StockFetcher Forums · General Discussion · A Short Story From Mesayah<< 1 2 3 4 >>Post Follow-up
gmg733
619 posts
msg #103954
Ignore gmg733
12/22/2011 4:00:08 PM

No, because anyone in their right mind would have been long part of the time in the past 4 years when you don't want to be short.

You still have to trade it. Go read some of TRO's other work. You'll get the hang of it.

shillllihs
3,521 posts
msg #103957
Ignore shillllihs
12/22/2011 4:18:45 PM

Ok. So other than you can someone else break it down over a 4 year period, maybe Kevin, I read some of your work and it rocks.

Also to the rumpled 1, can you show me the thread where you called this, a great short filter? I can't find it anywhere.

TheRumpledOne
6,359 posts
msg #103959
Ignore TheRumpledOne
12/22/2011 4:32:44 PM

I didn't call it a great short filter. Muddy did. But that was long after he left SF. We spoke on the phone years ago about this.

shillllihs
3,521 posts
msg #103961
Ignore shillllihs
12/22/2011 4:51:30 PM

Well i find it odd that a beacon of light is not shined on this as a short filter.

It seems like the sheep are getting fleeced into always betting long.

I guess some people must have an agenda.

shillllihs
3,521 posts
msg #103962
Ignore shillllihs
12/22/2011 9:07:38 PM

Wow. Anyone? Stockfetcher seemed like it had potential. Oh well.

shillllihs
3,521 posts
msg #103963
Ignore shillllihs
12/22/2011 9:14:54 PM

Can someone tell me how to read this?

Does this mean that this returned over 300% on the short side in a year if you played each stock for 10% profit or loss each time you saw them daily?

Would like some help please.

shillllihs
3,521 posts
msg #103964
Ignore shillllihs
12/22/2011 9:15:24 PM

Sorry here you go,

There were 1647 total stocks entered. Of those, 1627 or 98.79% were complete and 20 or 1.21% were open.
Of the 1627 completed trades, 650 trades or 39.95%resulted in a net gain.
Your average net change for completed trades was: -2.01%.
The average draw down of your approach was: -10.92%.
The average max profit of your approach was: 9.80%
The Reward/Risk ratio for this approach is: 0.67
Annualized Return on Investment (ROI): -353.88%, the ROI of ^SPX was: 4.81%.

Exit Statistics
Stop Loss was triggered 977 times or 60.05% of the time.
Stop Profit was triggered 650 times or 39.95% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (0 days) 0 times or 0.00% of the time.
An exit trigger was executed 0 times or 0.00% of the time.


gmg733
619 posts
msg #103972
Ignore gmg733
12/23/2011 10:02:17 AM

This is not me replying.

No, it means you lost on a ROI basis vs. an increase in the index.

TheRumpledOne
6,359 posts
msg #103975
Ignore TheRumpledOne
12/23/2011 11:46:53 AM

shillllihs:

The RUN FOREST, RUN filter shows the frequency that stocks "POP" at least 10% or more.

Muddy "discovered" that after the run, these stocks usually drop.

There is no "agenda".





StockFetcher Forums · General Discussion · A Short Story From Mesayah<< 1 2 3 4 >>Post Follow-up

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