To: Bob Jagow who wrote (29045 ) 5/4/1999 2:07:00 AM From: Craig DeHaan Read Replies (1) | Respond to of 79230
Bob, Plex was the best $ b-test system of SMI class but breaking down after 4/5. Int. indys looking sour for the next 17 days. Hope we called it ~ 3/9 :>) - CP w/l ratio Wins Losses b/h index rew/rsk index RSLC 1.68 16 11 465 96 System Net Profit %Gain Avg W/L TTrades Wins Losses SMI-plex System 20349.1816 203.49 1.68 27 16 11 SMI(3,2,1)X(4,2,3) 13916.5957 139.17 0.96 27 20 7 SMI(2,1,2)X(4,2,3)/5,3,5exit 13233.4746 132.33 1.01 18 13 5 SMI(13,25,2) Pivots 12286.9219 122.87 3.43 19 10 9 SMI(5,3,5) Pivots 10914.7461 109.15 11.12 7 5 2 SMI(4,2,3) X 9TSF 10723.6074 107.24 1.29 33 18 15 SMI(2,1,2) X (4,2,3) 10442.9531 104.43 0.92 29 20 9 MACD(13,34,89) System4 6435.0137 64.35 1.98 11 6 5 SRSI Buy Pivots System 5363.793 53.64 2.31 10 6 4 Grace Factor System 5000.4307 50 13.74 7 5 2 SMI(3,2,1) X (4,2,3)/5,3,5 exit 4848.4268 48.48 0.66 17 12 5 SMI(4,2,3) 9TSF 40Trigger 1334.8525 13.35 1.03 15 8 7 SMI(2,1,2) X (3,2,1)<-40 -948.792 -9.49 0.88 8 3 5 SMI(4,2,3) Pivots -1439.1787 -14.39 0.91 11 5 6 Trade # Type Entry Date Close Date Profit MAE --- Out 10/01/97 12/19/97 0 0 1 Long 12/19/97 01/27/98 -460.71 1.94 --- Out 01/27/98 01/29/98 0 0 2 Long 01/29/98 02/02/98 162.6 0 --- Out 02/02/98 02/09/98 0 0 3 Long 02/09/98 02/13/98 177.47 0 --- Out 02/13/98 02/20/98 0 0 4 Long 02/20/98 02/27/98 3012 0 --- Out 02/27/98 03/12/98 0 0 5 Long 03/12/98 03/18/98 -631.93 1.31 --- Out 03/18/98 03/31/98 0 0 6 Long 03/31/98 04/03/98 342.44 0.5 --- Out 04/03/98 04/09/98 0 0 7 Long 04/09/98 04/21/98 1120.17 0 --- Out 04/21/98 04/30/98 0 0 8 Long 04/30/98 05/07/98 1207.03 0 --- Out 05/07/98 06/01/98 0 0 9 Long 06/01/98 06/04/98 -904.79 2.38 --- Out 06/04/98 06/18/98 0 0 10 Long 06/18/98 06/25/98 1231.4 0 --- Out 06/25/98 07/10/98 0 0 11 Long 07/10/98 07/23/98 3511.23 1.38 --- Out 07/23/98 08/14/98 0 0 12 Long 08/14/98 08/18/98 -858.62 1.75 --- Out 08/18/98 09/03/98 0 0 13 Long 09/03/98 09/08/98 959.37 1 --- Out 09/08/98 09/18/98 0 0 14 Long 09/18/98 09/28/98 4283.47 1.63 --- Out 09/28/98 10/13/98 0 0 15 Long 10/13/98 10/16/98 -1523.1 2.5 --- Out 10/16/98 10/21/98 0 0 16 Long 10/21/98 10/29/98 7338.09 0 --- Out 10/29/98 11/12/98 0 0 17 Long 11/12/98 11/16/98 -469.72 1.25 --- Out 11/16/98 12/04/98 0 0 18 Long 12/04/98 12/08/98 593.68 0.5 --- Out 12/08/98 12/23/98 0 0 19 Long 12/23/98 12/30/98 1673.32 0 --- Out 12/30/98 01/07/99 0 0 20 Long 01/07/99 01/13/99 -3418.16 1.88 --- Out 01/13/99 01/27/99 0 0 21 Long 01/27/99 02/08/99 3137.98 2.31 --- Out 02/08/99 02/23/99 0 0 22 Long 02/23/99 02/25/99 -490.54 1.44 --- Out 02/25/99 03/10/99 0 0 23 Long 03/10/99 03/12/99 3076.18 0 --- Out 03/12/99 03/17/99 0 0 24 Long 03/17/99 03/23/99 2588 0 --- Out 03/23/99 03/29/99 0 0 25 Long 03/29/99 04/05/99 -1208.71 2.63 --- Out 04/05/99 04/14/99 0 0 26 Long 04/14/99 04/16/99 -3517.6 3.5 --- Out 04/16/99 04/22/99 0 0 27 Long 04/22/99 04/28/99 -581.4 0.75 --- Out 04/28/99 05/03/99 0 0