StockFetcher Forums · Filter Exchange · What is the screen that as the highest percentage of profitable trades?<< 1 2 >>Post Follow-up
108 posts
msg #44619
Ignore maxxam80
6/5/2006 2:24:54 PM

any 80% ers?

6,358 posts
msg #44622
Ignore TheRumpledOne
6/5/2006 2:56:36 PM

There is no screen that trades.

You have to enter/exit the trade.

52 posts
msg #44646
Ignore juha
6/6/2006 2:58:10 AM

80% win according to real trading or backtesting :)
According to backtesting I have one :)
Fetcher[set{dif,close - open}
set{x1,dif / open}
set{pct, x1 * 100}
set{y,count(pct is above 5, 20)}
y > 2
and rsi(2) is below 10
and P/E is above 30
and size is above 100000
and volume is above 50000
and add column y
and add column rsi(2)
and add column rsi(3)

Approach Information
Approach Name: Bouncing filter, RSI(2)<10, P/E>30
Test started on 01/30/2004 ended on 02/01/2006, covering 505 days
Filter used:
Bouncing filter, RSI(2)<10, P/E>30 (saved filter)

Trade Statistics
There were 852 total stocks entered. Of those, 846 or 99.30% were complete and 6 or 0.70% were open.
Of the 846 completed trades, 670 trades or 79.20%resulted in a net gain.
Your average net change for completed trades was: 1.82%.
The average draw down of your approach was: -6.62%.
The average max profit of your approach was: 7.28%
The Reward/Risk ratio for this approach is: 1.84
Annualized Return on Investment (ROI): 120.37%, the ROI of ^SPX was: 6.40%.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 652 times or 77.07% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (10 days) 194 times or 22.93% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Statistics By Holding Period
 Completed2 day chg5 day chg10 day chg25 day chg40 day chg
Win/Loss Ratio:3.81:11.17:11.22:11.24:11.04:11.02:1
Net Change:1.82%0.94%1.66%2.15%2.63%4.51%

Statistics By Variable: Match Price
2 day chg306:282108:6927:254:62:11:12:0-0:1-
5 day chg324:27199:7827:257:32:12:02:0-0:1-
10 day chg318:273106:7228:246:42:12:01:1-1:0-
25 day chg312:28384:9424:284:51:22:01:1-1:0-
40 day chg308:29188:9020:327:32:12:01:1-0:1-

Statistics By Variable: Average Volume
2 day chg422:34916:191:53:62:12:21:11:02:2-
5 day chg426:35118:172:46:33:12:22:01:03:1-
10 day chg426:34922:122:45:43:12:22:01:01:3-
25 day chg401:37616:193:34:53:12:20:20:10:4-
40 day chg399:38315:202:46:33:12:21:10:10:4-

201 posts
msg #44655
Ignore Koronbock
6/6/2006 5:45:06 AM


your question is meaningless: "What is the screen that as the highest percentage of profitable trades?"

It does not matter, if a backtest has a high winning percentage or not. What matters is, if the strategy has a POSITIVE MATHEMATICAL EXPECTATION in the long run. You can have a strategy with a winning percentage in the 90ies and still lose money. You can also have a strategy with a winning percentage in the 10s and make money.

Hope this is alluminating.

Cheers and good trading,

139 posts
msg #44656
Ignore BFreshour
6/6/2006 8:56:39 AM

So true, we get caught up in winning percentage which means nothing. I can trade a system with a 35% win percentage but if it's a good system it'll make money.

201 posts
msg #44678
Ignore Koronbock
6/6/2006 3:22:53 PM


Exactly !

485 posts
msg #44709
Ignore guru_trader
6/7/2006 6:03:33 AM

What happens when 80% of our stocks go up an average of 1% while the remaining 20% of our stocks go down an average of 4%?

69 posts
msg #44780
Ignore Railwhore
6/9/2006 1:33:01 AM

show stocks where ticker name = "TIE" enter 18 months ago.

15 posts
msg #45017
Ignore ultra5150
6/16/2006 2:07:51 AM

I am a newbie here. Just wondering how do you use a filter like this? Do you run the filter at end of day, then buy at open on the following day? Do you scan the intraday chart to find an entry point?

Thanks for your help !!

9 posts
msg #45018
Ignore rmenghani
6/16/2006 4:06:14 AM

By the way, in the last 2 days, the screen at the top of this thread has done UNBELIEVEABLY well.

StockFetcher Forums · Filter Exchange · What is the screen that as the highest percentage of profitable trades?<< 1 2 >>Post Follow-up

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