After the Livermore Challenge’s 2nd act, which made its point quite clear, there was only one question left opened and that was what about the other data set, the third data set, presented way back in the series. Again, only one way to know and that is to run the test using the same script. So here it is:

 Livermore Challenge 3rd Data Set

The same kind of observations can be made as for the two previous tests on this same script. High profit to loss ratio. Relatively high compounded annual return. The sum of all stop losses amounting to about 1% of total profits.

You still don’t know what the future will bring. You still don’t know which stocks will outperform. You still don’t know how much profit any of the stocks will bring. But based on your preset trading behaviour, you know what you are going to do when the price of the stock triggers one of your entry or exit points. You did pre-program your whole trading behaviour from the start after all.  

It took me quite some time to develop this methodology, even more to verify to my satisfaction that it worked. A lot of time has been put in building the mathematical foundation that could explain the trading methodology. And now even more time is being spent in the implementation phase. I see a progression in all these test results and it points to even higher returns being possible.


ACTG  3/5/2011 :: Livermore Challenge 3rd Act ALLT  3/5/2011 :: Livermore Challenge 3rd Act ASNA  3/5/2011 :: Livermore Challenge 3rd Act BGC  3/5/2011 :: Livermore Challenge 3rd Act

BGU  3/5/2011 :: Livermore Challenge 3rd Act BKE  3/5/2011 :: Livermore Challenge 3rd Act CAB  3/5/2011 :: Livermore Challenge 3rd Act CERN  3/5/2011 :: Livermore Challenge 3rd Act

DECK  3/5/2011 :: Livermore Challenge 3rd Act DGIT  3/5/2011 :: Livermore Challenge 3rd Act DIOD  3/5/2011 :: Livermore Challenge 3rd Act DKS  3/5/2011 :: Livermore Challenge 3rd Act

DNDN  3/5/2011 :: Livermore Challenge 3rd Act DSW  3/5/2011 :: Livermore Challenge 3rd Act EXXI  3/5/2011 :: Livermore Challenge 3rd Act HANS  3/5/2011 :: Livermore Challenge 3rd Act

IDT  3/5/2011 :: Livermore Challenge 3rd Act INTL  3/5/2011 :: Livermore Challenge 3rd Act IRBT  3/5/2011 :: Livermore Challenge 3rd Act ITMN  3/5/2011 :: Livermore Challenge 3rd Act

JOSB  3/5/2011 :: Livermore Challenge 3rd Act KAMN  3/5/2011 :: Livermore Challenge 3rd Act LANC  3/5/2011 :: Livermore Challenge 3rd Act MERC  3/5/2011 :: Livermore Challenge 3rd Act

NILE  3/5/2011 :: Livermore Challenge 3rd Act NVLS  3/5/2011 :: Livermore Challenge 3rd Act NVO  3/5/2011 :: Livermore Challenge 3rd Act PCP  3/5/2011 :: Livermore Challenge 3rd Act

PRXL  3/5/2011 :: Livermore Challenge 3rd Act PSMT  3/5/2011 :: Livermore Challenge 3rd Act QSII  3/5/2011 :: Livermore Challenge 3rd Act RNOW  3/5/2011 :: Livermore Challenge 3rd Act

ROK  3/5/2011 :: Livermore Challenge 3rd Act ROVI  3/5/2011 :: Livermore Challenge 3rd Act SIMO  3/5/2011 :: Livermore Challenge 3rd Act TTMI  3/5/2011 :: Livermore Challenge 3rd Act

VECO  3/5/2011 :: Livermore Challenge 3rd Act VICR  3/5/2011 :: Livermore Challenge 3rd Act WAVX  3/5/2011 :: Livermore Challenge 3rd Act WRC  3/5/2011 :: Livermore Challenge 3rd Act

ZAGG  3/5/2011 :: Livermore Challenge 3rd Act ZOLL  3/5/2011 :: Livermore Challenge 3rd Act ZUMZ  3/5/2011 :: Livermore Challenge 3rd Act


Created on ... June 4, 2011 © Guy R. Fleury. All rights reserved. 

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