The Darvas Method

[Huluriasquias]

This is the log and trades for the Oddball System applied to NYSE.

Key to columns:

Time; Yesterday ADVN; Today ADVN; SPY Price; ADVN % Change; S=Short L=Long

SPY

12/03/02

09:45: 2006 846 93.15 -57.83 S
10:00: 2111 926 93.05 -56.13 S
10:15: 1993 999 93.03 -49.87 S
10:30: 1853 1118 93.10 -39.67 S
10:45: 1732 1037 92.76 -40.13 S
11:00: 1648 1107 92.95 -32.83 S
11:15: 1684 1179 93.10 -29.99 S
11:30: 1705 1139 92.80 -33.20 S
11:45: 1719 1133 92.68 -34.09 S
12:00: 1708 1120 92.41 -34.43 S
12:15: 1755 1119 92.58 -36.24 S
12:30: 1764 1142 92.66 -35.26 S
12:45: 1811 1170 92.72 -35.39 S
13:00: 1818 1160 92.67 -36.19 S
13:15: 1796 1215 92.84 -32.35 S
13:30: 1805 1256 92.85 -30.42 S
13:45: 1749 1254 92.70 -28.30 S
14:00: 1696 1243 92.60 -26.71 S
14:15: 1687 1258 92.64 -25.43 S
14:30: 1657 1306 92.88 -21.18 S
14:45: 1685 1345 92.92 -20.18 S
15:00: 1716 1336 92.85 -22.14 S
15:15: 1683 1421 93.10 -15.57 S
15:30: 1735 1370 92.71 -21.04 S
15:45: 1778 1337 92.55 -24.80 S
16:00: 1825 1265 92.60 -30.68 S

12/04/02

09:45: 846 930 91.95 9.93 L
10:00: 926 955 91.72 3.13 L
10:15: 999 987 91.79 -1.20 S
10:30: 1118 1042 92.00 -6.80 S
10:45: 1037 1222 92.23 17.84 L
11:00: 1107 1226 92.11 10.75 L
11:15: 1179 1219 91.95 3.39 L
11:30: 1139 1158 91.85 1.67
11:45: 1133 1187 91.90 4.77 L
12:00: 1120 1272 92.14 13.57 L
12:15: 1119 1278 92.10 14.21 L
12:30: 1142 1337 92.29 17.08 L
12:45: 1170 1347 92.22 15.13 L
13:00: 1160 1430 92.33 23.28 L
13:15: 1215 1476 92.26 21.48 L
13:30: 1256 1448 92.16 15.29 L
13:45: 1254 1444 92.02 15.15 L
14:00: 1243 1377 91.78 10.78 L
14:15: 1258 1390 91.99 10.49 L
14:30: 1306 1429 92.06 9.42 L
14:45: 1345 1564 92.77 16.28 L
15:00: 1336 1641 92.80 22.83 L
15:15: 1421 1725 93.10 21.39 L
15:30: 1370 1659 92.74 21.09 L
15:45: 1337 1628 92.46 21.77 L
16:00: 1265 1578 92.34 24.74 L

12/05/02

09:45: 930 1270 92.10 36.56 L
10:00: 955 1073 91.85 12.36 L
10:15: 987 1133 91.97 14.79 L
10:30: 1042 1196 91.87 14.78 L
10:45: 1222 1059 91.48 -13.34 S
11:00: 1226 1099 91.46 -10.36 S
11:15: 1219 1037 91.20 -14.93 S
11:30: 1158 1072 91.23 -7.43 S
11:45: 1187 1130 91.35 -4.80 S
12:00: 1272 1156 91.32 -9.12 S
12:15: 1278 1157 91.37 -9.47 S
12:30: 1337 1167 91.39 -12.72 S
12:45: 1347 1194 91.31 -11.36 S
13:00: 1430 1206 91.28 -15.66 S
13:15: 1476 1232 91.29 -16.53 S
13:30: 1448 1265 91.25 -12.64 S
13:45: 1444 1339 91.58 -7.27 S
14:00: 1377 1371 91.64 -0.44 S
14:15: 1390 1491 91.87 7.27 L
14:30: 1429 1415 91.65 -0.98 S
14:45: 1564 1453 91.80 -7.10 S
15:00: 1641 1360 91.41 -17.12 S
15:15: 1725 1371 91.33 -20.52 S
15:30: 1659 1346 91.39 -18.87 S
15:45: 1628 1326 91.30 -18.55 S
16:00: 1578 1289 91.17 -18.31 S

12/06/02

09:45: 1270 760 90.55 -40.16 S
10:00: 1073 957 90.87 -10.81 S
10:15: 1133 1354 91.36 19.51 L
10:30: 1196 1314 91.03 9.87 L
10:45: 1059 1419 91.35 33.99 L
11:00: 1099 1343 91.20 22.20 L
11:15: 1037 1411 91.31 36.07 L
11:30: 1072 1450 91.32 35.26 L
11:45: 1130 1591 91.43 40.80 L
12:00: 1156 1584 91.50 37.02 L
12:15: 1157 1560 91.56 34.83 L
12:30: 1167 1628 91.64 39.50 L
12:45: 1194 1686 91.70 41.21 L
13:00: 1206 1645 91.54 36.40 L
13:15: 1232 1692 91.56 37.34 L
13:30: 1265 1752 91.60 38.50 L
13:45: 1339 1866 91.85 39.36 L
14:00: 1371 1938 91.93 41.36 L
14:15: 1491 1982 91.92 32.93 L
14:30: 1415 1955 91.80 38.16 L
14:45: 1453 1964 91.88 35.17 L
15:00: 1360 1874 91.48 37.79 L
15:15: 1371 1869 91.52 36.32 L
15:30: 1346 1840 91.30 36.70 L
15:45: 1326 1882 91.57 41.93 L
16:00: 1289 1979 91.76 53.53 L

12/09/02

09:45: 760 862 91.11 13.42 L
10:00: 957 1012 91.39 5.75 L
10:15: 1354 1042 91.01 -23.04 S
10:30: 1314 1077 90.92 -18.04 S
10:45: 1419 1124 91.00 -20.79 S
11:00: 1343 1092 90.76 -18.69 S
11:15: 1411 1107 90.84 -21.54 S
11:30: 1450 1092 90.64 -24.69 S
11:45: 1591 1044 90.42 -34.38 S
12:00: 1584 998 90.45 -36.99 S
12:15: 1560 1007 90.38 -35.45 S
12:30: 1628 995 90.37 -38.88 S
12:45: 1686 1014 90.39 -39.86 S
13:00: 1645 1018 90.54 -38.12 S
13:15: 1692 1015 90.40 -40.01 S
13:30: 1752 1002 90.35 -42.81 S
13:45: 1866 991 90.22 -46.89 S
14:00: 1938 986 90.10 -49.12 S
14:15: 1982 1020 90.38 -48.54 S
14:30: 1955 1093 90.67 -44.09 S
14:45: 1964 1047 90.40 -46.69 S
15:00: 1874 1042 90.39 -44.40 S
15:15: 1869 1053 90.49 -43.66 S
15:30: 1840 995 90.05 -45.92 S
15:45: 1882 958 89.92 -49.10 S
16:00: 1908 938 89.91 -50.84 S

12/10/02

09:45: 862 1669 90.06 93.62 L
10:00: 1012 1700 90.16 67.98 L
10:15: 1042 1760 90.22 68.91 L
10:30: 1077 1660 89.90 54.13 L
10:45: 1124 1689 90.08 50.27 L
11:00: 1092 1648 90.04 50.92 L
11:15: 1107 1750 90.17 58.08 L
11:30: 1092 1852 90.48 69.60 L
11:45: 1044 1878 90.53 79.89 L
12:00: 998 1908 90.50 91.18 L
12:15: 1007 1866 90.45 85.30 L
12:30: 995 1906 90.35 91.56 L
12:45: 1014 1891 90.35 86.49 L
13:00: 1018 1921 90.44 88.70 L
13:15: 1015 1904 90.38 87.59 L
13:30: 1002 1958 90.50 95.41 L
13:45: 991 1984 90.59 100.20 L
14:00: 986 1992 90.74 102.03 L
14:15: 1020 2008 90.60 96.86 L
14:30: 1093 2006 90.60 83.53 L
14:45: 1047 1998 90.54 90.83 L
15:00: 1042 2008 90.52 92.71 L
15:15: 1053 1981 90.39 88.13 L
15:30: 995 2034 90.77 104.42 L
15:45: 958 2249 90.99 134.76 L
16:00: 938 2249 91.06 139.77 L

Trades:

12/03/02 10:15:00 SHORT SPY @93.03
12/04/02 09:45:00 LONG SPY @91.95
12/05/02 10:45:00 SHORT SPY @91.48
12/06/02 10:10:00 LONG SPY @91.25
12/09/02 10:03:00 SHORT SPY @91.00
12/10/02 09:35:00 LONG SPY @90.18


Each trade closes the previous position, and opens a new one at the price and side shown.