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Strategies & Market Trends : Bankruptcy Predictor Model -- Ignore unavailable to you. Want to Upgrade?

To: Oblomov who wrote (459)10/22/2002 11:06:54 PM
From: HighTech  Respond to of 477
 
These were the picks made last Friday.

SHORT_ALTMAN_Z

IMCL SEPR CVC ALO DAL CA INHL

SJRB.TO SRP PRBZ CMS

CWP BFT CZN MWD

PEG NEU MER LEH RJF

HT



To: Oblomov who wrote (459)10/22/2002 11:11:06 PM
From: HighTech  Read Replies (2) | Respond to of 477
 
Here is a link to the backtest

backtest.org



To: Oblomov who wrote (459)12/2/2002 3:09:34 PM
From: HighTech  Read Replies (1) | Respond to of 477
 
I find it interesting that in the last 6-8 weeks, despite the BP model producing losing, long-term backtested numbers, it has been one of the best long stock pickers. Many short-looking stocks have gone up exponentially lately. It seems that short-covering has created most of the recent intermediate rally.

HT


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