P&F125-basic study. Action #10. Correction - The following stocks
broke their BSL's between 9/29 & 10/8 and were missed. To back fit the
study, the stocks will be exchanged at the price they closed at on the
day they broke below their BSL with SPDRs (SPY) at the SPY closing
price. Right now only 104 of the 500 S&P500 stocks have both their
RS in X and are above their BSL. SPY is being used as a place holder
until we get more qualified replacements.
9/29/98
sell 989 shares of EK @ 77 15/16 for $77,080
buy 734 shares of SPY @ 104 15/16 for $77,024
10/1/98
sell 1402 shares of CMA @ 52 15/16 for $74,218
buy 751 shares of SPY @ 98 13/16 for $74,208
10/2/98
sell 1662 shares of F @ 43 1/8 for $71,674
sell 599 shares of IBM @ 124 13/16 for $74,763
buy 727 shares of SPY @ 100 23/32 for $73,223
buy 727 shares of SPY @ 100 23/32 for $73,223
10/5/98
sell 1007 shares of AUD @ 66 5/16 for $66,777
sell 1068 shares of GDT @ 67 9/16 for $72,157
buy 704 shares of SPY @ 98 11/16 for $69,476
buy 704 shares of SPY @ 98 11/16 for $69,476
10/6/98
sell 3101 shares of KLAC @ 21 1/2 for $66,672
buy 676 shares of SPY @ 98 19/32 for $66,649
10/8/98
sell 2949 shares of RML @ 24 11/16 for $72,803
buy 740 shares of SPY @ 98 17/32 for $72,913
new cash balance = $1 |
