echo_renee
8 posts
msg #98225
- Ignore echo_renee |
12/27/2010 3:12:37 AM
I just started building filters and backtesting them and so far i have 37 that range from 101.16 roi to 1287.84 roi. The start date for all of them is 10/1/2010 and the end is 12/23/2010. The best stocks that have been popping up aren't the ones that i would normally choose to buy myself. So my question is, do you just blindly buy the stocks that pop up on your best filters? (of course they must have good volume for an easy exit and your stop loss orders must be in place)
Any advise is appreciated!
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four
5,087 posts
msg #98230
- Ignore four |
12/27/2010 11:11:59 AM
http://seekingalpha.com/article/99902-historical-bull-and-bear-markets-for-the-dow-1900-present
A LINK TO BULL AND BEAR MARKETS
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Try testing during the bear markets and see how the filters perform.
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Eman93
4,750 posts
msg #98231
- Ignore Eman93 |
12/27/2010 11:59:19 AM
No... it just gets you list to watch.
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echo_renee
8 posts
msg #98242
- Ignore echo_renee |
12/27/2010 4:23:07 PM
Well i only found one that works okay in both markets. In the bear market from 10/9/2007 to 10/10/2008 it made 247% ROI and in the bull market from 10/7/2005 to 10/9/2007 it only got 39% ROI. Surprisingly I only had one that did extremely well in the bull market that got a 2666.56% ROI with a 50% win rate. These are all bears.. 471.54%, 364.29%, 247.08%, 242.05%, 140.89%, 91.63%, 60.62% And only 2 bulls 2666.56%, 127.32%.
Should i be looking for filters that do well in bear or bull markets? or both?
Thanks for all your info!! :)
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echo_renee
8 posts
msg #98245
- Ignore echo_renee |
12/27/2010 4:42:35 PM
I didn't test all my filters in the bull and bear markets because i was having to delete a bunch of my other ones.
I just posted some screen shots on photobucket so you can check it out. I want to be excited but i haven't actually traded any of these stocks yet...
http://s1239.photobucket.com/albums/ff507/echo_renee/?action=view¤t=sfscreenshot.jpg
http://s1239.photobucket.com/albums/ff507/echo_renee/?action=view¤t=sfscreenshot2.jpg
http://s1239.photobucket.com/albums/ff507/echo_renee/?action=view¤t=sfscreenshot3.jpg
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