StockFetcher Forums · Filter Exchange · Pocket-Money Investors<< >>Post Follow-up
124 posts
msg #43812
Ignore heyen
5/17/2006 12:42:11 PM

Hey, want to make big bucks?
Have not much to spend?
Then go for the cheap brands!
(They wont drop a one Dollar in price!!! LoL!)

Profit Stop 25%
Stop Loss 35%
Maximum Days 60

Approach Information
Approach Name: Ultimate Bottom Test
Test started on 06/16/2004 ended on 05/16/2006, covering 483 days
Filter used:
set{m,count(market is nasdaq,1)+count(market is nyse,1)}
set{m2,count(market is amex,1)+m}
m2 above 0
close below 1
close below ma(200)
count(macd slow line reached a new 6 month low,30) equal 0
ift below -0.5 the past 40 days

Trade Statistics
There were 100 total stocks entered. Of those, 98 or 98.00% were complete and 2 or 2.00% were open.
Of the 98 completed trades, 70 trades or 71.43%resulted in a net gain.
Your average net change for completed trades was: 13.30%.
The average draw down of your approach was: -18.89%.
The average max profit of your approach was: 34.86%
The Reward/Risk ratio for this approach is: 2.45
Annualized Return on Investment (ROI): 212.12%, the ROI of ^SPX was: 7.23%.

Exit Statistics
Stop Loss was triggered 24 times or 24.49% of the time.
Stop Profit was triggered 68 times or 69.39% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (60 days) 6 times or 6.12% 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
Win/Loss Ratio:2.50:10.86:10.96:11.20:10.98:10.86:1
Net Change:13.30%0.28%1.80%6.42%7.29%8.14%

Statistics By Variable: Match Price
1 day chg0:12:41:66:56:76:53:54:710:4-
2 day chg0:14:24:65:77:85:84:54:612:4-
3 day chg-5:15:45:65:97:65:56:511:5-
4 day chg0:15:14:65:78:87:64:54:68:6-
5 day chg0:15:11:84:77:96:76:45:710:7-

Statistics By Variable: Average Volume
1 day chg31:293:81:20:10:21:01:1-1:00:1
2 day chg38:351:70:30:11:12:01:0-1:01:0
3 day chg41:301:71:2-1:12:01:1-1:01:0
4 day chg38:321:91:20:10:12:01:1-1:01:0
5 day chg36:372:91:20:10:22:01:0-1:01:0

StockFetcher Forums · Filter Exchange · Pocket-Money Investors<< >>Post Follow-up

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