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Longs for 1/16/2006 AAI ARNA DCEL DRYS LEA NVTL OSTK PETC PIR SIRF

The entry prices of thse positions are: Symbol Share Price ONXX 400 27.19 AMR 500 20.25 ELOS 400 27.15

We enter three long positions tomorrow, 1/13/2006 ONXX,AMR,ELOS

Yes, CELL does not fit into the category of “nobody wants to buy long. It is still picked up by the system as a long entry based on probability. However, many stocks will be picked up due to their oversold situations as you will see down the road. The number of 11 days was optimized based...

Boght long positions on 1/12/2006. Symbol Share Price NTMD 900 12.88 FRNT 1500 7.77 DESC 1300 8.89 CELL 600 19.79 SFCC 600 18.14 LPNT 300 30.01 I will send the list for tommorow later.

All I can say is based on probability. PM me your system. If it is simple, I can get back to you over the weekend.

These are for long positions.

Stocks for 1/12/2006 NTMD,FRNT,DESC,CELL,SFCC,LPNT;

Mostly not short/long at the same time, longs are biased. Months of Jan, May, Aug, Oct-Dec are mainly for long, some other months are for shorts. All are dependent on market condition (using my own indicator). Lowtrades.com, RML and others offer $3/per trade. Izone for $5/trade. You can...

Thanks for the questions to help me explain the procedure. Let us first discuss the situation when the stock is picked by the system again the following day. If it drops 3%+ from your previous entry point, you add it as a NEW position and sell it after 11 days. If it drops less than 1% from...

Yes, if it drops more than 3% in the following day. 1% of the total capital. The worst case will be that you have 11% of the capital for one stock, of course, it is not likely. For this thread, I use EOD data so that people can keep track on them easily.

Thanks for the comments. I design/backtest many systems based on common indicators such as MA, Stochastics, OBV, MACD, ADX etc, they all did not work out well in terms of annual average return and Sharp ratio. The system I introduced here uses a very different approach. It is mainly based...

Here are the long entries on 1/11/06 Symbol Share Price TRCA 1600 7.21 FRNT 1500 7.89 JBLU 800 14.06 KOSP 200 49.34 LIOX 1700 6.76 PGIC 1400 8.26 SIL 800 14.61

Thanks for the question. Without talking too much details of the system, the general ideas of the entry/exit criteria are: Entry: Buy long when stocks are oversold, i.e., nobody wants to have them. Sell short when stocks are overbought. The final selection is dependent on market...

1/11/2006 Long Signal: TRCA, FRNT, JBLU, KOSP, LIOX, PGIC, SIL

A few more issues about the system: 1. Monthly max drawdown: -14.1%. 2. Stop loss: Not implemented. 3. Position size: 2% of the total capital at most. 4. Margin: Not used in the...

Simulated performance of the system Year Annual Return% 1990 32.8 1991 27.4 1992 16.9 1993 11.4 1994 6.2 1995 17.5 1996 23.3 1997 1.5 1998 56.0 1999 54.8...

I initiate a journal here as my New Year resolution to discuss one of my trading strategies. The object of this strategy is to generate 15~20% annual return by swing trading US stocks without too much stress. The strategy is based on EOD data and generates entry signals at the end of day. We...

Just wondering where I can get daily institutional buy/sell activities. The forms of 13D,13F and etc have some quarterly information. Thanks, Jim

Could someone share with me the eIBD archive? I lost my archive due to a computer crash. Regards, Jim