I tested a version of BNS with AMTX as Richard suggests. I get
a profit of $57083.59 in less than 2 years with $5000 invested.
But, don't get greedy yet it works best only on this stock.
Hindsight is great! I think that it does show that there is potential.
Below is the system.
enter long: ( (((H+L+C)/3)-Mov(C,28,S)) /(.015*Std(C,28))<0 )
and ( Ref((((H+L+C)/3)-Mov(C,28,S)) /(.015*Std(C,28)),-1)<
(((H+L+C)/3)-Mov(C,28,S)) /(.015*Std(C,28)) )
and (Mov(Std(((h+l+c)/3),28),5,s) <mov(Std(((h+l+c)/3),34), 20, s))
and (ref(Fml("StocRSI(8,5)"),-1)<30)
exit long: ((((H+L+C)/3)-Mov(C,28,S))/(.015*Std(C,28)) <0 )
Below are the trades
Total Net Profit: $57083.59
Txn Date Price Commission Drawdown Gain Total Gain Equity
Long 10/06/95 $5.13 $10.00
MLStop 10/11/95 $4.81 $10.00 $-496.83 $-324.27 $-324.27 $4675.73
Interest 11/16/95 $12.68 $-311.59 $4688.41
Long 11/16/95 $3.75 $10.00
LClose 01/15/96 $6.81 $10.00 $-321.89 $3800.70 $3489.12 $8489.12
Interest 01/18/96 $1.92 $3491.04 $8491.04
Long 01/18/96 $6.19 $10.00
MLStop 02/12/96 $5.63 $10.00 $-781.00 $-791.00 $2700.03 $7700.03
Long 02/16/96 $5.38 $10.00
LClose 03/08/96 $5.88 $10.00 $-10.00 $695.57 $3397.92 $8397.92
IntInterest 02/16/96 $2.32 $2702.35 $7702.36
erest 03/11/96 $1.90 $3399.82 $8399.82
Long 03/11/96 $6.13 $10.00
LClose 06/17/96 $25.63 $10.00 $-10.00 $26690.45 $30090.27 $35090.27
Interest 06/20/96 $7.93 $30098.20 $35098.20
Long 06/20/96 $19.75 $10.00
BkEvStop 06/27/96 $20.38 $10.00 $-10.00 $1090.39 $31188.59 $36188.59
Interest 07/29/96 $87.25 $31275.84 $36275.84
Long 07/29/96 $11.25 $10.00
LClose 10/21/96 $21.50 $10.00 $-1621.82 $33022.21 $64298.05 $69298.05
Interest 10/24/96 $15.66 $64313.71 $69313.71
Long 10/24/96 $18.63 $10.00
MLStop 10/29/96 $15.25 $10.00 $-13033.52 $-12578.39 $51735.32 $56735.32
Interest 10/30/96 $4.27 $51739.59 $56739.59
Long 10/30/96 $17.50 $10.00
MLStop 11/05/96 $15.75 $10.00 $-7709.02 $-5692.96 $46046.63 $51046.64
Interest 11/25/96 $76.92 $46123.55 $51123.56
Long 11/25/96 $17.00 $10.00
LClose Interest 12/18/96 $27.94 $48010.67 $53010.67
Long 12/18/96 $15.75 $10.00
MLStop 12/20/96 $14.50 $10.00 $-4426.72 $-4226.40 $43784.27 $48784.27
Interest 12/24/96 $14.70 $43798.97 $48798.97
Long 12/24/96 $13.75 $10.00
MLStop 01/15/97 $11.75 $10.00 $-7106.58 $-7116.58 $36682.39 $41682.39
Interest 02/12/97 $87.93 $36770.33 $41770.33
Long 02/12/97 $12.38 $10.00
LClose 03/07/97 $13.75 $10.00 $-10.00 $4620.04 $41390.36 $46390.36
Interest 03/14/97 $24.47 $41414.83 $46414.83
Long 03/14/97 $13.13 $10.00
MLStop 03/19/97 $11.88 $10.00 $-6197.31 $-4439.51 $36975.32 $41975.32
Interest 04/28/97 $126.50 $37101.82 $42101.82
Long 04/28/97 $8.75 $10.00
LClose 06/10/97 $12.75 $10.00 $-2415.25 $19221.97 $56323.80 $61323.80
Interest 06/11/97 $4.62 $56328.42 $61328.42
Long 06/11/97 $12.75 $10.00
MLStop 06/24/97 $11.25 $10.00 $-7223.93 $-7233.93 $49094.48 $54094.48
Interest 06/26/97 $8.15 $49102.64 $54102.64
Long 06/26/97 $11.00 $10.00
Current 07/08/97 $12.63 $0.00 $-1854.07 $7980.96 $57083.59 $62083.59 |
