Shorting stocks: Broken stocks - Analysis Message Board

STOCKTALK

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor. We ask that you disable ad blocking while on Silicon Investor in the best interests of our community. If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.

Strategies & Market Trends : Shorting stocks: Broken stocks - Analysis

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next

To: Q. who wrote (2179)	4/10/1999 2:40:00 PM
From: Ocote	Read Replies (2) of 2506

John and board: I've been experimenting with a variation in your approach to the low RS screen, the problem is I don't have either QI or Telescan. No matter, I'll give my preliminary results based on QP scan and if it seems to hold any promise, I may look for someone with QI to backtest further. Concept: Find companies whose relative strength has fallen the most within an optimal period of time. Arbitrary Time period to measure fall = 100 days Sort by max fall in RS Start date 4/10/98 Stop dates: 4/9/99, 12/15/98 (avoid January effect) Results 04/98 12/98 04/99 CBST 5.125 2.875 -43.90% 3.188 -37.80% CFMT 11.25 7.25 -35.56% 8.25 -26.67% DIGL 5.406 2.281 -57.81% 3.312 -38.73% FSLA 10.675 7.5 -29.74% 7.75 -27.40% GFI 6.812 2.938 -56.87% 1.088 -84.03% HARB 12.688 10.875 -14.29% 11.98 -5.58% -39.69% -36.70% The current list of companies under such a screen are: tick name rs rs' delta TGX THERAGENICS CORP COM 3 95 92 INIS INTERNATIONAL ISOTOPES 4 93 89 SYNT SYNTEL INC COM 1 90 89 BEST BEST SOFTWARE INC COM 10 98 88 MAST MASTECH CORP COM 6 94 88 PGNS PATHOGENESIS CORP COM 10 98 88 ASDV ASPECT DEV INC COM 5 91 86 INSO INSO CORP COM 8 94 86 SEGU SEGUE SOFTWARE INC COM 12 97 85 I would be interested in backtesting this over a number of years, and to optimize the arbitrary time period used in the screen, add the P/B and P/S filters as you do. Ocote

Report TOU Violation

Share This Post

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next