oex trading strategies 1992-1997

Trading Sys: OEX

4/92 - 5/97:

sys: P/L: prof n max DD PF

rsi(5d) 40/75 3% max loss

"388.1k 76% 45 3.34 pf - 17 ds avg win, 10 avg"

2ds dn - b stop h[1] 1% stop

373.1k 45% 187 2.45 pf 5ds/ 1d 3:1 w:l

Parabolic Accfac = .15 weekly

368.6k 67% 15 9.77 pf - 14 w win/ 4 w loser

MA hi/lo(10) + lim

330.5k 53% 30 4.46 pf - 37 ds win/ 12 loser

MA Xover 10 45

320.0k 71% 7 16.51 pf - 162 ds win/ 24 loser

new high 52w 7% stop

295.2k 75% 4 trades 28.2 pf 39w/ 31w

Stoch price 9 day .25 - .75 8ds max

285.7k 82% 93 -26.3k 3.22 4 bars in winner

Rollg Sto LR 30d / .5 SD 5% max loss

268.9k 81% 58 -31.8k 3.64 7/15 ds avg

Sperandeo daily

237.5k 39% 174-25.2k 2.12

"MA(10,l) ma(8,h) 10% stop ma10 > ma30 max ds = 9"

"231.5k 78% 100 - 3ds avge, 8ds avge loser"

MACD MA 12/26

180.0k 50% 8 -38.1k 6.44

MACD9/12 153.6k 57% 14 -31.3 4.06

AD 25/10 150.3k 52% 63 -57.2 1.71

Triple 83.6k 34% 71 -43.1k 1.76

7/83 - 12/95

sys: P/L: prof n max DD PF

rsi(5d) 30/75 3% max loss

32.8k 64% 100 2.06 pf - 17 ds avg

rsi(5d) 25/75 5% max loss

32.4k 80% 66 3.08 pf - 20ds avg win

MACD MA wkly

+13/26/10 32.9k 69% 16 -1.6k 7.45

*12/26 30.9k 56% 34 -3.9k 3.62

rsi(4 weeks) 25/75 with -9% max loss ->

28.3k 100% 15 wks in winners

Rollg Stock - LR *45/1.5 SD max bars: 25 max loss 7%

25.0k 82% 49 -2k 5.03

*Sto(8) 22.1k 79% 103-1.4k 2.63 (.03 max loss 13ds)

avge 5ds winner

Sperandeo Score w/ 2d xit

70 thres 21.2k 67% 892-5.8k 1.29 - very volatile

MACD His wkly

12/26 26.0k 59% 22 -3.6k 5.78

"sto(8) 25/75 3% stop loss, 13 ds max"

21.7k 79% 103 - 5ds avge

sto scalp 9d .25/.75 max loss = .07 max bars = 19

16.3k 77% 150 -2.5k 1.72 4 ds avg winner

"ma(9,l) ma(9,h) 7% stop"

18.8k 78% 228 - 3ds avge

"wkly: ma(10,l) ma(12,h) 7% stop"

20.1k 90% 49 2 weeks avge - Crash screwed up #s

LR w/ MAB 40/1.5 max 13ds 15% loss

9.5k 82% 22 2.22 pf - 5ds avg Crash 87

distorted - options wl not b prob