mary4ever
11 posts
msg #36812
- Ignore mary4ever |
7/10/2005 12:24:45 AM
JUST USE CLOSE MORE THAN 60% BELWO CLOSE 1 DAYS AGO--RESULTS-
Approach Information
Approach Name: CLOSE MORE THAN 60% BELOW CLOSE 1 DAY AGO
Test started on 12/31/2003 ended on 06/29/2004, covering 123 days
Filter used:
CLOSE MORE THAN 60% BELOW CLOSE 1 DAY AGO (saved filter)
Trade Statistics
There were 71 total stocks entered. Of those, 67 or 94.37% were complete and 4 or 5.63% were open.
Of the 67 completed trades, 35 trades or 52.24%resulted in a net gain.
Your average net change for completed trades was: 182.35%.
The average draw down of your approach was: -22.47%.
The average max profit of your approach was: 235.64%
The Reward/Risk ratio for this approach is: 14.18
Annualized Return on Investment (ROI): 9861.94%, the ROI of ^SPX was: 4.81%.
Exit Statistics
Stop Loss was triggered 32 times or 47.76% of the time.
Stop Profit was triggered 35 times or 52.24% 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) 0 times or 0.00% 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: 35 25 28 29 28 30
Losers: 32 24 29 30 33 34
Win/Loss Ratio: 1.09:1 1.04:1 0.97:1 0.97:1 0.85:1 0.88:1
Net Change: 182.35% 18.49% 28.38% 28.21% 54.84% 55.54%
Statistics By Variable: Match Price
<2.5 <5 <7.5 <10 <12.5 <15 <17.5 <20 <22.5 <25
Completed 25:25 2:1 - - - 0:3 6:2 1:1 1:0 -
2 day chg 19:13 1:2 - - - 1:3 3:4 1:1 0:1 -
5 day chg 19:19 2:2 - - - 2:2 5:3 0:2 0:1 -
10 day chg 19:23 1:2 - - - 0:3 6:2 2:0 1:0 -
25 day chg 19:23 1:3 - - - 1:3 5:3 1:1 1:0 -
40 day chg 22:23 1
10 day chg 29:29 - - - - - 0:1 - - -
25 day chg 28:32 - - - - - 0:1 - - -
40 day chg 30:33 - - - - - 0:1 - - -
|