Billirider321
62 posts
msg #105348
- Ignore Billirider321 |
3/9/2012 9:17:23 PM
how is the system performing. I haven't see any update for last few days. is anybody taking any trades.
On March 6th there were 23 stocks selected how should one select in such a situation.
|
frsrblch
35 posts
msg #105353
- Ignore frsrblch |
3/10/2012 9:09:18 AM
>how is the system performing. I haven't see any update for last few days. is anybody taking any trades.
On March 6th there were 23 stocks selected how should one select in such a situation.
* * * * *
I've been trying to figure this out as well. The StockFetcher filters posted here seems to sort by zscore(16) ascending, suggesting that you should be buying the lowest z-score stocks first, but I don't believe that it has been stated explicitly what settings were used in Kevin's original StrataSearch results. I've haven't been able to fully recreate his backtest in StrataSearch, but there are an array of settings that could be throwing off my results.
It has been mentioned earlier in the thread that sorting by price / MA(200) descending may yield better returns (page 15), but I haven't had a chance to test this properly.
|
mahkoh
1,065 posts
msg #105361
- Ignore mahkoh |
3/10/2012 5:59:32 PM
I have not come across a better filter here for stocks that are pulling back in an uptrending market. But when the market stops it uptrend you're in trouble.
|
Kevin_in_GA
4,599 posts
msg #105362
- Ignore Kevin_in_GA |
3/10/2012 7:30:03 PM
Recent trade activity and current status:
Trades Closed on 3/9:
AMP Ameriprise Financial Services, Inc 03/07/2012 54.4300 56.0800 3.03%
APC Anadarko Petroleum Corporation 03/05/2012 82.1000 85.2500 3.84%
DOV Dover Corporation 03/05/2012 63.2200 63.1400 -0.13%
HAR Harman International Industries, I 03/07/2012 46.1300 48.0300 4.12%
ITW Illinois Tool Works Inc. 03/07/2012 53.8900 55.4400 2.88%
NBL Noble Energy Inc. 03/01/2012 97.9200 96.5300 -1.42%
PH Parker-hannifin Corporation 03/07/2012 85.8800 88.2200 2.72%
PNC Pnc Financial Services Group, Inc. 03/07/2012 57.2600 59.4000 3.74%
TXT Textron Inc. 03/07/2012 25.4500 27.0100 6.13%
Active Trades as of 3/9:
AIZ Assurant, Inc. 03/09/2012 41.7400 41.6300 -0.26%
CCE Coca-cola Enterprises, Inc. 03/07/2012 27.1000 27.5100 1.51%
CME Cme Group Inc. 03/06/2012 274.6700 276.5600 0.69%
DE Deere & Company 02/16/2012 84.2600 80.1700 -4.85%
EMN Eastman Chemical Company 03/06/2012 50.9900 52.0800 2.14%
ETN Eaton Corporation 03/07/2012 48.9000 49.0100 0.22%
JCP J.c. Penney Company, Inc. Holding 03/01/2012 39.7200 37.6600 -5.19%
LXK Lexmark International, Inc. 03/05/2012 35.8500 35.7300 -0.33%
MMM 3m Company 03/07/2012 85.2400 86.8000 1.83%
MUR Murphy Oil Corporation 03/07/2012 59.7900 60.3900 1.00%
NUE Nucor Corporation 03/07/2012 41.4600 42.2500 1.91%
OXY Occidental Petroleum Corporation 03/08/2012 101.1200 100.7000 -0.42%
PDCO Patterson Companies Inc. 03/05/2012 31.0700 31.0400 -0.10%
PSA Public Storage 02/29/2012 135.1400 130.7200 -3.27%
VNO Vornado Realty Trust 02/29/2012 82.3100 80.0200 -2.78%
BA Boeing Company (the) 03/07/2012 72.5800 74.1700 2.19%
|
mmaurice
51 posts
msg #105386
- Ignore mmaurice |
3/12/2012 8:48:32 AM
Kevin,
Why aren't you tracking this system on your site?
|
Kevin_in_GA
4,599 posts
msg #105456
- Ignore Kevin_in_GA |
3/15/2012 3:41:02 PM
I'm not tracking this right now - basically because I am looking at other approaches.
I think though that I will drop the Monday Morning Gap up/down systems from the web site for two reasons: 1) they are difficult to trade given the number of stocks that need to be tracked, and 2) no one has commented or provided any feedback on the trading systems since their inclusion last month.
The primary focus of the web site is on investment rather than trading. I think that will probably be what I pare it down to, since this is what I have been trying to educate my peer group about for a while.
|
novacane32000
331 posts
msg #105619
- Ignore novacane32000 |
3/23/2012 8:53:35 AM
For those still using this system-my backtest show better results when the stock is bought right at the close on the day of the trigger instead of the open the following day.
|
guru_trader
485 posts
msg #105634
- Ignore guru_trader |
3/23/2012 4:48:21 PM
Many have suggested that your set your entry criteria, in StrataSearch or in live trading, to only enter when price crosses above yesterday's (or the signal day's) close.
==================================
per novacane32000
"For those still using this system-my backtest show better results when the stock is bought right at the close on the day of the trigger instead of the open the following day."
|
Kevin_in_GA
4,599 posts
msg #105873
- Ignore Kevin_in_GA |
4/10/2012 10:34:04 AM
Anyone notice that today this filter, which usually only has 2 or 3 hits intraday, is reading 36 hits this morning? Since this only looks at the S&P 500, that's a big percentage of the index.
7% of the S&P 500 trading below their lower BBs AND having a W%R below -94? Wow.
|
mmaurice
51 posts
msg #105877
- Ignore mmaurice |
4/10/2012 12:26:13 PM
The sky is falling and the world is coming to an end. LOL
|