Net Test: THNK, AOL, DELL
That was interesting. Net says to buy all of them as follows:
THNK - buy signalled on 6/5
AOL - buy since 6/4
DELL - Buy on 6/3
Even more intersting was the % contribution of the Open, Hi, Low, Close, Volume, RSIO, Stochastic (and a few others I ran) on the accuracy of the backtested prediction - oin other words, the most telling indicators for future price were as follows:
THNK - Open=48%, Close = 27%, Low = 16%
DELL - High = 50%, Open and Low = 21.5% each
AOL - High = 98%
the other percentages were to the other factors tested.
As for a tested trading strategy, using a %k over a %d crossover (5 day, woth 5 day smoothing) for long only, it generated a 168% annual return for THNK and a 50-65% for the other two. Although those sound good, only about 45% of the trades were profitable, so with a couple hours experimenting, one should be able to double those, or at least make fewer but more % profitable trades.
Not surprising though that the High would be so indicative for AOL, as it has been uptrending for so long.
lasthadow |
