To make the point that the first stock selection was not a fluke, I did the same test with a different group of stocks. The same selection method: again 43 stocks being view and analyzed by WL members at the time. The same script as used in the first test was used. The performance results follow:

What I would like to emphasis are the trading statistics. The average profit compared to the average loss is definitely to the trader's advantage. The script seems to have more than a tendency to let the profits run while limiting the losses. And the average loss per trade is more than tolerable in this trading scenario. We all have seen a lot worst!

Here are the charts generated from the old Wealth-Lab 4 site: 

AKAM  21/4/2011 :: Second Gyro Test ARUN  21/4/2011 :: Second Gyro Test ASYS  21/4/2011 :: Second Gyro Test

BIDU  21/4/2011 :: Second Gyro Test CAM  21/4/2011 :: Second Gyro Test CAT  21/4/2011 :: Second Gyro Test

ETN  21/4/2011 :: Second Gyro Test FFIV  21/4/2011 :: Second Gyro Test FIRE  21/4/2011 :: Second Gyro Test

HK  21/4/2011 :: Second Gyro Test HNL.TO  21/4/2011 :: Second Gyro Test IDCC  21/4/2011 :: Second Gyro Test

LTXC  21/4/2011 :: Second Gyro Test LULU  21/4/2011 :: Second Gyro Test MELI  21/4/2011 :: Second Gyro Test

MFL.TO  21/4/2011 :: Second Gyro Test MGH  21/4/2011 :: Second Gyro Test MSN  21/4/2011 :: Second Gyro Test

PFCB  21/4/2011 :: Second Gyro Test PNRA  21/4/2011 :: Second Gyro Test PTI  21/4/2011 :: Second Gyro Test

QLTY  21/4/2011 :: Second Gyro Test REDF  21/4/2011 :: Second Gyro Test RVBD  21/4/2011 :: Second Gyro Test

SF  21/4/2011 :: Second Gyro Test SFLY  21/4/2011 :: Second Gyro Test SHS  21/4/2011 :: Second Gyro Test

SVVS  21/4/2011 :: Second Gyro Test TLEO  21/4/2011 :: Second Gyro Test TPX  21/4/2011 :: Second Gyro Test

UTEK  21/4/2011 :: Second Gyro Test VSEA  21/4/2011 :: Second Gyro Test


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

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