heyen
124 posts
msg #42726
- Ignore heyen |
4/3/2006 9:04:55 PM
Testing Bottoms, completely RSI(7) based Filter
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heyen
124 posts
msg #42727
- Ignore heyen |
4/3/2006 9:20:07 PM
Select by RSI(7) descending and hold for 2-3 days than dump.
| Approach Information | | Approach Name: RSI(7) below 14 | | Test started on 12/31/2003 ended on 12/30/2005, covering 504 days | | Filter used: | market is nasdaq
and Open between 1 and 30
and average volume(90) above 250000
and RSI(7) crossed below 14 |
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| Trade Statistics | | There were 393 total stocks entered. Of those, 391 or 99.49% were complete and 2 or 0.51% were open. | | Of the 391 completed trades, 223 trades or 57.03%resulted in a net gain. | | Your average net change for completed trades was: 1.51%. | | The average draw down of your approach was: -3.82%. | | The average max profit of your approach was: 5.21% | | The Reward/Risk ratio for this approach is: 1.87 | | Annualized Return on Investment (ROI): 186.54%, 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) 391 times or 100.00% of the time. | | An exit trigger was executed 0 times or 0.00% of the time. |
| Statistics By Holding Period | | | Completed | 1 day chg | 2 day chg | 3 day chg | 4 day chg | 5 day chg | | Winners: | 223 | 186 | 214 | 217 | 230 | 228 | | Losers: | 164 | 197 | 171 | 173 | 161 | 161 | | Win/Loss Ratio: | 1.36:1 | 0.94:1 | 1.25:1 | 1.25:1 | 1.43:1 | 1.42:1 | | Net Change: | 1.51% | 0.15% | 1.12% | 1.54% | 1.80% | 2.09% |
| Statistics By Variable: Match Price | | | <3 | <6 | <9 | <12 | <15 | <18 | <21 | <24 | <27 | <30 | | Completed | 33:26 | 51:43 | 45:29 | 20:9 | 23:13 | 22:13 | 11:16 | 8:7 | 7:6 | 3:2 | | 1 day chg | 21:39 | 43:48 | 37:36 | 16:13 | 21:15 | 15:19 | 16:12 | 9:6 | 6:7 | 2:2 | | 2 day chg | 30:29 | 50:42 | 41:32 | 19:11 | 22:14 | 21:14 | 12:15 | 9:6 | 7:6 | 3:2 | | 3 day chg | 31:28 | 52:43 | 44:30 | 18:12 | 24:12 | 21:14 | 12:16 | 8:7 | 3:10 | 4:1 | | 4 day chg | 32:27 | 52:43 | 44:31 | 21:9 | 24:12 | 23:12 | 16:12 | 8:7 | 5:8 | 5:0 | | 5 day chg | 34:26 | 46:48 | 43:31 | 23:7 | 23:13 | 22:12 | 18:10 | 10:5 | 5:8 | 4:1 |
| Statistics By Variable: Average Volume | | | <10.0M | <20.0M | <30.0M | <40.0M | <50.0M | <60.0M | <70.0M | <80.0M | <90.0M | <100.0M | | Completed | 221:161 | 1:0 | - | 0:2 | 1:0 | - | 0:1 | - | - | - | | 1 day chg | 183:195 | 1:0 | - | 0:2 | 1:0 | - | 1:0 | - | - | - | | 2 day chg | 212:168 | 1:0 | - | 0:2 | 1:0 | - | 0:1 | - | - | - | | 3 day chg | 215:170 | 1:0 | - | 0:2 | 1:0 | - | 0:1 | - | - | - | | 4 day chg | 229:157 | 1:0 | - | 0:2 | 0:1 | - | 0:1 | - | - | - | | 5 day chg | 228:156 | 0:1 | - | 0:2 | 0:1 | - | 0:1 | - | - | - |
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heyen
124 posts
msg #42728
- Ignore heyen
modified |
4/3/2006 9:31:40 PM
If you buy at the previous days low and only there, you gain another 100% ROI p.a.!!!
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four
5,087 posts
msg #96837
- Ignore four |
10/10/2010 7:16:27 PM
here is an old one from Heyen
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four
5,087 posts
msg #96838
- Ignore four |
10/10/2010 7:27:22 PM
...bump
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