Silicon Investor (SI) -- The First Internet Community

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.

Politics : High Tolerance Plasticity -- Ignore unavailable to you. Want to Upgrade?

To: Sweet Ol who wrote (17524)	11/5/2002 11:56:10 AM
From: Warpfactor	Respond to of 23153

I saw Larry Dudash stuff, we're doing close to the same thing. I use spreadsheets with daily data and he uses charts I use a spreadsheat and start with $10000 and mark all the buy and sell junctures. This allows me to make a buy the day after a signal is given, to give a more realistic version of what an investor following the buy/sell/short/cover rules might actually be able to achieve. In my latest strategy, I've turned a fictitious $10000 into a faux $60000 since early Y2K. In this test, the investor pulls out 2/3 of his position as soon as a 10% gain is achieved (if it is achieved). If the move tops 20%, then the investor sells it all. I'm using the SOX now instead of the QQQ - which assumes that the investor can pick stocks that provide a return similar to the SOX average. In real life, I've been able to meet or meet the SOX via proxies in KLAC, TXN, INTC, AMAT or whatever happens to be hot or cold at the time. After messing with the QQQ for a couple months, it is obvious that it get jacked around by players quite a bit. It seems that if you are buying QQQ against momentum, you can typically get a good price and will beat the NDX. But if you are buying QQQ with momentum, then it seems the momentum is priced in to the Q's, and you will trail the NDX (the index that QQQ is supposed to mimic). The difference can be significant. Warp