How come nobody likes moving averages?
System Testing - - Tests scaned on Aug 16, 1997
My evaluation of the trading system I am presently using. Picked for a hot stock - AMES
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Ames 7/month results for following Mov/Avgs: $10,000 invested - Results are Gains (profits).
System Gain Use or Suggestion
------- -------- --------------------------------
5-13 ws ..... $8221.79 New Favorite (one presently using) picks up BBB moves.
5-13 e ..... $6891.63 Henry suggestion for short term.
7-25 s ..... $5127.79 My old favorite for 5/years.
13-34 w ..... $5127.79 Favorite of many on TA boards for Mov/Avg's
9-21 e ..... $4310.07 Henry mid term trades.
7-25 ws ..... $2267.25 Experimental (short) Favorite for down-trenting stocks.
Sth/RSI 8-5.. $771.58 Picks up over sold pull-backs for entry.
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A System Test of Ames = From: 9/1/85 to 8/16/97 - sorted for highes Gain.
Being short/term trader, too few trade systems do not interest me.
Trading System #trades Gain %Gain
--------------------------------- ------ ----------- ---------
1. Bollinger Bands 2 $60,085.39 164.98 %
22. Moving Average Crossover 7-42 w 15 $41,970.05 13.62 %
8. Moving Average new 7/25 s 10 $36,968.32 25.51 %
7. Shark Relative OBV(SRO) 10 $36,728.78 25.80 %
25. MovAvgCross 5-13 w 20 $36,631.44 11.78 %
13. Time Redundancy 11 $36,475.34 19.81 %
5. Moving Average new 7/42 s 8 $33,459.72 32.36 %
4. Moving Average new 13/34 w 8 $32,581.77 36.45 %
18. Moving Average Crossover 7-42 s 15 $30,545.07 14.64 %
28. Moving Average Crossover 7-30 w 19 $27,897.95 8.58 %
11. Moving Average new 7/25 ws 10 $26,366.66 21.27 %
3. Vol 89 System - Richard 5 $26,021.41 56.53 %
2. Dahl's 3 $25,346.41 60.43 %
17. Moving Average new 7/35 w 10 $25,178.35 17.67 %
9. MovAvgCross 9-21 e 8 $24,980.35 24.98 %
42. Moving Average Crossover 5-9 e 48 $23,569.15 3.58 %
24. TRIX and Moving Average of TRIX 17 $22,589.12 12.20 %
19. Moving Average Crossover 13-34 w 15 $20,719.33 14.41 %
23. Moving Average new 7/30 w 11 $19,521.21 12.91 %
29. MovAvgCross 5-13 e 17 $19,517.29 8.52 %
36. Moving Avg Cross 5-13 ws 38 $18,214.98 4.54 %
30. Moving Average Crossover 7-25 ws 18 $17,970.35 6.77 %
21. Moving Average Crossover 13-34 ws 14 $16,450.47 13.82 %
35. Stoch-RSI (8-5) s/t+ 19 $16,341.20 5.81 %
31. Moving Average Crossover 7-25 e 19 $15,761.89 6.56 %
32. +DI and -DI Crossover System 24 $15,620.64 6.35 %
27. MovAvgCross 7-25 w 15 $15,608.45 8.59 %
12. Stoch (55,21,5) andy 7 $15,480.87 20.86 %
14. DNS B>7 - S<4 6 $14,576.14 19.42 %
26. Moving Average Crossover 13-34 e 11 $13,096.17 10.06 %
33. Moving Average Crossover 7-35 w 18 $10,281.63 5.85 %
39. Moving Average Crossover 7-25 w 24 $9,652.17 4.26 %
40. MovAvgCross 7-25 ws 24 $9,652.17 4.26 %
10. BradCCI 3 $8,925.12 23.77 %
38. Stochastics %K (20/80)-8 28 $8,505.12 4.28 %
6. BBB (Richard) 4 $7,526.75 26.98 %
15. Dahl's PT 5 $7,085.72 18.38 %
43. MACD-Variable w 34 $6,584.83 1.99 %
20. CCI Spike 13 3 $5,111.03 14.34 %
45. MACD-Variable s 34 $5,038.33 1.72 %
44. Barnes' Moving Average 45 $4,896.06 1.92 %
46. MACD-Variable e 34 $4,151.15 1.50 %
16. drc_21sma_134tsf 2 $3,922.04 17.85 %
34. Moving Average Crossover 13-34 s 15 $3,816.88 5.85 %
37. Moving Average Crossover 7-40 w 17 $3,145.80 4.53 %
41. DNS-J.Gatto 6 $2,154.42 4.07 %
65. Stochastics %K (20/80)-12 14 $-8142.38 -23.66 %
61. CCI +100/-100 Crossover System-13 12 $-7939.41 -10.06 %
64. Stochastics %K (20/80) 16 $-6490.03 -22.31 %
63. CCI +200/-200 Crossover System-13 8 $-5581.02 -16.78 %
10 - Jerry short term. 9 $-5127.82 -16.77 %
58. CCI +100/-100 Crossover System 16 $-4056.96 -5.41 %
59. RSI at Bottoms and %D at Tops 10 $-3979.01 -9.14 %
60. RSI 30/70 6 $-3539.57 -9.17 %
56. Stochastics %K (20/80)-10 22 $-3208.21 -2.08 %
48. Moving Average Crossover 9-21 e 19 $-2907.82 0.21 %
57. Volumn System- Richard 11 $-1585.00 -2.13 %
47. Moving Average new 7/25 w 29 $-1466.58 1.23 % |
