StockFetcher Forums · General Discussion · my holygrail<< 1 2 3 4 >>Post Follow-up
108 posts
msg #48672
Ignore maxxam80
12/17/2006 7:28:45 AM

well after using this service for 3 months I think I have found my holygrail

I have got over 150% compounding my returns on these stock picks during my 3 months as a member and it only takes me 10 mins per day

forget about trading filter results,lol takes too much time for similar results

anyway.... whats your current trading method?

6,362 posts
msg #48674
Ignore TheRumpledOne
12/17/2006 10:20:13 AM

Should be simple to reverse engineer the picks.

We know the stocks and the entry dates.

Time to put on your DETECTIVE CAPS.


299 posts
msg #48677
Ignore wallman
12/17/2006 10:49:08 AM

"Should be simple to reverse engineer the picks."

I figured out that pattern over a year ago.
Someone(?)even has posted the filter here in the Public Filter Forum.
Very few responses to it however.
Guess its too SIMPLE,not any sets{BLAH,BLAH,BLAH,YADA YADA YADA}in it.

206 posts
msg #48680
Ignore lockwhiz
12/17/2006 12:30:13 PM

(not sure why the top code isn't "clickable")

206 posts
msg #48679
Ignore lockwhiz
12/17/2006 12:34:13 PM

Yes, TRO you are correct ... reverse engineer the picks ... so here is the scan to see the picks that were successful (using your OR logic ... thanks TRO !).

set{buyprice,open 2 days ago *1}
set{high2,high 2 days ago *1}
set{high1,high 1 days ago *1}
set{target,buyprice * 1.0499}

/* To find out if the target was hit anytime */
/* after the purchase 3 day window */

/* OR logic thanks The RumpledOne */

set{Sold2, count(high2 above target, 1)}
set{Sold1, count(high1 above target, 1)}
set{Sold0, count(high above target, 1)}
set{OR1, Sold2 + Sold1}
set{OR2, OR1 + Sold0}
OR2 above 0

/* Now to weed out the scruff */

and buyprice is greater then .90
and volume is greater then 75000

add column buyprice
add column high2
add column high1
add column high
add column target
and sort column 9 ascending

/* change the offset to see other "windows of opportunity" */
and offset 0 days


(returns 597 stocks) on 12/27/06

out of the 4210 available by using same criteria embedded above:

price is greater then .90
and volume is greater then 75000

That's 1 out of 7 stocks that were successful (a blind selection).
...time to analyze.....

299 posts
msg #48681
Ignore wallman
12/17/2006 12:42:03 PM

I'm baffled,i can't see where the stocks from your filter fit the reco's on that site?

206 posts
msg #48673
Ignore lockwhiz
12/17/2006 1:10:38 PM

Ahh.... the power of compounding.

Your "2 day hold" plan has merit.

Bring the expected return down to a mere 5%.

Sell using a limit order to insure your return (and greed doesn't sway you).

Third day re-invest.

In a 27 trading days (9 trades) you secured a whopping 50% return.
(commissions were not included in these calulations)

A consistant 50% return ! ... and you can take that to the bank !

... but can you select 9 consecutive picks that produce 5%?
So what if you can't ... so you will need 50 trading days to achieve this...
... I would settle for a 50% return if it took me the entire year !
Would you ?

If you think you can ... you will have the bull by the balls.

Trade on !

195 posts
msg #48683
Ignore traderblues
12/17/2006 1:10:47 PM

If it works for you, do it!

Approach Information
Approach Name: Ho Ho Holy Grail
Test started on 12/31/2003 ended on 12/30/2005, covering 504 days
Filter used:
Holy Grail Filter (saved filter)

Trade Statistics
There were 422 total stocks entered. Of those, 420 or 99.53% were complete and 2 or 0.47% were open.
Of the 420 completed trades, 240 trades or 57.14%resulted in a net gain.
Your average net change for completed trades was: 1.91%.
The average draw down of your approach was: -4.38%.
The average max profit of your approach was: 6.70%
The Reward/Risk ratio for this approach is: 1.86
Annualized Return on Investment (ROI): 235.76%, 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) 420 times or 100.00% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Statistics By Holding Period
 Completed2 day chg5 day chg10 day chg25 day chg40 day chg
Win/Loss Ratio:1.39:11.46:11.34:11.18:10.95:10.94:1
Net Change:1.91%1.75%2.32%2.34%2.19%4.98%

Statistics By Variable: Match Price
2 day chg178:11745:3313:154:25:2-1:0-1:0-
5 day chg172:11940:3812:164:26:1-1:0-1:0-
10 day chg161:13341:3815:133:34:3-1:00:11:0-
25 day chg144:15339:4012:154:24:3-1:00:10:1-
40 day chg150:14737:4010:182:42:5-1:00:10:1-

Statistics By Variable: Average Volume
2 day chg234:1585:73:21:03:01:1--0:1-
5 day chg223:1656:63:21:01:21:1--1:0-
10 day chg217:1765:71:41:01:21:1--0:1-
25 day chg191:2046:61:41:02:12:0--1:0-
40 day chg186:2088:42:31:03:01:1--1:0-

299 posts
msg #48684
Ignore wallman
12/17/2006 1:11:29 PM

Thanks for the clarification,i was really confused.

Ha,since I (Muddy) wrote that screen and posted it in Oct,I did manage to find it.
Like i said 2 hours ago it is in the Public Filters Forum.

Fast%K Reversal

206 posts
msg #48682
Ignore lockwhiz
12/17/2006 1:12:46 PM

Wallman ... I'm not looking at that site as a base (though I like the idea)... rather I'm using SF to find the field of stocks that actually would have been "complete". (by complete I mean, bought and sold at the 5% profit (limit order) within the 2 day window). From THIS field of stocks is where the task begins.... time to reverse engineer and find that attribute that is shared by the majority of stocks in this field. Sorry I deviated from the original post ... I probably should of started a new "discussion".

You mentioned a previous post that had related screen ... any luck ?

Thanks for your feedback !

StockFetcher Forums · General Discussion · my holygrail<< 1 2 3 4 >>Post Follow-up

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