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Strategies & Market Trends : TA-Quotes Plus
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To: Craig DeHaan who wrote (8958)3/13/1999 6:15:00 PM
From: Nine_USA  Read Replies (1) of 11149
 
Craig,

<<A gut feeling before researching this further myself is that your results
reflect the large cap / small cap performance disparities that have been in place since '94>>

I am sure this is absolutely true to some extent. That is why it is
important in my effort to validate my approach that it significantly
outperform, say the SP500.

Also it is important that stocks which rank poorest on my criteria
significantly underperform, even (dare I say it) to the extent that
shorting them can compete as a winning investment (with 6-12 month
holding periods, because these stocks tend to be lower priced and much more volatile) with the SP500.

<<Rather than price criteria alone I'd think a market cap factor would produce similar, if
not more pronounced results in these proportions. My assumption here is that small cap
= lower average equity price.>>

I don't know where the notion arose that I am making a case for
investing on price alone. Price is just one of 50 to 60 variables
I am working with. I have found market cap to be a strong positive
factor as well and. Possibly more important than price. And certainly,
they overlap in some sense in that they are measuring the same
stock attribute.

<<Have you tested any filters on this yet?>>

Certainly many hundreds .. maybe more.

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