StockFetcher Forums · General Discussion · Have the market's changed??<< >>Post Follow-up
51 posts
msg #106475
Ignore mmaurice
5/31/2012 9:22:21 AM

I have a couple filters/systems that were working very well over the last couple years. One was a short system and the other a long. They both have backtested great results back to 1998. The short filter actually killed it in 2008.

They both react off huge price swings in a stock and then play the reverse action. For example, a stock rises signifcantly in one day, short it the next.

However, within the last 6-9mo both have for lack of a better term, stopped working. Now both have had down periods over 14 years, but none ever this long. I track several different results for each (days held, return, etc) and the data has all gone haywire.

At this point I won't say it is just the market changing as 2001-02 and 2008-09 were unprecidented times and both systems held true to their stats.

I want to blame HFT or something else.

Has anybody else noticed their long standing filters/systems acting goofy?

10,153 posts
msg #106476
Ignore johnpaulca
5/31/2012 11:54:40 AM

Market is dynamic, I continuously tweak my filters to adapt to this changing environment.

671 posts
msg #106479
Ignore miketranz
5/31/2012 5:05:38 PM

Sounds like the job market,the real estate market,ect.What worked well in the past,does not work well in the present or possibly the future.Like the man said "dynamics".The name of the game today is rapid change & adaptation.It's time to find a couple more filters that work in todays market enviorment....

StockFetcher Forums · General Discussion · Have the market's changed??<< >>Post Follow-up

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