hybrid danger die or buy... results are in.
this is the 1st version with any decent success rate. not many hits though...
backtestdog
results for 20 to 10 days ago with a 10 day hold backtest:
92% success rate!!!
ABGX , open, 92.375, date,05/10/2000, % g/l, 23.8 BEAS , open, 45.750, date,05/05/2000, % g/l, 19.1 BVSN , open, 43.312, date,05/10/2000, % g/l, 20.9 FILE , open, 28.000, date,05/05/2000, % g/l, 14.5 INDYY , open, 39.375, date,05/08/2000, % g/l, 35.9 MLNM , open, 75.938, date,05/10/2000, % g/l, 7.8 MVSN , open, 58.875, date,05/09/2000, % g/l, 5.9 SAPE , open, 93.875, date,05/10/2000, % g/l, 5.5 SIVB , open, 28.719, date,05/05/2000, % g/l, -12.9 TERN , open, 60.375, date,05/05/2000, % g/l, 7.8 TERN , open, 63.062, date,05/09/2000, % g/l, 17.6 TERN , open, 54.500, date,05/10/2000, % g/l, 19.7 VIGN , open, 48.562, date,05/10/2000, % g/l, 39.0
results for 90 to 15 days ago with 10 day hold backtest:
76% success rate, or 71% success rate if you only count >5%...
ABGX , open, 92.375, date,05/10/2000, % g/l, 23.8 AHAA , open, 54.938, date,05/03/2000, % g/l, 9.0 ANCR , open, 54.000, date,02/29/2000, % g/l, 6.2 ANCR , open, 28.250, date,05/03/2000, % g/l, -13.5 ASPT , open, 35.438, date,05/09/2000, % g/l, 11.5 AZPN , open, 34.188, date,05/02/2000, % g/l, 16.6 BEAS , open, 45.750, date,05/05/2000, % g/l, 19.1 BLDP , open, 77.875, date,05/03/2000, % g/l, 6.7 BLDP , open, 77.438, date,05/04/2000, % g/l, 5.1 BOBJ , open, 99.000, date,05/01/2000, % g/l, 15.2 BOBJ , open, 95.312, date,05/03/2000, % g/l, 12.4 BRCD , open, 117.000, date,05/04/2000, % g/l, -5.8 BVSN , open, 43.312, date,05/10/2000, % g/l, 20.9 CHL , open, 149.938, date,05/04/2000, % g/l, 12.4 CRA , open, 90.500, date,04/11/2000, % g/l, 20.2 CYBR , open, 13.625, date,05/02/2000, % g/l, 44.5 DTPI , open, 72.250, date,05/04/2000, % g/l, 2.8 FILE , open, 29.297, date,05/04/2000, % g/l, 14.7 FILE , open, 28.000, date,05/05/2000, % g/l, 14.5 GLCBY , open, 15.969, date,05/03/2000, % g/l, 4.5 GLCBY , open, 15.547, date,05/04/2000, % g/l, 8.3 HGSI , open, 82.000, date,05/10/2000, % g/l, 14.2 HLIT , open, 74.375, date,05/03/2000, % g/l, 30.3 IFCI , open, 18.000, date,05/04/2000, % g/l, 8.7 IMCL , open, 92.375, date,05/04/2000, % g/l, -5.3 INDYY , open, 39.375, date,05/08/2000, % g/l, 35.9 INKT , open, 143.250, date,05/03/2000, % g/l, 6.8 INSP , open, 63.938, date,05/03/2000, % g/l, 11.5 ITWO , open, 110.000, date,05/03/2000, % g/l, -3.6 JDSU , open, 94.344, date,05/03/2000, % g/l, 2.6 KNT , open, 28.188, date,05/04/2000, % g/l, -10.0 MANU , open, 36.000, date,05/03/2000, % g/l, 5.4 MLNM , open, 75.938, date,05/10/2000, % g/l, 7.8 MVSN , open, 58.875, date,05/09/2000, % g/l, 5.9 NSM , open, 59.125, date,05/04/2000, % g/l, -1.4 NTAP , open, 62.250, date,05/03/2000, % g/l, -10.8 NXTL , open, 106.000, date,05/10/2000, % g/l, 26.3 PXCM , open, 35.781, date,05/09/2000, % g/l, 5.0 RSAS , open, 55.844, date,05/04/2000, % g/l, -2.9 SAPE , open, 93.875, date,05/10/2000, % g/l, 5.5 SEBL , open, 105.250, date,04/27/2000, % g/l, -20.7 SIVB , open, 29.609, date,05/04/2000, % g/l, -10.6 SIVB , open, 28.719, date,05/05/2000, % g/l, -12.9 TERN , open, 60.375, date,05/05/2000, % g/l, 7.8 TERN , open, 63.062, date,05/09/2000, % g/l, 17.6 TERN , open, 54.500, date,05/10/2000, % g/l, 19.7 TXCC , open, 81.312, date,05/03/2000, % g/l, 17.4 VERT , open, 47.438, date,05/03/2000, % g/l, 9.4 VIGN , open, 48.562, date,05/10/2000, % g/l, 39.0 VRTS , open, 100.375, date,05/03/2000, % g/l, -8.3 VSTR , open, 106.875, date,05/11/2000, % g/l, 9.1 XICO , open, 17.125, date,05/04/2000, % g/l, 58.6 |