Doug, The attached 3M (63D) backtest results seem a mixed bag to me.
Bob
------ Symbol,maxCCI,maxCl,close(maxCCIbar),date(maxCCIbar),maxpostCl,100*maxGain,date(maxClbar) ADG ,397.92, 16.75, 6.56,11/12/1998, 6.75, 2.9,01/22/1999 AFFX ,280.71, 46.75, 28.38,11/19/1998, 41.50, 46.3,01/29/1999 AHR ,212.85, 15.31, 7.62,11/11/1998, 8.25, 8.2,12/22/1998 ATIS ,447.80, 20.00, 3.62,11/06/1998, 3.12,-13.8,11/20/1998 ATX ,385.00, 27.62, 8.00,11/06/1998, 7.88, -1.6,11/20/1998 BEAR ,547.23, 16.75, 3.12,11/19/1998, 3.81, 22.0,02/08/1999 BYD ,404.54, 23.75, 4.38,11/09/1998, 4.50, 2.9,02/22/1999 CDIC ,538.96, 4.94, 2.56,11/12/1998, 2.75, 7.3,11/27/1998 CDNW ,447.74, 35.50, 14.75,11/11/1998, 26.88, 82.2,11/27/1998 CTAC ,382.25, 20.88, 12.44,11/11/1998, 18.00, 44.7,12/31/1998 CYCH ,374.71, 63.50, 11.19,11/12/1998, 22.62,102.2,01/12/1999 DNCC ,350.18, 10.31, 6.09,11/19/1998, 6.28, 3.1,01/26/1999 EPIE ,354.69, 24.50, 9.12,11/10/1998, 14.75, 61.6,01/27/1999 ESCMF,312.96, 45.88, 11.25,11/19/1998, 11.56, 2.8,01/06/1999 FRND ,401.43, 26.50, 7.88,11/18/1998, 10.19, 29.4,11/23/1998 GCW ,180.72, 16.19, 9.94,11/16/1998, 9.88, -0.6,11/23/1998 GIGX ,182.43, 13.00, 3.88,11/19/1998, 6.62, 71.0,01/19/1999 GKI ,328.44, 18.19, 8.19,11/11/1998, 4.94,-39.7,12/03/1998 GRDN ,397.50, 20.83, 3.00,11/10/1998, 2.88, -4.2,11/27/1998 GRIN ,460.57, 38.75, 7.56,11/16/1998, 8.38, 10.7,11/30/1998 HPAC ,517.52, 13.88, 4.56,11/12/1998, 5.12, 12.3,01/22/1999 HWK ,137.63, 19.50, 11.94,11/16/1998, 12.25, 2.6,11/23/1998 IFLY ,393.14, 9.25, 5.06,11/11/1998, 16.12,218.5,12/28/1998 IMGK ,188.46, 14.00, 6.19,11/18/1998, 7.06, 14.1,02/01/1999 INFO ,453.02, 14.00, 5.62,11/13/1998, 6.12, 8.9,11/27/1998 IUSAA,300.77, 16.00, 6.00,11/10/1998, 6.50, 8.3,01/07/1999 MDCA ,392.14, 12.12, 7.56,02/02/1998, 10.62, 40.5,01/26/1999 NETG ,271.29, 27.00, 17.31,11/09/1998, 26.81, 54.9,01/28/1999 NPIX ,575.93, 30.50, 4.88,11/18/1998, 6.75, 38.5,02/22/1999 NTKI ,498.71, 34.62, 12.44,11/11/1998, 20.06, 61.3,11/27/1998 NTST ,393.64, 26.62, 3.25,11/13/1998, 3.97, 22.1,02/04/1999 PILT ,207.62, 14.50, 7.25,11/10/1998, 15.00,106.9,01/20/1999 PSDI ,386.82, 48.50, 29.00,11/06/1998, 39.62, 36.6,01/19/1999 RBCF ,198.60, 19.50, 11.31,11/06/1998, 18.38, 62.4,02/23/1999 SCCX ,291.97, 15.50, 4.62,11/10/1998, 6.12, 32.4,01/21/1999 SHS ,129.34, 18.31, 7.50,11/19/1998, 9.75, 30.0,12/01/1998 SMPX ,365.26, 16.88, 5.06,11/06/1998, 4.19,-17.3,11/20/1998 SSI ,344.11, 18.12, 10.00,11/18/1998, 10.75, 7.5,11/27/1998 SUL ,398.20, 13.75, 2.50,11/12/1998, 2.56, 2.5,01/21/1999 TLTN ,486.56, 57.25, 19.56,11/06/1998, 26.25, 34.2,02/01/1999 TMA ,318.66, 24.50, 9.38,11/18/1998, 10.00, 6.7,01/21/1999 TMQ ,323.38, 20.00, 12.06,11/06/1998, 14.38, 19.2,01/13/1999 TMTV ,107.81, 5.38, 2.12,11/19/1998, 2.75, 29.4,12/01/1998 TNSU ,308.63, 5.53, 2.00,11/19/1998, 2.50, 25.0,01/15/1999 TSEMF,363.02, 35.62, 9.25,11/10/1998, 10.38, 12.2,12/04/1998 TWA ,356.19, 23.12, 5.88,11/19/1998, 6.88, 17.0,02/05/1999 USHP ,322.80, 4.12, 2.69,11/19/1998, 4.25, 58.1,01/19/1999 VIAX ,267.47, 15.88, 6.25,11/18/1998, 10.00, 60.0,01/14/1999 VSNT ,426.70, 27.62, 4.25,11/09/1998, 2.97,-30.1,12/02/1998 WLDA ,422.99, 12.00, 2.06,11/09/1998, 2.09, 1.5,11/20/1998 ZMAX ,369.37, 10.62, 5.00,11/10/1998, 5.34, 6.9,02/04/1999 |