ETF SWING & DAY TRADING

[tclark1]

I am coming up with similar results from my spreadsheet. I have found an 8% stop on a long position and a 30% profit level to produce these results: 1X - 48% from 1986 to 1995 and 52% from 1996 to 2005 with max draw down/loss of 13%

I have also found similar results with a HARD stop of 4% on long positions and a profit level of 30%. 1X - 50% from 1986 to 1995 and 56% from 1996 to 2005 with an obvious max draw down/loss of 4%.

By hard stop, I mean that if the stop is triggered EOD, make the program assume you sold at a hard/preset stop of 4% during the day.

I believe a hard stop set on the short side of 1.5-2% will increase results further, but I haven't finalized the programming on it yet.

Please email me a copy of the CSV file you mentioned if you have time. [e-mail]