StockFetcher Forums · Filter Exchange · THE MIGHTY WORM 15 BELOW -60<< >>Post Follow-up
spacedash
6 posts
msg #44001
Ignore spacedash
5/21/2006 6:42:54 PM

obv increasing over the last 2 days
rsi(14) crossed above 30
close above 1 day ago close
price above ma(200)
volume > 1 day ago volume
average volume(90) > 50000
price > 1
rsi(14) > rsi(14) 1 day ago
williams %R(10) crossed above -75
williams %R(10) 2 day ago < -80
williams %R(10) < -60 over the last 15 days
and high below DMA(28,-14)
draw LRI(20)
draw DMA(28,-14)


:P

Approach Information
Approach Name: THE MIGHTY WORM 15 below -60 ( :P )
Test started on 12/31/2003 ended on 04/30/2004, covering 83 days
Filter used:
THE MIGHTY WORM 15 below -60 ( :P ) (saved filter)

Trade Statistics
There were 13 total stocks entered. Of those, 11 or 84.62% were complete and 2 or 15.38% were open.
Of the 11 completed trades, 9 trades or 81.82%resulted in a net gain.
Your average net change for completed trades was: 7.19%.
The average draw down of your approach was: -5.50%.
The average max profit of your approach was: 10.02%
The Reward/Risk ratio for this approach is: 12.29
Annualized Return on Investment (ROI): 193.34%, the ROI of ^SPX was: -0.64%.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 0 times or 0.00% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (25 days) 0 times or 0.00% of the time.
An exit trigger was executed 11 times or 100.00% of the time.

Statistics By Holding Period
 Completed2 day chg5 day chg10 day chg25 day chg40 day chg
Winners:979964
Losers:264479
Win/Loss Ratio:4.50:11.17:12.25:12.25:10.86:10.44:1
Net Change:7.19%0.75%3.03%6.96%0.44%-12.46%

Statistics By Variable: Match Price
 <8<12<16<20<24<28<32<36<40<44
Completed2:11:0-2:11:01:0-1:0-1:0
2 day chg1:21:0-1:21:02:01:00:1-0:1
5 day chg2:10:1-2:11:01:11:01:0-1:0
10 day chg2:11:0-2:11:01:10:11:0-1:0
25 day chg1:21:0-2:11:00:20:11:0-0:1
40 day chg0:30:1-1:21:00:20:11:0-1:0

Statistics By Variable: Average Volume
 <1000000<2.0M<3.0M<4.0M<5.0M<6.0M<7.0M<8.0M<9.0M<10.0M
Completed8:2-----1:0---
2 day chg6:51:0----0:1---
5 day chg9:20:1----0:1---
10 day chg9:20:1----0:1---
25 day chg6:50:1----0:1---
40 day chg4:70:1----0:1---



spacedash
6 posts
msg #44002
Ignore spacedash
modified
5/21/2006 8:23:13 PM

Exits:



Exit Trigger #1: close below 1 day ago close


---> You want to set the stop loss to yesterday's close



Exit Trigger #2: LRI(20) crossed above dma(28,-14)


---> This signals a reverse(or a possible one) coming up, so you exit when the
LRI crosses above the DMA


Off course, exact intraday point of entry is another story, but if you can't intraday trade this filter works quite well.


edit:

...yes I do understand the magnitude, pick up your jaw mister, my fee is 1%.












WALLSTREETGENIUS
983 posts
msg #44019
Ignore WALLSTREETGENIUS
modified
5/21/2006 11:42:59 PM

...yes I do understand the magnitude, pick up your jaw mister, my fee is 1%.
______________________


I like your style "spacedash!"

- RIGGS -



__fetcheruser123
msg #44095
Ignore __fetcheruser123
5/23/2006 1:06:57 PM

Backtested over 2 years didn't perform as well... Maybe there was an additional setting I needed for the system?

Basic Setup
Name: unnamed approach
Approach Type: Long
Start Date: 12/31/2003
End Date: 12/30/2005
Benchmark Symbol: ^SPX

Exit Setup
Stop Loss: N/A
Profit Stop: N/A
Trailing Stop Loss: N/A
Minimum Holding Days: N/A
Maximum holding days: 25
Exit Trigger #1: close below 1 day ago close
Exit Trigger #2: LRI(20) crossed above dma(28,-14)


Approach Information
Approach Name: unnamed approach
Test started on 12/31/2003 ended on 12/30/2005, covering 504 days
Filter used:
obv increasing over the last 2 days
rsi(14) crossed above 30
close above 1 day ago close
price above ma(200)
volume > 1 day ago volume
average volume(90) > 50000
price > 1
rsi(14) > rsi(14) 1 day ago
williams %R(10) crossed above -75
williams %R(10) 2 day ago < -80
williams %R(10) < -60 over the last 15 days
and high below DMA(28,-14)
draw LRI(20)
draw DMA(28,-14)

Trade Statistics
There were 57 total stocks entered. Of those, 57 or 100.00% were complete and or 0.00% were open.
Of the 57 completed trades, 37 trades or 64.91%resulted in a net gain.
Your average net change for completed trades was: 2.97%.
The average draw down of your approach was: -8.36%.
The average max profit of your approach was: 7.47%
The Reward/Risk ratio for this approach is: 2.71
Annualized Return on Investment (ROI): 55.94%, the ROI of ^SPX was: 6.12%.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 0 times or 0.00% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (25 days) 6 times or 10.53% of the time.
An exit trigger was executed 51 times or 89.47% of the time.

Statistics By Holding Period
 Completed2 day chg5 day chg10 day chg25 day chg40 day chg
Winners:372531323329
Losers:193226242428
Win/Loss Ratio:1.95:10.78:11.19:11.33:11.38:11.04:1
Net Change:2.97%0.27%0.01%0.71%2.88%-0.82%

Statistics By Variable: Match Price
 <10<20<30<40<50<60<70<80<90<100
Completed13:35:38:23:54:30:34:0---
2 day chg7:93:66:44:42:50:33:1---
5 day chg9:73:68:25:33:40:33:1---
10 day chg12:44:56:33:53:40:34:0---
25 day chg10:66:35:54:45:20:33:1---
40 day chg9:75:46:43:53:40:33:1---

Statistics By Variable: Average Volume
 <1000000<2.0M<3.0M<4.0M<5.0M<6.0M<7.0M<8.0M<9.0M<10.0M
Completed30:155:21:10:1--1:0---
2 day chg21:254:30:20:1--0:1---
5 day chg28:182:51:10:1--0:1---
10 day chg27:184:31:10:1--0:1---
25 day chg27:195:21:10:1--0:1---
40 day chg26:203:40:20:1--0:1---



builderer
13 posts
msg #44204
Ignore builderer
5/26/2006 9:21:10 AM

What would be regarded as performing well?

What perameters would you guys expect/need to support trading? I'm just looking for some referance points here. What is needed, what is realistic?


StockFetcher Forums · Filter Exchange · THE MIGHTY WORM 15 BELOW -60<< >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2016 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus