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Bank Of America symbol BAC daily stock price mean reversion system test results. All tests show losses. Method is tested with 20.66 years of data.

Federal Express daily stock price mean reversion system test results. One test shows a small profit (1.26 % growth) but greatest draw down is 15.89 per cent. Method is tested with 26.31 years of data.

Bank Of America hourly stock price data tested with the mean reversion system. None of these tests show profitable results.

http://www.dailymotion.com/visited/search/jerome%20murat/video/xf9oo_jerome-murat 8 minute video Is he a magician? Is this theater? Mime? I don't know, but I think the guy is pretty good.

These are the results of trading simulations of General Motors symbol GM daily stock prices with a mean reversion system. Simulation is over a 44.55 year period. The following result is typical. I am not able to identify a combination of parameters that shows a profit. Moving Ave. Days 10...

What is your favorite stock?

The article does not describe a fully defined trading method and I have to make some changes to create a method. For example, I see no mention of the risk level used when calculating position size, or if losses are stopped, or the magnitude of the loss when taken, or the initial account equity...

Here is a copy of the SPY data that I am using for the test. I downloaded it from yahoo.com today. If we are testing this trading method as a group we might use the same data.

I can examine different time periods and have some hourly and minute data to test. Right now I am more concerned about validating my code and eliminating programming bugs.

How much initial capital did you use in the simulation? Did you intend to have overlapping trades? For example, buy on 2004-07-20 then buy again at 2004-08-09 and sell both 2004-08-26. Nothing wrong with that. Might improve the method.

Same SPY data but traded with Bollinger Band trend following system. Parameters are 400 days moving average, 0.5 standard deviations, 5 % heat. Same time period (13.97 years from 1993-01-29 to 2007-01-26.) Allowance made for commission and slippage. Number of trades 10 Total profit $ 102448...

I am writing a computer program to explore the TradingMarkets Research observations. The code that I have looks good but there might be bugs and I need to validate the program. I am testing 5 consecutive daily sessions lower closing prices for an entry signal, exit when price is greater than...

I suspect an average growth of 1 % per trading day is quite possible. Readers might verify these calculations themselves: The Cumulative Annual Growth Rate (CAGR) = (final price - initial price) / initial price / number of years. Multiply CAGR by 100 to convert to per cent. === Exxon...

Trading is not changing. People buy and sell. Same as always.

Deere stock, symbol DE tests profitably if I change the parameters a bit. Deere stock might not be the best choice for a bollinger band system. Other stocks might perform better with a bollinger band system. Using 25.04 years of daily price data from 4 January 1982 to 26 January 2007, 50 day...

You might start with FXE, a stock that tracks Euro / US Dollar exchange rate.

This article reminds me of overbought / oversold oscillator type systems that attempt to buy when the indicator reports oversold condition and sell when indicator reports overbought condition. I do not read any mention of stopping losses in the article. If losses are not stopped then I...

M3 includes eurodollars. Eurodollars are dollars in foreign bank accounts and can not be managed by the Federal Reserve Bank of the USA. Might be better to study M2. Attached is a weekly graph of Federal Funds futures prices. Federal Funds futures prices are inverse to yield; if Federal...

Is the averaging down method the same way that you traded with the fund managers?

Graph of number of trades, profit or loss, % greatest draw down for Walgreens stock symbol WAG traded with random entry followed by exit at lowest price of prior 30 sessions, 1 % risk.