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Strategies & Market Trends : TA-Quotes Plus -- Ignore unavailable to you. Want to Upgrade?

To: Bob Jagow who wrote (8757)	2/24/1999 3:01:00 AM
From: Craig DeHaan	Read Replies (2) \| Respond to of 11149

Bob, Are you filtering CCI/price divergence with something else here and still using a 60 day frame? Win results % are getting more radical. Avg chg peak +54.75% Median chg peak +37.57% Max gain peak +354.25% Min loss peak -30.00% wins 42 losses 4 Std .576 Holding any that didn't hit an arbitrarily set +20% sell stop during sample period sold on day 0 @ avg loss -31.52% (10 issues). I used this because the last set had a +19% median but could have raised the stop to 35% as that cutoff only adds 6 more losers. avg gain on winners using 20% sell stop (36 issues) net portfolio +8.80% on 60 days cycle * 4 = 38.13% apy Where's the fatal flaw? A fixed sell <= 60 days after any maxCCIbar that fail to hit stop, huh?