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To: Patrick Slevin who wrote (33171)1/14/1998 7:06:00 PM
From: randy kay  Read Replies (1) | Respond to of 58727
 
Patrick, totally agree about tomorrow. I've been wrong this week because I didn't follow the technicals which are now even more obvious to me, hope I don't do that again - and I hope I'm not wrong about THIS. What a week.

Randy



To: Patrick Slevin who wrote (33171)1/15/1998 10:03:00 AM
From: broken_cookie  Read Replies (1) | Respond to of 58727
 
Patrick,

Also, were there any aberrations, like massive moves on some of the days? Can you quantify how many iterations that it did work vs. how many it did not?

Certainly there were big moves.

Largest win 354.63
Largest loss 208.74

805 days in test

127 winning trades
92 losing trades
average win 91.20
average loss 67.85

109 long trades 76 winners
110 short trades 51 winners

aproximately 80% profit long trades, 20 short

win/loss ratio 1.34

Is that based on lunacy? Friday being the 4th trading day after the NM?

It's not based on anything except long friday close, short wednesday close ie long mon-wed, short thur-fri.

Take care