I also own the commercial (100 Neuron, Genetic Capable) version of Neurostock. I created nets for about 20 tech stocks, and have been testing the nets since the last week of November. So far, in closed trades they have made about a 3% return, and the open trades are currently down about 18%. Unfortunately I think this is due to a general sell-off in the tech sector. I also haven't tried shorting a stock when a sell signal is given, which I think in this case would yield some really good returns. I agree that Neurostock is a good program, but it takes forever to train compared to some of the other programs I have used. It is however very simple to use and the batch option automates training and prediction reports. Overall I am happy with it...
But, being the type of person that likes to tinker with a system, I bought the Neuroshell Trader in the hopes of designing a custom-tailored system to each stock. I have now been using it for about a month, and I am pleased with the results, although I don't think I have a truly tradable system yet. The best results I have managed has been a solid 250% annulaized return. But the same net managed a -66% return during the subsequent 6 month out-of-sample test. So it pretty useless...
Still, I have come up with a few nets that achieve about 60-70% annualized returns, and have been consistant on 3 out of sample tests. Its just that it takes a lot of time (and work) to get a decent system going for each stock. I am happy with the NS Trader package though, as it only takes anywhere from 10-60 seconds to fully train a net. This allows various setups to be tried quite painlessly and allows you to come up with good combinations. I have also tried creating 3 nets at once, predicting a 1,2 and 3 day forward % change in price. When the trading strategy is set to buy or sell only when all three are in synch, it yielded the best returns so far, testing at 220% annualized and 80% out of sample on CSCO.
I am confident that I will have a great trading system up by the end of January, and hopefully one that will generalize well on a number of different stocks. I will post a few results as I go along...
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