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Strategies & Market Trends : TA-Quotes Plus

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To: Nine_USA who wrote (8975)	3/13/1999 10:55:00 PM
From: Craig DeHaan	Read Replies (1) of 11149

Herb, < What kind of holding period? > On the ATR / Float, ashamed to admit it in the brilliance of studious Buffettology, but 3-6 days has been optimal from tests lately (<2 yrs) for % return / time of trade. That is probably a result specific only to the test group now without implications for others. The market cap table results were mostly expected, but still interesting for linearity without divergence as were the price group level breaks. Some kind of natural market phenomena I guess if that's not oxymoronic. Assuming 2.5x results for the top 20 vs SPX, but no ready facility to backtest earlier periods using the same method, two suggestions: don't sit on the 50+ var weightings too long for complete testing; entrepreneurial value is often a test by fire implemented before the winds of change. Nice work and continued results. CP

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