Site Performance
Feb 21, 2007: LTS exit +40%.
UPDATE February 4, 2007 for last 42 mentioned stocks
Average result over 42 positions is +10.35%
WINNERS:
AWX +44.5%
ADBE +42.9%
SPWR +42.4%
MFW +40%
BDCO +30.3%
AAPL +26.1%
EEE +24.2%
RIMM +22.46%
AAPL +21.2%
TOL +20.8%
BDCO +19.6%
ORCL +19.42%
DDR +18.6%
CERS +18.2%
PLLL +15.6%
NVAX +13.9%
GOOG +12.4%
ACI +12.1%
STKL +10.8%
QQQQ +9.7%
NKE +8.5%
SPIL +8.4%
FDX +8.4%
CMG +6.1%
ASF +4%
HOG +2.4%
AEOS +2%
BUD +1%
28 winners
Average winner = +18.07%
LOSERS
IFIN -16.5%
KLIC -10.8%
ERTS -10.3%
IMCL stop -9%
DCI -6.4%
KNOL -4.4%
JNJ -4%
AKAM -3.3%
AWX -1.8%
ARRS -1.6%
USAK -1.05%
GNBT -1%
RURL -1%
SWHC -0.08%
14 losers
Average loser = 5.08%
Win/Loss ratio = 18.07/5.08 = 3.56
Probability of winner = 66.7%
Equity curve on those results:
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Exits Dec 1 06 - Feb 4 07 update:
SPWR taking all profit right here are major price resistance for +42.4%.
EEE stopped out the other day for +24.2%.
BDCO (double position) stopped out the other day for +30.3% and +19.6%.
PLLL stopped out for +15.6%.
IFIN short stopped out last night for -16.5%
OMCL long breakeven stop out January 4, 2007.
MFW long +40%, took profits after daily impulsive 5th completion.
JNJ long -4%, due to descending daily pattern.
AWX short -1.8% exit due to daily bullish ascending/symmetrical pattern.
ASF longs +4% and +3.65% stop out 12.18.06, under daily Fuzzy C.
CERS long +18.2% stop out 12.6.06, under daily Fuzzy C.
GNBT long -1% stop out 12.5.06, under symmetrical triangle pattern.
RURL long -1% stop out 12.8.06, under daily Fuzzy C.
ERTS long -10.3% stop out 12.8.06, under daily Fuzzy C.
Dec 1 2006
Performance figures for last 28 trade postions:
20 winners, average winner +15.6%
8 losers, average loser = -4.6%
Win/Loss ratio = 14.1/4.6 = 3.39
Probability of winner = 71.4%
WINNERS:
AWX +44.5%
ADBE +42.9%
AAPL +26.1%
RIMM +22.46%
AAPL +21.2%
TOL +20.8%
ORCL +19.42%
DDR +18.6%
NVAX +13.9%
GOOG +12.4%
ACI +12.1%
STKL +10.8%
QQQQ +9.7%
NKE +8.5%
SPIL +8.4%
FDX +8.4%
CMG +6.1%
HOG +2.4%
AEOS +2%
BUD +1%
Average winner = +15.6%
LOSERS
SWHC -0.08%
USAK -1.05%
ARRS -1.6%
AKAM -3.3%
KNOL -4.4%
DCI -6.4%
KLIC -10.8%
IMCL stopped out -9%
Average loser = -4.6%
Win/Loss ratio = 14.1/4.6 = 3.1
Probability of winner = 71.4%
Equity Curve:
Previous entry in late October, 2006:
Well, for August 1 2006 through Oct 23 2006 the average return was +4.14% profit per stock (trade assumptions and rules mentioned in paragraph 12 here). This is from a sample of 62 technical trade setups mentioned. But remember that a full 1/3rd of the open positions (16) are shorts! See this post for details, summarized below:
Probability of success (positive % trade) was 61% (38 from 62).
Stop out percentage was 22.6% (14 from 62).
Average stopout was -4.6%. Average open loser (10 positions) was -4.8%.
Overall it’s not a bad effort. It does underperform the broader market’s bullish trend in the last 3 months. Obviously the short positions are the cause of that. 12 of the 14 stopouts were shorts! And of the 10 open negative positions, 5 of them are shorts.
Curiously and agonizingly enough, the 2 long play stopouts were for MTEX, a Mr.Market final pick, and STEC, the best parabolic performer of one of IIC100 lists. Unbelievable lol!
But to sum up, considering a third of the open portfolio are shorts, and 86% of the stopouts were shorts, it’s actually a remarkable feat that the portfolio is so green after the very very bullish nature of the markets lately. In a sidways or bearish market, can you imagine how much better things would be! I can.
Best to all.