Ralph,
My Monday edition of IBD did not come on Saturday so I will not get it until Monday (2 weeks in a row, I may have to cancel the paper and purchase it locally). From the dailygraphs homepage I got what data I could but it doesn't always agree with IBD (you would think it would). I agree that there are only 9 open positions.
Evaluation Time Frame
Starting Date of Study (Close of) 05-Jan-98
Ending Date of Study (Close of) 27-Mar-98
Total Days Invt'd / Study Lgth. 81
Profit Numbers
Pitbull System Period Profit 11.51%
Yearly Pitbull System Profit 51.84%
Pitbull / DJIA Return Ratio 112%
Pitbull / Nasdaq Return Ratio 80%
Pitbull / NYSE Return Ratio 103%
Pitbull / S&P Return Ratio 95%
Aver. Pitbull to Market Ret. Ratio 98%
Detailed System Results Closed Open Total
Quantity of trades 36 9 45
%winners 47.22% 100.00% 57.78%
% losers 52.78% 0.00% 42.22%
Aver. Daily Invest. $56,296 $19,938 $76,235
Acc Net Profit $2,570 $6,201 $8,771
Aver. Daily Ret. $32 $77 $108
Aver. Daily Profit 0.06% 0.38% 0.14%
Period Profit 4.57% 31.10% 11.51%
Average Days in Trade 25.33 15.18 23.30
Individual Trade Numbers
Min. Trade Profit -10.63%
Max. Trade Profit 27.63%
Average Trade Loss -3.43%
Average Trade Win 9.25%
Aver. Trade Profit 3.90%
Std Dev. of Trades 8.61%
My profit for the period is 11.51% versus your 8%. My open positions are HHS, HHS(2), PVN, KR, LISB, CCL, QHGI, LAF, CUI.
Got any thoughts on my previous response concerning the calculation of return percentage?
take care,
Ed |
