Private thread to monitor performance of a little something I cooked up based on the Hershey Matrix. This has been backtested to Jan 2002 on the Cubes and all trades are with the QQQs and happen EOD.
I will attempt to keep this up-to-date.
To date:
Long Trades
===========
Buy On Buy@ Sell On Sell@ Result
24Apr 32.50 25Apr 32.42 (0.08)
05Apr 34.37 08Apr 34.80 0.43
14Mar 36.86 15Mar 37.23 0.37
28Feb 33.78 01Mar 35.74 1.96
19Feb 34.68 20Feb 35.35 0.47
07Feb 35.19 08Feb 36.17 0.98
Short Trades
============
Sell On Sell@ Cover On Cover@ Result
31Jan 38.51 05Feb 36.31 2.20
13Feb 36.95 14Feb 36.88 0.07
20Feb 35.15 21Feb 33.48 1.67
05Mar 37.42 06Mar 37.60 (0.18)
08Apr 34.80 09Apr 33.59 0.43
Current Patterns:
Short {03} {32}
Long {110} {100} |
