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


To: Dr. Stoxx who wrote (37989)10/4/2005 1:48:03 PM
From: Dr. Stoxx  Read Replies (1) | Respond to of 39683
 
==========SNDK Backtest=================

Starting Date: 9/9/05
Amount Invested: $15,848
Initial Position Size: 400 shares
Current Unit of Compounding: $3,962
Current BTTT-MAX ROI: +26%
Buy-and-Hold ROI: +26%

1. L -- 39.62 -- 43.25 -- 3.63 -- 1,452 -- 1,452
2. S -- 43.25 -- 43.64 -- (0.39) -- (156) -- 1,296
3. L -- 43.64 -- 45.15 -- 1.51 -- 604 -- 1,900
4. S -- 45.15 -- 46.10 -- (0.95) -- (380) -- 1,520
5. L -- 46.10 -- 46.61 -- 0.51 -- 204 -- 1,724
6. S -- 46.61 -- 44.15 -- 2.46 -- 984 -- 2,708
7. L -- 44.15 -- 45.00 -- 0.85 -- 340 -- 3,048
8. S -- 45.00 -- 44.40 -- 0.60 -- 240 -- 3,288
9. L -- 44.40 -- 48.35 -- 3.95 -- 1580 -- 4,868

---increase position to 500 shares-----

10. S -- 48.35 -- 49.77 -- (1.42) -- (710) -- 4,158
11. L -- 49.77 -- (open)



To: Dr. Stoxx who wrote (37989)10/4/2005 2:33:21 PM
From: Dr. Stoxx  Read Replies (1) | Respond to of 39683
 
=============BTTT-MAX experiment: AAPL=====================

Dusting this system off again...using AAPL and KOMG as tests. Small position, 100% invested 100% of the time:

Starting Date: 9/6/05
Amount Invested: $14,320 (300 shares)
Current Unit of Compounding: $4,773
Current BTTT-MAX ROI: +21.2%
Buy-and-Hold ROI: +13.6%

======================================================
Trade -- Signal -- Entry -- Exit -- P/L -- $ P/L -- $ Cumulative
=====================================================

1. L -- 47.73 -- 48.10 -- 0.33 -- 99 -- 99
2. S -- 48.10 -- 48.84 -- (0.74) -- (222) -- (123)
3. L -- 48.84 -- 51.06 -- 2.22 -- 666 -- 543
4. S -- 51.06 -- 51.10 -- (0.04) -- (12) -- 531
5. L -- 51.10 -- 50.62 -- (0.48) -- (144) -- 387
6. S -- 50.62 -- 49.89 -- 0.73 -- 219 -- 606
7. L -- 49.89 -- 53.19 -- 3.30 -- 990 -- 1,596
8. S -- 53.19 -- 52.57 -- 0.62 -- 186 -- 1,782
9. L -- 52.57 -- 53.70 -- 1.13 -- 339 -- 2,121
10. S -- 53.70 -- 53.92 -- (0.22) -- (66) -- 2,055
11. L -- 53.92 -- 53.50 -- (0.42) -- (126) -- 1,929
12. S -- 53.50 -- 52.00 -- 1.50 -- 450 -- 2,379
13. L -- 52.00 -- 54.22 -- 2.22 -- 666 -- 3,045
13. S -- 54.22 -- (open)