Friday, August 17, 2007

Relative strength switching strategy 91-96

Relative Strength
or weekly:
div sec1/sec2 by 10 wk ma; b sec1 if > 2%, s if < 1%
29,417 v. 20,884 b+h (5k in ea) prnhx v prasx
39,571 v. 36,043 b+h (5k in ea) fsvlx v fselx
117,279 v. 23,985 b+h bby v chv (using 10%/-10%)
49,899 v 23,290 per computer
71,401 v.23,985 if use b stop instead of mkt o
b stop oh sec if b sig
s stop this sec if s sig
31,562 v.27,660 TWCUX v PRESX
23,046 v 16,900 prasx v vle
b sec1 when sec1/sec2*100 < 50 d ma
b sec2 o/w

Prnhx v prasx, 8/91-8/96: 10k -> 28,702 v. 21,604 b+h

No comments:

Post a Comment