Trading: Ranking Systems
For Fid funds, if sort by MACD/c x MACD>ma(MACD)? q wk
Yr Top 3: Top 5: S&P: dif:
89 24.6% 24.6% 27.3 -2.7%
90 18 17 -7 24%
91 51.5 56.5 23.6 22.9
92 9.6 19.2 8.2 11%
93 41.9 35.1 7.5 27.6
94 2.2 1.8 1.0 0.8
95 26.2 30.5 37.0 -6.5
96* -4.4 -2.6 9.8*
through 8/96
10k => 43.4 48.4 25.8
avg 20.9 22.6 13.0
std 17.8 17.6 13.7
avg/std 1.17 1.28 0.95
For stocks:
1/1/98 - 7/98: +35% v 18% spx
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