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Strategies & Market Trends : Technical Analysis- Indicators & Systems

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To: Richard Estes who wrote (1715)	6/23/1997 11:05:00 PM
From: Richard Estes	of 3325

QNTM An interesting system that beats buy and hold is linear trend. you were out 40% of time and traded enough to get blood flowing. Total net profit 55016.72 Open position value 8329.10 Percent gain/loss 550.17 Annual percent gain/loss 139.16 Initial investment 10000.00 Interest earned 2926.90 Current position Long Date position entered 6/13/97 Buy/Hold profit 34054.21 Days in test 1443 Buy/Hold pct gain/loss 340.54 Annual B/H pct gain/loss 86.14 Total closed trades 73 Commissions paid 3675.00 Avg profit per trade 639.56 Avg Win/Avg Loss ratio 1.52 Total long trades 73 Total short trades 0 Winning long trades 41 Winning short trades 0 Total winning trades 41 Total losing trades 32 Amount of winning trades 90209.63 Amount of losing trades -46448.91 Average win 2200.23 Average loss -1451.53 Largest win 9273.34 Largest loss -6565.86 Average length of win 8.02 Average length of loss 7.44 Longest winning trade 13 Longest losing trade 21 Most consecutive wins 5 Most consecutive losses 6 Total bars out 573 Average length out 7.74 Longest out period 24 System close drawdown 0.00 Profit/Loss index 54.22 System open drawdown 0.00 Reward/Risk index 100.00 Max open trade drawdown -12170.12 Buy/Hold index 86.01 It is not a system for weak at heart. They may have preferred volume system. Total net profit 30000.19 Open position value 2433.11 Percent gain/loss 300.00 Annual percent gain/loss 75.88 Initial investment 10000.00 Interest earned 1979.65 Current position Long Date position entered 6/17/97 Buy/Hold profit 34054.21 Days in test 1443 Buy/Hold pct gain/loss 340.54 Annual B/H pct gain/loss 86.14 Total closed trades 5 Commissions paid 275.00 Avg profit per trade 5513.42 Avg Win/Avg Loss ratio 1.86 Total long trades 5 Total short trades 0 Winning long trades 4 Winning short trades 0 Total winning trades 4 Total losing trades 1 Amount of winning trades 29570.41 Amount of losing trades -3982.98 Average win 7392.60 Average loss -3982.98 Largest win 20458.45 Largest loss -3982.98 Average length of win 114.25 Average length of loss 5.00 Longest winning trade 179 Longest losing trade 5 Most consecutive wins 3 Most consecutive losses 1 Total bars out 544 Average length out 90.67 Longest out period 267 System close drawdown 0.00 Profit/Loss index 88.28 System open drawdown -790.00 Reward/Risk index 97.43 Max open trade drawdown -3957.98 Buy/Hold index -4.76

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