StockFetcher Forums · Filter Exchange · 5% A WEEK FILTER (BASED ON TRO'S CROCK POT)<< 1 2 3 4 5 ... 35 >>Post Follow-up
4,599 posts
msg #81675
Ignore Kevin_in_GA
10/24/2009 9:43:06 AM

KFN is a good choice - it has hit its 5% target every week for the last 13 weeks.

I also like FUQI - while it missed two weeks ago, it has hit the 5% target 25 of the last 26 weeks. Because of the weighted average approach here, a recent miss carries lots more weight than an older one, knocking FUQI out of the top list for a while. Keep an eye on it, though.

The results for this week, to be considered for entry on Monday:

Symbol   performance     reward     risk

KFN     19.5     3.00      0.15
PSUN    38.0      2.92      0.08
SVM     38.0     2.92      0.08

Other candidates for consideration:

Symbol   performance     reward     risk
BEXP    5.07     2.92      0.58
SRZ     4     2.92      0.73
SCSS    3.30     2.92      0.88
SBGI    3.30     2.92      0.88
SSP     18.5     2.85      0.15
BLC     18.5     2.85      0.15
GY      12.33     2.85      0.23
APWR    12.33     2.85      0.23
EXXI    9.25     2.85      0.31
FTWR    3.89      2.85      0.73
TRID    3.89     2.85      0.73
NVAX    3.89     2.85      0.73
ZLC     3.89     2.85      0.73
XTXI    3.89     2.85      0.73
GKK     1.51     2.85      1.88
BEE     1.51     2.85      1.88

13 posts
msg #81762
Ignore rkurtz76
10/26/2009 10:07:51 AM

My KFN order got filled at $5.11, just awesome!

I'm trying to decide if I should start taking profit at 5% of my fill price. I probably will and then going forward will start taking profits at which ever is lower, the fill price or the open.

13 posts
msg #81765
Ignore rkurtz76
10/26/2009 12:22:01 PM

The market took a huge dump at 11:30 severely hurting my chances of getting 5%. Let's hope for a comeback!

43 posts
msg #82055
Ignore kmcninvest
10/29/2009 6:04:35 PM


Great job with the weighted score. One suggestion that I would make for those using this strategy is to play the shorts also. Run the scan for the shorts and longs at the end of each week. I count how many of the top 100 hit 5% in each list. Based on that I go with which way I will trade. At the end of last week the shorts had a 91% hit rate and the longs were 52%. So this week would have been a short week (out of town so I did not trade). As of yesterday 96% of shorts hit 5% and 31% of longs hit 5% (today would have changed that somewhat). I think I will use Kevin's weighted list to actually trade but create a short version (he mave already and I missed it). I will use the top 100 for both lists to monitor the market. I do not know how this would be back tested but I think it would definitely boost that stats that Kevin posted at the beginning of thread.

43 posts
msg #82057
Ignore kmcninvest
10/29/2009 6:13:44 PM

two notes to the above:

If you are going to short stocks under $5 you need a direct access broker.

Tro posted this and I think it very much applies to this strategy:


"Look, for example, at this elegant little experiment. A rat was put in a T-shaped maze with a few morsels of food placed on either the far right or left side of the enclosure. The placement of the food is randomly determined, but the dice is rigged: over the long run, the food was placed on the left side sixty per cent of the time. How did the rat respond? It quickly realized that the left side was more rewarding. As a result, it always went to the left, which resulted in a sixty percent success rate. The rat didn't strive for perfection. It didn't search for a Unified Theory of the T-shaped maze, or try to decipher the disorder. Instead, it accepted the inherent uncertainty of the reward and learned to settle for the best possible alternative.

The experiment was then repeated with Yale undergraduates. Unlike the rat, their swollen brains stubbornly searched for the elusive pattern that determined the placement of the reward. They made predictions and then tried to learn from their prediction errors. The problem was that there was nothing to predict: the randomness was real. Because the students refused to settle for a 60 percent success rate, they ended up with a 52 percent success rate. Although most of the students were convinced they were making progress towards identifying the underlying algorithm, they were actually being outsmarted by a rat."



74 posts
msg #82063
Ignore jnafach
10/29/2009 7:56:10 PM

You may call me stupid, but I can not figure out how are you guys find best candidate on what column do you click on to see them in order

4,599 posts
msg #82064
Ignore Kevin_in_GA
10/29/2009 8:24:53 PM

The list is sorted on REWARD, with 3.00 being the best possible score.

In case of a REWARD tie, use the PERFORMANCE value as the tie-breaker.

4,599 posts
msg #82137
Ignore Kevin_in_GA
10/30/2009 2:22:13 PM

Not a good week for the 5% movers (actually not a good week for any stock given the high volatility).

Here's how the top 3 selections played out:

KFN - weekly open at $5.36, currently at $4.54 (10% stop loss tripped)
PSUN - weekly open at $6.82, currently at $5.97 (10% stop loss tripped)
SVM - weekly open at $5.50, currently at $4.87 (10% stop loss tripped)

None of these stocks had any opportunity to get near the 5% profit stop this week.

13 posts
msg #82144
Ignore rkurtz76
10/30/2009 3:08:14 PM

Definitely a bad week. I'll try again next week.

43 posts
msg #82161
Ignore kmcninvest
10/30/2009 10:55:27 PM

Are you looking at the short 5% list also?

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