Hi Rien,
Good point...I think the issue of adjusting for each 100-day period has been discussed previously, no? Does anyone have a method for doing this within Excel for longer term studies? Has anyone actually done a study over the long term comparing it as a single time frame vs a series of optimized 100-day periods? Gawd, I would love to steal that hard work from somebody!
More thoughts on 'all or nothing'...I am looking for an approach that works well for chump change accounts (such as mine). The stop method is blind to the amount of initial investment. It doesn't kill with commissions either because it is not nearly as active as regular X-DEV. Although it's still the craps table compared to buy-and-hold.
For the Intel example, in the 5-year period there were 24 completed trades. 17 of them reached a 10% gain before a 10% loss. Not a bad percentage at all.
Actually, 24.5 trades. Yesterday signaled a buy as dev hit 0.91. I had a limit buy order which hit nicely at 25.75. I don't get to follow the market much during the day, otherwise I would have been tempted to take the nearly 5% intraday. But the system theory is telling me I should wait to sell at either 28.33 or 23.18.
Got to crank it some more...
Reagrds,
stiv