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SteveL

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Posts: 262

Joined: 8/19/2005
Location: Boulder, CO

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/10/2010 8:25 PM
Post #21063 - In reply to #21061

This reminds of an essay question where there are many answers, but only the teacher's answer is right.

With the reversing signal, there were were 44 additional trades (plus 5 incomplete trades). 14 of them were losers.

The best trades occurred because the stock was not doing much, i.e., EMA(40) was quite flat, prior to the trade. Without the "Use Reversing Signals", the small whipsaws hid the good signals for the next 20 days.

The worst trades occurred because the stock reversed twice within 9 to 15 days (most were about 10 or 11 days between reversals). The second reversal occurred very quickly after the trade was entered.

# STOCK SIGNAL DATE GAIN/LOSS L/S
1 aa 2009-07-24 12.39% LONG
2 aa 2009-11-16 1.41% LONG
3 axp 2009-07-15 3.97% LONG
4 axp 2010-03-09 3.80% LONG
5 ba 2009-11-16 3.00% LONG
6 ba 2010-06-29 ? SHORT
7 bac 2010-01-26 0.27% SHORT
8 cat 2010-02-22 2.11% LONG
9 csco 2009-07-15 11.14% LONG
10 csco 2010-02-17 3.83% LONG
11 dd 2009-12-30 0.41% LONG
12 dd 2010-02-22 4.02% LONG
13 dd 2010-07-06 ? SHORT
14 dis 2009-07-16 2.86% LONG
15 dis 2010-02-19 5.26% LONG
16 ge 2009-11-12 3.24% LONG
17 ge 2010-01-11 -3.21% LONG
18 hd 2009-10-13 -8.14% LONG
19 hd 2010-02-11 9.18% LONG
20 hpq 2010-02-24 3.73% LONG
21 ibm 2009-07-16 4.82% LONG
22 ibm 2010-03-09 -2.68% SHORT
23 ibm 2010-07-02 ? SHORT
24 intc 2009-11-17 -0.25% LONG
25 intc 2010-02-17 0.10% LONG
26 jnj 2009-11-13 3.35% LONG
27 jpm 2009-07-15 8.11% LONG
28 jpm 2010-01-25 0.92% SHORT
29 kft 2009-11-30 -0.63% SHORT
30 kft 2009-12-18 7.31% LONG
31 kft 2010-05-11 -5.85% LONG
32 ko 2010-04-07 -1.26% SHORT
33 ko 2010-04-23 0.70% SHORT
34 mcd 2009-07-27 -0.02% SHORT
35 mcd 2010-06-14 -5.22% LONG
36 mcd 2010-06-30 ? SHORT
37 mrk 2009-11-02 -10.23% SHORT
38 mrk 2010-04-07 8.14% SHORT
39 pg 2009-07-07 5.59% LONG
40 pg 2009-08-31 2.75% LONG
41 pg 2010-01-19 2.02% LONG
42 pg 2010-02-04 3.50% LONG
43 t 2010-06-25 ? SHORT
44 trv 2009-07-23 10.96% LONG
45 trv 2010-04-22 -4.33% LONG
46 utx 2010-07-17 1.78% LONG
47 wmt 2009-11-03 -7.91% SHORT
48 xom 2009-08-11 -4.16% SHORT
49 xom 2009-08-27 -1.43% LONG

Deleting message 21063 : RE: Two "Exponential" Moving Average Crossover


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