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Strategies & Market Trends : The 56 Point TA; Charts With an Attitude

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To: Doug R who wrote (26835)2/28/1999 3:39:00 PM
From: Craig DeHaan  Read Replies (1) of 79234
 
Doug,
Some discrepancies in Comkey prescan candidates; tooled on
5.5 or 5.6 didn't hit ASGR, CPRK, EVSI, PLPT, VMT. Of those that
struck these are the winning histories. If you want more grist
(as days in trade etc.) lemme know.
CP

Simplified exit rules:
Comkey System1 -- exit RSI(3)<90
Comkey System2 -- exit Cross(90,RSI(3))

750 day backtest; 10,000 initial $

System | NetPrft |% Gain | Avg W/L | Trades | Win | Lose

AERL
System1 6100.8418 61.01 3.77 5 4 1
System2 3156.3506 31.56 1.56 7 4 3

EQTX
System2 10017.0801 100.17 2.25 6 4 2
System1 2925.8789 29.26 N/A 5 3 2

GSII
System1 4553.7451 45.54 N/A 5 4 1
System2 864.2705 8.64 0.57 6 4 2

HOTT
System2 8127.8184 81.28 7.4 5 4 1
System1 3226.4678 32.26 1.61 8 6 2

INRS
System1 6118.9297 61.19 2.96 7 4 3
System2 -138.0371 -1.38 0.48 6 4 2

LCCI
System2 2518.0215 25.18 0.69 9 6 3
System1 1105.5684 11.06 2.09 7 3 4

MRT
System2 7721.4121 77.21 N/A 3 2 1
System1 3166.9092 31.67 3.44 7 5 2

NAVR
System2 7721.4121 77.21 N/A 3 2 1
System1 3166.9092 31.67 3.44 7 5 2

SLNK
System1 5049.6943 50.5 2.72 7 6 1
System2 4210.5264 42.11 0.64 4 3 1

SPZE
System2 3921.6602 39.22 2.65 6 5 1
System1 2557.958 25.58 4.41 4 2 2
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