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Technology Stocks : Dell Technologies Inc.
DELL 133.78-0.1%Nov 14 9:30 AM EST
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To: Olu Emuleomo who wrote (24201)12/4/1997 3:23:00 PM
From: Meathead  Read Replies (3) of 176387
 
Found my old data

I misunderstood your origional post. You said

Buy DELL at any 52 week high and sell it when it
crashes thru' it 50day EMA.

This really makes no sense... you'll have to explain
how to pick historical entry points based on the
52 week high. Is it a calander 52, rolling 52, where
do you begin?

Any I thought you meant use the 50day EMA price
crossover for entry and exit points.

Anyway, I backtested the 50 day EMA on 6 years
worth of Dell data. The results were poor.

Price on 6/5/90 = 1.83/shr
Price on 6/25/96 = 25.94/shr

Assumptions

Long positions only
1000 shares each trade
Commision $25/trade
No stops
Trades executed at the open following day
after price crossed 50 day EMA

Trading gain = 219%
Buy and hold = 1,417%



SYSTEM TEST PERFORMANCE REPORT FOR:
Moving Average Crossover System (EMA)
on DELL COMPUTER CP From 6/5/1990 to
6/24/1996 beginning with 1000 shares.

Current position is LONG @ 16.44, entered
on 3/26/1996,

S U M M A R Y

Total Net Profit: $8500.26
Total percentage gain/loss: 219.36%
Annualized rate of return: 36.21%
Average trade gain/loss ($): $163.47
Average trade gain/loss (%): 4.65%

T R A D E S T A T I S T I C S

Total no. of trades: 52
No. Profitable Trades: 13
Percentage profitable trades: 25.00%



Using price crossing over 50 day EMA generates
too many false trades and whipsaws. Only 1 in
4 trades were profitable. Using a
finely tuned MACD helps to eliminate false
signals but sacrifices timeleness.

MEATHEAD
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