 (+11.51%) 0 (n/a)
0 +1.14% +1.06%
3 Days +7.73% 3 (+7.73%) 0 (n/a)
0 +1.01% +0.75%
4 Days +7.27% 3 (+7.27%) 0 (n/a)
0 -0.41% +0.21%
1 Week +7.57% 2 (+11.68%) 1 (-0.65%)
0 +0.40% +0.88%
1 Month +22.20% 3 (+22.20%) 0 (n/a)
0 +4.36% +2.25%
Current +22.62% 3 (+22.62%) 0 (n/a)
0 +4.92% +2.41%
3 matching stocks

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day -0.95% 2 (+2.66%) 3 (-3.35%)
0 -0.17% -0.01%
2 Days +0.87% 3 (+2.74%) 2 (-1.94%)
0 -0.94% -0.03%
3 Days +5.22% 4 (+7.44%) 1 (-3.64%)
0 +0.98% +1.04%
4 Days +3.29% 4 (+5.12%) 1 (-4.01%)
0 +0.85% +0.74%
1 Week +2.76% 3 (+6.10%) 2 (-2.24%)
0 -0.57% +0.20%
1 Month +16.38% 5 (+16.38%) 0 (n/a)
0 +3.20% +1.62%
Current +17.18% 5 (+17.18%) 0 (n/a)
0 +4.74% +2.40%
5 matching Change Offset

<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +2.70% 14 (+3.12%) 1 (-0.48%)
1 +2.05% +1.68%
2 Days +2.33% 11 (+4.06%) 5 (-1.48%)
0 +2.65% +2.17%
3 Days +1.94% 12 (+3.85%) 4 (-3.78%)
0 +2.48% +2.15%
4 Days +3.49% 10 (+6.99%) 6 (-2.34%)
0 +1.69% +2.14%
1 Week +6.51% 14 (+7.95%) 2 (-3.60%)
0 +3.65% +3.23%
1 Month +11.51% 14 (+13.99%) 2 (-5.92%)
0 +5.66% +3.95%
Current +13.69% 15 (+15.47%) 1 (-12.94%)
0 +7.52% +4.61%
16 matching stocks


TheRumpledOne
6,359 posts
msg #46668
Ignore TheRumpledOne
modified
8/29/2006 10:26:22 PM

Fetcher[

add column rsi(2)
add column weekly rsi(2)

market is nasdaq 100
and average volume(50) above 500000
and stocks optionable
CLOSE BELOW LOWER BOLLINGER BAND
AND CLOSE BELOW LOWER LINEAR REGRESSION
AND AND WEEKLY RSI(2)BELOW 10
]





StockFetcher Forums · Filter Exchange · GOOD FILTER FOR FINDING BOTTOM OF NASDAQ STOCKS AND QQQQ<< >>Post Follow-up

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