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Strategies & Market Trends : Tech Stock Options

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To: Patrick Slevin who wrote (33171)	1/15/1998 10:03:00 AM
From: broken_cookie	Read Replies (1) of 58727

Patrick, Also, were there any aberrations, like massive moves on some of the days? Can you quantify how many iterations that it did work vs. how many it did not? Certainly there were big moves. Largest win 354.63 Largest loss 208.74 805 days in test 127 winning trades 92 losing trades average win 91.20 average loss 67.85 109 long trades 76 winners 110 short trades 51 winners aproximately 80% profit long trades, 20 short win/loss ratio 1.34 Is that based on lunacy? Friday being the 4th trading day after the NM? It's not based on anything except long friday close, short wednesday close ie long mon-wed, short thur-fri. Take care

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