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Strategies & Market Trends : Befriend the Trend Trading -- Ignore unavailable to you. Want to Upgrade?

To: Dr. Stoxx who wrote (8934)	7/11/2000 10:21:19 AM
From: Dr. Stoxx	Respond to of 39683

VTSS BACKTEST II: Ok, let's try this again...now with a new system Backtest dates: 7/10/1999 to present Trading size: 100 shares Initial account: $1,855 margined (includes extra cash for drawdown) Signals: crossovers of 5s/9s Stoploss: 10% (noted by "s") Trading rules: a) trade placed EOD on day of signal b) no signal taken on contrarian candle c) present trade held until candle confirms 7/15 S 33.5 to 31.9 = 160 7/30 L 32 to 33.2s = 120 9/2 S 34 to 36.7 = -270 9/7 L 36.7 to 44.5 = 780 9/29 S 44.5 to 44.2 = 30 10/11 L 44.2 to 41.4 = -280 10/13 S 41.4 to 39.6s = 180 10/28 L 41.4 to 48.6s = 720 11/22 S 48.6 to 50.1s = -150 12/7 L 49.9 to 45.7s = -420 12/14 S 45.4 to 49.9s = -450 12/21 L 52.6 to 51.1s = -150 1/6 S 49.3 to 49.9s = -60 1/18 L 53.4 to 48.5s = -490 1/26 S 46.6 to 47.4s = -80 (at this point we are $360 in the hole!) 2/8 L 50 to 96.5s = 4,650 (zinger!) 3/8 S 86.4 to 87.4s = -100 3/21 L 87.9 to 94.8s = 690 4/4 S 83.5 to 91.8s = -830 5/8 S 57.8 to 50.7s = 710 6/1 L 56.5 to 78.5s = 2,200 6/29 S 76.2 to 76.2s = 0 present: flat 22 trades in 1 year 11 winners 11 losers Total profit: $6,960 (includes -$360 drawdown) Total return: 375% annualized return, noncompounded

To: Dr. Stoxx who wrote (8934)	7/11/2000 10:22:45 AM
From: Dr. Stoxx	Respond to of 39683

VTSS BACKTEST II: Ok, let's try this again...now with a new system Backtest dates: 7/10/1999 to present Trading size: 100 shares Initial account: $1,855 margined (includes extra cash for drawdown) Signals: crossovers of 5s/9s Stoploss: 10% (noted by "s") Trading rules: a) trade placed EOD on day of signal b) no signal taken on contrarian candle c) present trade held until candle confirms the reversal d) no trade is taken if no candle confirmation before new signal 7/15 S 33.5 to 31.9 = 160 7/30 L 32 to 33.2s = 120 9/2 S 34 to 36.7 = -270 9/7 L 36.7 to 44.5 = 780 9/29 S 44.5 to 44.2 = 30 10/11 L 44.2 to 41.4 = -280 10/13 S 41.4 to 39.6s = 180 10/28 L 41.4 to 48.6s = 720 11/22 S 48.6 to 50.1s = -150 12/7 L 49.9 to 45.7s = -420 12/14 S 45.4 to 49.9s = -450 12/21 L 52.6 to 51.1s = -150 1/6 S 49.3 to 49.9s = -60 1/18 L 53.4 to 48.5s = -490 1/26 S 46.6 to 47.4s = -80 (at this point we are $360 in the hole!) 2/8 L 50 to 96.5s = 4,650 (zinger!) 3/8 S 86.4 to 87.4s = -100 3/21 L 87.9 to 94.8s = 690 4/4 S 83.5 to 91.8s = -830 5/8 S 57.8 to 50.7s = 710 6/1 L 56.5 to 78.5s = 2,200 6/29 S 76.2 to 76.2s = 0 present: flat 22 trades in 1 year 11 winners 11 losers Total profit: $6,960 (includes -$360 drawdown) Total return: 375% annualized return, noncompounded