gmg733
788 posts
msg #103954
- Ignore gmg733 |
12/22/2011 4:00:08 PM
No, because anyone in their right mind would have been long part of the time in the past 4 years when you don't want to be short.
You still have to trade it. Go read some of TRO's other work. You'll get the hang of it.
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shillllihs
6,045 posts
msg #103957
- Ignore shillllihs |
12/22/2011 4:18:45 PM
Ok. So other than you can someone else break it down over a 4 year period, maybe Kevin, I read some of your work and it rocks.
Also to the rumpled 1, can you show me the thread where you called this, a great short filter? I can't find it anywhere.
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TheRumpledOne
6,411 posts
msg #103959
- Ignore TheRumpledOne |
12/22/2011 4:32:44 PM
I didn't call it a great short filter. Muddy did. But that was long after he left SF. We spoke on the phone years ago about this.
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shillllihs
6,045 posts
msg #103961
- Ignore shillllihs |
12/22/2011 4:51:30 PM
Well i find it odd that a beacon of light is not shined on this as a short filter.
It seems like the sheep are getting fleeced into always betting long.
I guess some people must have an agenda.
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shillllihs
6,045 posts
msg #103962
- Ignore shillllihs |
12/22/2011 9:07:38 PM
Wow. Anyone? Stockfetcher seemed like it had potential. Oh well.
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shillllihs
6,045 posts
msg #103963
- Ignore shillllihs |
12/22/2011 9:14:54 PM
Can someone tell me how to read this?
Does this mean that this returned over 300% on the short side in a year if you played each stock for 10% profit or loss each time you saw them daily?
Would like some help please.
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shillllihs
6,045 posts
msg #103964
- Ignore shillllihs |
12/22/2011 9:15:24 PM
Sorry here you go,
There were 1647 total stocks entered. Of those, 1627 or 98.79% were complete and 20 or 1.21% were open.
Of the 1627 completed trades, 650 trades or 39.95%resulted in a net gain.
Your average net change for completed trades was: -2.01%.
The average draw down of your approach was: -10.92%.
The average max profit of your approach was: 9.80%
The Reward/Risk ratio for this approach is: 0.67
Annualized Return on Investment (ROI): -353.88%, the ROI of ^SPX was: 4.81%.
Exit Statistics
Stop Loss was triggered 977 times or 60.05% of the time.
Stop Profit was triggered 650 times or 39.95% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (0 days) 0 times or 0.00% of the time.
An exit trigger was executed 0 times or 0.00% of the time.
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gmg733
788 posts
msg #103972
- Ignore gmg733 |
12/23/2011 10:02:17 AM
This is not me replying.
No, it means you lost on a ROI basis vs. an increase in the index.
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TheRumpledOne
6,411 posts
msg #103975
- Ignore TheRumpledOne |
12/23/2011 11:46:53 AM
shillllihs:
The RUN FOREST, RUN filter shows the frequency that stocks "POP" at least 10% or more.
Muddy "discovered" that after the run, these stocks usually drop.
There is no "agenda".
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