April 22, 2011

If the new script improved performance, then it should also improve performance on the first batch of stocks tested. There was only one way to show that in fact it was the case and that was to redo the test on the same stocks with the improved script.

The new test results are as follows.

Gyro Test 22FirstBatch

(click to enlarge)

In all cases, we see performance metric improvements as expected. And thereby provides another piece of evidence as to the overall value of the modifications applied to the trading strategy. It is definitely a demonstration of the Alpha Power trading methodology at work. In my opinion, it also shows that the Buy & Hold is not dead; it only needs a little dose of steroids.

(click to enlarge)

AAPL ADM AGQ AMZN
BHH BIDU CCK CF
CMG CRDN CSX DBS
DDS DIT ERX GLD
GTLS IBM IMAX IPGP
JNPR NFLX NTES PAAS
PANL PCLN SCCO SINA
SLV SLW SOHU SRZ
TBL TDSC TRMB TRN
TSCO TZOO ULTA URI
WLK WTW XOP  

( click to enlarge)


Created on ... April 22, 2011,   © Guy R. Fleury. All rights reserved.