InvestorsHub Logo
Followers 12
Posts 927
Boards Moderated 2
Alias Born 01/21/2003

Re: stock_investor post# 1649

Friday, 02/19/2010 7:46:53 AM

Friday, February 19, 2010 7:46:53 AM

Post# of 1986
I conducted my own little experiment with the following string:

http://www.trade-ideas.com/View.php?O=2_9_0&QNLP=30&MaxPrice=100&MaxSpread=10&MinPrice=1&WN=Buying+30+Day+Low+Max+Spread+.10

It contains a Max Spread of .10 , if you'd like to run the odds and see, just duplicate this one and modify the spread accordingly.

Here are the results:

MaxSpread = .05

691 / 1468 = 47.07% up $0.01 in 30 minutes; Average winner = $0.1791, Average loser = $-0.229, Net winnings = $-19.9531, Best = $3.48, Worst = $-4.51; Casino Factor = 0.72%
Daily summary:
1/28 : -11.0700/100
1/29 : 4.5500/100
2/01 : 6.1000/100
2/02 : 4.6700/100
2/03 : 5.7700/100
2/04 : -28.9100/100
2/05 : -24.7200/100
2/08 : 6.9900/100
2/09 : 4.2600/100
2/10 : -7.2500/100
2/11 : 2.3919/100
2/12 : 8.5500/100
2/16 : 0.5750/93
2/17 : 3.8000/81
2/18 : 4.3400/94

Max Spread = .10

731 / 1493 = 48.96% up $0.01 in 30 minutes; Average winner = $0.1886, Average loser = $-0.2287, Net winnings = $-1.1631, Best = $3.68, Worst = $-4.51; Casino Factor = 13.69%
Daily summary:
1/28 : -11.3400/100
1/29 : 8.6100/100
2/01 : 7.6100/100
2/02 : 3.0400/100
2/03 : 5.8300/100
2/04 : -27.0400/100
2/05 : -19.5700/100
2/08 : 5.9000/100
2/09 : 5.0000/100
2/10 : -1.4700/100
2/11 : -0.5781/100
2/12 : 6.7800/100
2/16 : 2.1050/100
2/17 : 8.3500/93
2/18 : 5.6100/100

Number of trades increases by 25.

Nothing unexpected present.
Join InvestorsHub

Join the InvestorsHub Community

Register for free to join our community of investors and share your ideas. You will also get access to streaming quotes, interactive charts, trades, portfolio, live options flow and more tools.