trendscanner
265 posts
msg #81763
- Ignore trendscanner
modified |
10/26/2009 10:32:23 AM
Came up with this short filter over the weekend.
Backtest results for 4/1/09 through last Friday (10/23/09), using 10% stop loss, 10% profit stop, and maximum hold time of 5 days.
Trade Statistics
There were 25 total stocks entered. Of those, 25 or 100.00% were complete and or 0.00% were open.
Of the 25 completed trades, 19 trades or 76.00%resulted in a net gain.
Your average net change for completed trades was: 5.70%.
The average draw down of your approach was: -4.27%.
The average max profit of your approach was: 11.74%
The Reward/Risk ratio for this approach is: 5.89
Annualized Return on Investment (ROI): 651.26%, the ROI of ^SPX was: 62.25%.
Exit Statistics
Stop Loss was triggered 2 times or 8.00% of the time.
Stop Profit was triggered 15 times or 60.00% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (5 days) 8 times or 32.00% of the time.
An exit trigger was executed 0 times or 0.00% of the time.
Had one hit for last Friday, AMCN. It’s down 1% this AM. Traveling this week, probably won’t get a chance to try using this filter until next week.
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