tmanbone
124 posts
msg #81163
- Ignore tmanbone |
10/15/2009 7:58:29 PM
Nice work Kevin.
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jnafach
74 posts
msg #81176
- Ignore jnafach |
10/15/2009 10:47:14 PM
I am not sure how running this but even for example Nv 3 the winner is SKFand not SRS
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Kevin_in_GA
4,599 posts
msg #81191
- Ignore Kevin_in_GA |
10/16/2009 7:46:56 AM
Please remember that to check for the week of 11/3, you must use the data from 10/31 (the friday before) since that is the weekend data. any data from 11/3 includes the results from the close on 11/3 which would skew the data.
I get the following for 10/31:
9 results from: Friday October 31, 2008
Symbol Last Chg(%) Vol performance reward risk 4 wk reward 4 wk risk 13 wk reward 13 wk risk Since(%) Analysis Chart
SMN - UltraShort Basic Ma... 70.20 -2.90 4975400 1.66 3.00 1.81 4.00 3.00 13.00 4.00 -86.47 historical 3m , 6m , 1y , 2y
SKF - UltraShort Financia... 124.38 -9.36 18375800 2.24 2.92 1.31 4.00 2.00 12.00 4.00 -81.69 historical 3m , 6m , 1y , 2y
SRS - UltraShort Real Est... 115.47 -12.37 4935400 2.24 2.92 1.31 4.00 2.00 12.00 4.00
Actually looks like SMN is the winner, since it has the highest reward score (which is the first selection criterion). Looking at the charts, the result is no different - still hits the 5% gain without breaking a sweat.
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Kevin_in_GA
4,599 posts
msg #81342
- Ignore Kevin_in_GA |
10/18/2009 1:39:49 PM
THE TOP 3 FOR THIS WEEK:
CNO: REWARD IS 3.00, RISK IS 1.31 (R/R = 2.29)
MED: REWARD IS 3.00, RISK IS 0.15 (R/R = 19.50)
KFN: REWARD IS 3.00, RISK IS 0.65 (R/R = 4.59)
NOTE: These are the only stocks rated a 3.00 this week. There were 7 last week.
Last week's top 3 choices (BZ, FCH, MED) did not do all that well - only MED hit its 5% target (and just barely - it's weekly high was exactly 5% from its open, which means if you had any slippage in your buy order, the 5% target was not filled).
Good luck to all.
Kevin
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durgin
60 posts
msg #81346
- Ignore durgin |
10/18/2009 3:16:11 PM
Hi Kevin
In the first message, you say that the theoretical return = 1164% per annum. I'm wondering how one figures that out -- a calculation or a table???
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Kevin_in_GA
4,599 posts
msg #81349
- Ignore Kevin_in_GA |
10/18/2009 3:53:43 PM
calculation: 1.05 raised to the 52nd power.
1.05^52 = 12.643 or 1264.3%. Subtract out your original 100% investment and there you go.
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durgin
60 posts
msg #81355
- Ignore durgin |
10/18/2009 5:15:11 PM
Thanks!
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Kevin_in_GA
4,599 posts
msg #81367
- Ignore Kevin_in_GA |
10/19/2009 8:53:11 AM
CNO is up +1.53% in pre-market.
MED was down -0.25% in AH trading Friday night.
KFN was down -0.40% in AH trading on Friday.
Market futures are all up about 0.5% righ now - waiting on AAPL earnings.
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Kevin_in_GA
4,599 posts
msg #81374
- Ignore Kevin_in_GA
modified |
10/19/2009 10:31:04 AM
KFN opened at $5.04, and hit a high of $5.33 by 10 AM (the 5% threshold was only $5.29). Target hit!
MED opened at $24.14. It's target is $25.35. CLOSED AT $24.65
CNO opened at $6.71. It's target is $7.04 (also its current 52 week high). CLOSED AT $6.54
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Kevin_in_GA
4,599 posts
msg #81376
- Ignore Kevin_in_GA |
10/19/2009 10:50:56 AM
FUQI also kicking ass today. A long time 5% runner (22 straight weeks before last week's miss).
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