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:

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.


AAPL 23/4/2011 :: Gyro 1st dataset improved ADM 23/4/2011 :: Gyro 1st dataset improved AGQ 23/4/2011 :: Gyro 1st dataset improved AMZN 23/4/2011 :: Gyro 1st dataset improved

BHH 23/4/2011 :: Gyro 1st dataset improved BIDU 23/4/2011 :: Gyro 1st dataset improved CCK 23/4/2011 :: Gyro 1st dataset improved CF 23/4/2011 :: Gyro 1st dataset improved

CMG 23/4/2011 :: Gyro 1st dataset improved CRDN 23/4/2011 :: Gyro 1st dataset improved CSX 23/4/2011 :: Gyro 1st dataset improved DBS 23/4/2011 :: Gyro 1st dataset improved

DDS 23/4/2011 :: Gyro 1st dataset improved DIT 23/4/2011 :: Gyro 1st dataset improved ERX 23/4/2011 :: Gyro 1st dataset improved GLD 23/4/2011 :: Gyro 1st dataset improved

GTLS 23/4/2011 :: Gyro 1st dataset improved IBM 23/4/2011 :: Gyro 1st dataset improved IMAX 23/4/2011 :: Gyro 1st dataset improved IPGP 23/4/2011 :: Gyro 1st dataset improved

JNPR 23/4/2011 :: Gyro 1st dataset improved NFLX 23/4/2011 :: Gyro 1st dataset improved NTES 23/4/2011 :: Gyro 1st dataset improved PAAS 23/4/2011 :: Gyro 1st dataset improved

PANL 23/4/2011 :: Gyro 1st dataset improved PCLN 23/4/2011 :: Gyro 1st dataset improved SCCO 23/4/2011 :: Gyro 1st dataset improved SINA 23/4/2011 :: Gyro 1st dataset improved

SLV 23/4/2011 :: Gyro 1st dataset improved SLW 23/4/2011 :: Gyro 1st dataset improved SOHU 23/4/2011 :: Gyro 1st dataset improved SRZ 23/4/2011 :: Gyro 1st dataset improved

TBL 23/4/2011 :: Gyro 1st dataset improved TDSC 23/4/2011 :: Gyro 1st dataset improved TRMB 23/4/2011 :: Gyro 1st dataset improved TRN 23/4/2011 :: Gyro 1st dataset improved

TSCO 23/4/2011 :: Gyro 1st dataset improved TZOO 23/4/2011 :: Gyro 1st dataset improved ULTA 23/4/2011 :: Gyro 1st dataset improved URI 23/4/2011 :: Gyro 1st dataset improved

WLK 23/4/2011 :: Gyro 1st dataset improved WTW 23/4/2011 :: Gyro 1st dataset improved XOP 23/4/2011 :: Gyro 1st dataset improved


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

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