This new test has a different vision of the world. I looked at it as “give me the money” since it ends up mostly in cash which I often consider a waste. But then again, that your portfolio ends up in cash at this level is just another representation of market opportunity.

The script trades a lot, at times you think that is all it does. But nevertheless, slowly it accumulates shares. It trades on every market swing, will take its profits and will pump them back in the system to buy even more shares on the next swing.

This needs to be automated, an individual could not kept up with all the trading signals. On the other hand a trading script is just that: an automated trading system.

This script has a 92% hit rate, higher than most. The sum of all the stop losses executed amounted to a little over 6.5% of all the profits generated. I think that when you look at all the numbers, it is a reasonable compromise.

Trend Study II

Trend Study II

Tested on July 12th, 2011

Based on the average profit figures, it would appear that this script tends to take its profits at about a constant range, thereby liberating cash for the next swing in price.

AAPL data as of 7/12/2011 :: Trend Study II ADM data as of 7/12/2011 :: Trend Study II AGQ data as of 7/12/2011 :: Trend Study II AMZN data as of 7/12/2011 :: Trend Study II

BHH data as of 7/12/2011 :: Trend Study II BIDU data as of 7/12/2011 :: Trend Study II CCK data as of 7/12/2011 :: Trend Study II CF data as of 7/12/2011 :: Trend Study II

CMG data as of 7/12/2011 :: Trend Study II CRDN data as of 7/12/2011 :: Trend Study II CSX data as of 7/12/2011 :: Trend Study II DBS data as of 7/12/2011 :: Trend Study II

DDS data as of 7/12/2011 :: Trend Study II DIT data as of 7/12/2011 :: Trend Study II ERX data as of 7/12/2011 :: Trend Study II GLD data as of 7/12/2011 :: Trend Study II

GTLS data as of 7/12/2011 :: Trend Study II IBM data as of 7/12/2011 :: Trend Study II IMAX data as of 7/12/2011 :: Trend Study II IPGP data as of 7/12/2011 :: Trend Study II

JNPR data as of 7/12/2011 :: Trend Study II NFLX data as of 7/12/2011 :: Trend Study II NTES data as of 7/12/2011 :: Trend Study II PAAS data as of 7/12/2011 :: Trend Study II

PANL data as of 7/12/2011 :: Trend Study II PCLN data as of 7/12/2011 :: Trend Study II SCCO data as of 7/12/2011 :: Trend Study II SINA data as of 7/12/2011 :: Trend Study II

SLV data as of 7/12/2011 :: Trend Study II SLW data as of 7/12/2011 :: Trend Study II SOHU data as of 7/12/2011 :: Trend Study II SRZ data as of 7/12/2011 :: Trend Study II

TBL data as of 7/12/2011 :: Trend Study II TDSC data as of 7/12/2011 :: Trend Study II TRMB data as of 7/12/2011 :: Trend Study II TRN data as of 7/12/2011 :: Trend Study II

TSCO data as of 7/12/2011 :: Trend Study II TZOO data as of 7/12/2011 :: Trend Study II ULTA data as of 7/12/2011 :: Trend Study II URI data as of 7/12/2011 :: Trend Study II

WLK data as of 7/12/2011 :: Trend Study II WTW data as of 7/12/2011 :: Trend Study II XOP data as of 7/12/2011 :: Trend Study II


Created on ... July 12, 2011 © Guy R. Fleury. All rights reserved.

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