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Strategies & Market Trends : Shorting stocks: Broken stocks - Analysis
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To: Q. who wrote (2301)5/4/1999 11:50:00 AM
From: mortwald  Read Replies (2) of 2506
 
John, I have back tested your screen with prosearch 5 over the last 3 years, using a 3 month holding period with excellent results even without further specific stock research.
I did make some empirical changes which seem to improve results:

1: Add 30 day average volume at least 50000 shares.
This should help eliminate many stocks which have a bid/asked spread of > 1/4 point.
2: Stock sells at least 90% of 50 day MA.
Eliminates stocks which have just been through a severe tumble. (This did improve results significantly)
3: Short interest ratio < 5 days
Reduce "can't borrow stock" comments.

You do a remarkable job with this forum, and I'm just trying to make a contribution. Perhaps someone else will try to verify my findings.

.....................................mort
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