StockFetcher Forums · Public Filter List · Extreme Over Sold<< >>Post Follow-up
heyen
124 posts
msg #42726
Ignore heyen
4/3/2006 9:04:55 PM

Fetcher[
market is nasdaq
and Open between 1 and 30
and average volume(90) above 250000
and RSI(7) crossed below 14
add column RSI(7)
sort by column 5 descending

]



Testing Bottoms, completely RSI(7) based Filter



heyen
124 posts
msg #42727
Ignore heyen
4/3/2006 9:20:07 PM

Select by RSI(7) descending and hold for 2-3 days than dump.

Approach Information
Approach Name: RSI(7) below 14
Test started on 12/31/2003 ended on 12/30/2005, covering 504 days
Filter used:
market is nasdaq
and Open between 1 and 30
and average volume(90) above 250000
and RSI(7) crossed below 14

Trade Statistics
There were 393 total stocks entered. Of those, 391 or 99.49% were complete and 2 or 0.51% were open.
Of the 391 completed trades, 223 trades or 57.03%resulted in a net gain.
Your average net change for completed trades was: 1.51%.
The average draw down of your approach was: -3.82%.
The average max profit of your approach was: 5.21%
The Reward/Risk ratio for this approach is: 1.87
Annualized Return on Investment (ROI): 186.54%, 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 (2 days) 391 times or 100.00% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Statistics By Holding Period
 Completed1 day chg2 day chg3 day chg4 day chg5 day chg
Winners:223186214217230228
Losers:164197171173161161
Win/Loss Ratio:1.36:10.94:11.25:11.25:11.43:11.42:1
Net Change:1.51%0.15%1.12%1.54%1.80%2.09%

Statistics By Variable: Match Price
 <3<6<9<12<15<18<21<24<27<30
Completed33:2651:4345:2920:923:1322:1311:168:77:63:2
1 day chg21:3943:4837:3616:1321:1515:1916:129:66:72:2
2 day chg30:2950:4241:3219:1122:1421:1412:159:67:63:2
3 day chg31:2852:4344:3018:1224:1221:1412:168:73:104:1
4 day chg32:2752:4344:3121:924:1223:1216:128:75:85:0
5 day chg34:2646:4843:3123:723:1322:1218:1010:55:84:1

Statistics By Variable: Average Volume
 <10.0M<20.0M<30.0M<40.0M<50.0M<60.0M<70.0M<80.0M<90.0M<100.0M
Completed221:1611:0-0:21:0-0:1---
1 day chg183:1951:0-0:21:0-1:0---
2 day chg212:1681:0-0:21:0-0:1---
3 day chg215:1701:0-0:21:0-0:1---
4 day chg229:1571:0-0:20:1-0:1---
5 day chg228:1560:1-0:20:1-0:1---



heyen
124 posts
msg #42728
Ignore heyen
modified
4/3/2006 9:31:40 PM

If you buy at the previous days low and only there, you gain another 100% ROI p.a.!!!



four
3,995 posts
msg #96837
Ignore four
10/10/2010 7:16:27 PM

here is an old one from Heyen

four
3,995 posts
msg #96838
Ignore four
10/10/2010 7:27:22 PM

...bump

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