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Strategies & Market Trends : Market Timing - Short Term Direction and Magnitude
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To: David Lee Smith who wrote (1)4/24/1999 9:44:00 PM
From: Timothy R. West   of 10
 
David, could you possibly offer the following information based on your data?

1. Buy date, S&P level, lowest close after the buy signal (a good measure of pain and it helps people understand how much risk is involved or where to put a "stop loss" on the system)
2. Sell date, S&P level (gain% or loss% of previous signal), highest close after sell date.
3. Buy date, S&P level (gain% of loss% or previous signal), lowest close after the buy signal.
4. Sell date, S&P level....
....
repeat to give idea of system performance.

Thanks for helping everyone get a better "feel" for your approach.
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