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Strategies & Market Trends : Shorting SPY for fun and profit. -- Ignore unavailable to you. Want to Upgrade?

To: Premier who wrote (85)	11/10/1997 2:37:00 PM
From: Richard Estes	Read Replies (1) \| Respond to of 346

Can't come up with perfect system, but with no shorts, Historical volitility and 13 day MA, you get: Total net profit 8559.41 Open position value -49.11 Percent gain/loss 85.59 Annual percent gain/loss 21.65 Initial investment 10000.00 Interest earned 0.00 Current position Long Date position entered 10/29/97 Buy/Hold profit 9777.93 Days in test 1443 Buy/Hold pct gain/loss 97.78 Annual B/H pct gain/loss 24.73 Total closed trades 13 Commissions paid 648.00 Avg profit per trade 662.19 Avg Win/Avg Loss ratio 5.47 Total long trades 13 Total short trades 0 Winning long trades 10 Winning short trades 0 Total winning trades 10 Total losing trades 3 Amount of winning trades 9108.23 Amount of losing trades -499.71 Average win 910.82 Average loss -166.57 Largest win 2651.75 Largest loss -266.65 Average length of win 79.10 Average length of loss 4.33 Longest winning trade 199 Longest losing trade 5 Most consecutive wins 7 Most consecutive losses 1 Total bars out 215 Average length out 15.36 Longest out period 103 System close drawdown -136.98 Profit/Loss index 94.48 System open drawdown -435.20 Reward/Risk index 95.16 Max open trade drawdown -735.72 Buy/Hold index -12.96