Befriend the Trend Trading Message Board

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Strategies & Market Trends : Befriend the Trend Trading

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Nov 3 4:00 PM EST

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To: smchan who wrote (16280)	2/24/2001 11:53:47 AM
From: Triffin	Read Replies (1) of 39683

Sam .. What do you have in mind ?? Not sure, but was surprised at the batting averages ie several stocks had only 1-3 'winners' in 11-15 signal events per the backtest and if the P&Ls are correct they "lost" significant $$$ which would argue against the 'range bound' observation .. If you're satisfied that the 'math' is correct lets take a closer look at the 'losers' that lost significant $$$ .. it may be a case where the MAs are close in value while the underlying stock is experiencing big whip-saws .. Something might be exploitable .. On the other hand .. with the large sample in your backtest, we may just be observing the fact that in the current environment fewer issues are showing smooth trendiness per the MAX parameters .. I was just surprised to observe that the magnitude of the 'losers' seemed to be bigger than the best 'winners' you uncovered .. ie look at the number of +75% winners to +75% losers in the backtest .. Jim in CT ..

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