StockFetcher Forums · Filter Exchange · ROC RETURN >4200%<< >>Post Follow-up
mary4ever
11 posts
msg #36811
- Ignore mary4ever		 7/10/2005 12:09:50 AM

THE RUBBER BAND EFFECT WHAT GOES DOWN FAST GOES UP FAST ALSO- WATCH WHAT HTDS DOES IN THE NEXT 5 DAYS DOWN 90% ON MASSIVE BOTTOM VOLUME TODAY HERE IS THE SIMPLIST FORMULA YOU WIN 57% OF THE TIME CLOSE MORE THAN 50% BELOW CLOSE 1 DAY AGO--Backtest Summary: CLOSE MORE THAN 50% BELOW CLOSE 1 DAY AGO

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Approach Information
Approach Name: CLOSE MORE THAN 50% BELOW CLOSE 1 DAY AGO
Test started on 12/31/2003 ended on 06/29/2004, covering 123 days
Filter used:
CLOSE MORE THAN 50% BELOW CLOSE 1 DAY AGO



Trade Statistics
There were 207 total stocks entered. Of those, 199 or 96.14% were complete and 8 or 3.86% were open.
Of the 199 completed trades, 113 trades or 56.78%resulted in a net gain.
Your average net change for completed trades was: 68.30%.
The average draw down of your approach was: -16.30%.
The average max profit of your approach was: 108.32%
The Reward/Risk ratio for this approach is: 8.40
Annualized Return on Investment (ROI): 4228.11%, the ROI of ^SPX was: 4.81%.

Exit Statistics
Stop Loss was triggered 83 times or 41.71% of the time.
Stop Profit was triggered 112 times or 56.28% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (25 days) 4 times or 2.01% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Statistics By Holding Period
Completed 2 day chg 5 day chg 10 day chg 25 day chg 40 day chg
Winners: 113 72 83 92 89 89
Losers: 83 50 67 67 83 96
Win/Loss Ratio: 1.36:1 1.44:1 1.24:1 1.37:1 1.07:1 0.93:1
Net Change: 68.30% 15.20% 29.25% 33.25% 53.22% 54.06%

Statistics By Variable: Match Price
<2.5 <5 <7.5 <10 <12.5 <15 <17.5 <20 <22.5 <25
Completed 97:72 5:4 2:1 - - 0:3 6:2 1:1 2:0 -
2 day chg 63:37 3:4 1:0 - - 1:3 3:4 1:1 0:1 -
5 day chg 69:54 4:4 2:1 - - 2:2 5:3 0:2 1:1 -
10 day chg 77:57 4:4 2:1 - - 0:3 6:2 2:0 1:0 -
25 day chg 76:69 3:6 1:1 - - 1:3 5:3 1:1 2:0 -
40 day chg 77:79 3:7 1:2 - - 1:3 4:4 1:1 2:0 -

Statistics By Variable: Average Volume
<10.0M <20.0M <30.0M <40.0M <50.0M <60




corsino
259 posts
msg #36816
- Ignore corsino		 7/10/2005 9:58:44 AM

mary4ever...
Well, on paper the numbers look great and the possibilities are there. I'm not sure about the probabilities. Mainly because a lot of the stocks are very low-priced penny stocks, which are very unpredictable and manipulated.
TheRumpledOne
6,407 posts
msg #36818
- Ignore TheRumpledOne		 7/10/2005 11:32:00 AM

Original filter with STOCK DASHBOARD:

CLICK ON THE MAGNIFYING GLASS ICON:

Fetcher[
/* your filter code goes below this line */

CLOSE MORE THAN 50% BELOW CLOSE 1 DAY AGO

sort column 3 ascending

/* STOCK DASHBOARD DISPLAY for newbies and old pros */

set{E36b,days(ema(3) is above ema(6),100)}
set{E36a,days(ema(3) is below ema(6),100)}
set{E3xE6, E36a - E36b}

set{E50200b,days(ma(50) is above ma(200),100)}
set{E50200a,days(ma(50) is below ma(200),100)}
set{M50xM200, E50200a - E50200b}

set{E1326b,days(ema(13) is above ema(26),100)}
set{E1326a,days(ema(13) is below ema(26),100)}
set{E13xE26, E1326a - E1326b}

set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{CxC, CCa - CCb}

set{E5b,days(close is above ema(5),100)}
set{E5a,days(close is below ema(5),100)}
set{CxE5, E5a - E5b}


set{E50b,days(close is above ma(50),100)}
set{E50a,days(close is below ma(50),100)}
set{CxM50, E50a - E50b}

set{E200b,days(close is above ma(200),100)}
set{E200a,days(close is below ma(200),100)}
set{CxM200, E200a - E200b}


set{T10, count(10 day slope of the close above 0,1)}
set{T60, count(60 day slope of the close above 0,1)}
set{T200, count(200 day slope of the close above 0,1)}

Set{a1, T200 * 1}
Set{a2, T60 * 10}
Set{a3, T10 * 100}

Set{aa, a1 + a2}
Set{TREND, aa + a3}

set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{volpct, volpc * 100}

set{VolZ, days(volume < 1,100)}
set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VolCnt, VolUp - VolDn}

set{vck1, volume 1 day ago }
set{vck, volume / vck1 }
set{vdbl, days(vck < 2, 100)}


set{PARBuy, count(close crossed above Parabolic SAR, 5) }
set{DMIBuy, count( di(14) Difference crossed above 0 , 5) }
set{DMIBuyX, count( di(14) Difference above 0 , 1) }

set{PARSell, count(close crossed below Parabolic SAR, 5) }
set{DMISell, count( di(14) Difference crossed below 0, 5) }
set{DMISellX, count( di(14) Difference below 0, 1) }

set{PARSBuy1, PARBuy * DMIBuy}
set{PARSBuy, PARSBuy1 * DMIBuyX}

set{PARSSell1, PARSell * DMISell}
set{PARSSell, PARSSell1 * DMISellX}

set{PARSTrade, PARSBuy + PARSSell}

set{HiOp, high - open}

set{WRb,days(Williams %R(10) is above Williams %R(10) 1 day ago,100)}
set{WRa,days(Williams %R(10) is below Williams %R(10) 1 day ago,100)}
set{WRxWR, WRa - WRb}

and add column VolCnt
and add column Vdbl
and add column volpct

and add column HiOp
and add column Trend

and add column CxC {CxC_}
and add column CxE5 {CxE5}

and add column E3xE6 {E3xE6}
and add column E13xE26 {E13xE26}


and add column CxM50
and add column CxM200
and add column M50xM200

add column rsi(2)
add column weekly rsi(2)

add column PARSBuy
add column PARSSell

add column WRxWR

and draw RSI(2)
and draw ema(5)

and draw Williams %R(10)

and draw Parabolic SAR
and draw +di(14)
and draw -di(14)
and draw adx(14)
and draw di(14) difference
]



Selecting stocks that dropped 10% or more, close $1 or more with at least 10,000 shares traded:

CLICK ON THE MAGNIFYING GLASS ICON:

Fetcher[
/* your filter code goes below this line */

CLOSE MORE THAN 10% BELOW CLOSE 1 DAY AGO

CLOSE ABOVE 1.00

VOLUME ABOVE 10000

sort column 3 ascending

/* STOCK DASHBOARD DISPLAY for newbies and old pros */

set{E36b,days(ema(3) is above ema(6),100)}
set{E36a,days(ema(3) is below ema(6),100)}
set{E3xE6, E36a - E36b}

set{E50200b,days(ma(50) is above ma(200),100)}
set{E50200a,days(ma(50) is below ma(200),100)}
set{M50xM200, E50200a - E50200b}

set{E1326b,days(ema(13) is above ema(26),100)}
set{E1326a,days(ema(13) is below ema(26),100)}
set{E13xE26, E1326a - E1326b}

set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{CxC, CCa - CCb}

set{E5b,days(close is above ema(5),100)}
set{E5a,days(close is below ema(5),100)}
set{CxE5, E5a - E5b}


set{E50b,days(close is above ma(50),100)}
set{E50a,days(close is below ma(50),100)}
set{CxM50, E50a - E50b}

set{E200b,days(close is above ma(200),100)}
set{E200a,days(close is below ma(200),100)}
set{CxM200, E200a - E200b}


set{T10, count(10 day slope of the close above 0,1)}
set{T60, count(60 day slope of the close above 0,1)}
set{T200, count(200 day slope of the close above 0,1)}

Set{a1, T200 * 1}
Set{a2, T60 * 10}
Set{a3, T10 * 100}

Set{aa, a1 + a2}
Set{TREND, aa + a3}

set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{volpct, volpc * 100}

set{VolZ, days(volume < 1,100)}
set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VolCnt, VolUp - VolDn}

set{vck1, volume 1 day ago }
set{vck, volume / vck1 }
set{vdbl, days(vck < 2, 100)}


set{PARBuy, count(close crossed above Parabolic SAR, 5) }
set{DMIBuy, count( di(14) Difference crossed above 0 , 5) }
set{DMIBuyX, count( di(14) Difference above 0 , 1) }

set{PARSell, count(close crossed below Parabolic SAR, 5) }
set{DMISell, count( di(14) Difference crossed below 0, 5) }
set{DMISellX, count( di(14) Difference below 0, 1) }

set{PARSBuy1, PARBuy * DMIBuy}
set{PARSBuy, PARSBuy1 * DMIBuyX}

set{PARSSell1, PARSell * DMISell}
set{PARSSell, PARSSell1 * DMISellX}

set{PARSTrade, PARSBuy + PARSSell}

set{HiOp, high - open}

set{WRb,days(Williams %R(10) is above Williams %R(10) 1 day ago,100)}
set{WRa,days(Williams %R(10) is below Williams %R(10) 1 day ago,100)}
set{WRxWR, WRa - WRb}

and add column VolCnt
and add column Vdbl
and add column volpct

and add column HiOp
and add column Trend

and add column CxC {CxC_}
and add column CxE5 {CxE5}

and add column E3xE6 {E3xE6}
and add column E13xE26 {E13xE26}


and add column CxM50
and add column CxM200
and add column M50xM200

add column rsi(2)
add column weekly rsi(2)

add column PARSBuy
add column PARSSell

add column WRxWR

and draw RSI(2)
and draw ema(5)

and draw Williams %R(10)

and draw Parabolic SAR
and draw +di(14)
and draw -di(14)
and draw adx(14)
and draw di(14) difference
]



So rather than scoff at the original idea, modify slightly to find stock in your trading range and volume.

The idea that stocks that drop big usually bounce can work. MHS last week was an example.

What is most important is that it doesn't matter what the filter is or what stocks it filters, YOU STILL HAVE TO TRADE... MEANING ENTER AND EXIT THE TRADE.

MAY ALL YOUR FILLS BE COMPLETE.
da-net
55 posts
msg #36826
- Ignore da-net		 7/10/2005 9:05:14 PM

what Corsino appears to be doing is attempting to help a fellow trader, not scoff at their ideas. I have read several of his posts and he always attempts to help fellow traders IMO. as to the validity of your comparison of the drop in MHS vs HTDS i do not think that is an acceptable comparison for the following reasons.

MHS has fallen about 10% of value since early July and has had one day of positive volume within a falling trend.it has put in a double bottom with the first back in late May and the second on friday. now all it needs is some consolidation.

HTDS has fallen almost 80% in one trading day on extremely high volume. from just the prices, it is the equivalent of GOOG going from $300 to $5.90 in one day!! was this capitulation by the long term holders or was it manipulation by short sellers? my thinking is short sellers and before you remind me of regulation SHO...keep in mind that it only keeps honest firms honest...and a look at the news will tell you how many of those are around.It appears that it may not have found a bottom yet.

both MAY have a "dead cat bounce" in them, but putting your money into a pink sheet stock that is obviously being manipulated is paramount to gambling and should be advised against.

A suggestion that to use this idea to look at better issues is sound advice and hopefully will be heeded by the thread starter if they are trading such issues.
corsino
259 posts
msg #36827
- Ignore corsino		 7/10/2005 9:47:54 PM

da-net
Thanks.I also noticed the "scoffing" inference,which is absolutely false. However,I see no beneficial point in a rejoinder. But when I do post a message it is to try to help.


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