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Strategies & Market Trends : P&S and STO Death Blow's -- Ignore unavailable to you. Want to Upgrade?


To: Win-Lose-Draw who wrote (23253)1/9/2003 3:14:43 PM
From: TREND1  Read Replies (1) | Respond to of 30712
 
Here is a good system:
(1) Take a group of stocks.
(2) Find how well they did over the last 22 trading days.
(3) Go long the one best stock
(4) Go short the one worst stock
(5) Close both positions after the next 22 trading days.
(6) Back tested: Journal of Finance article.