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Re: lerogee post# 5

Sunday, 11/20/2011 1:41:00 AM

Sunday, November 20, 2011 1:41:00 AM

Post# of 18
use the 4 hour 2 period rsi> this will pick every top and bottom> topa are usauall 90-99% and bottoms <10%>graph>the last 5 tops have been 91-98% and the last 5 bottoms 1-7%
http://screencast.com/t/6TdyYCG71vXI

http://screencast.com/t/haHnDki14

here is my back testing using the weekly rsi-2 bottom on 10-3-2011 on all thr long ets>
erformance results for your filter covering the dates:
Monday October 3, 2011 to Friday November 18, 2011

Change Offset
<< Week · Day Previous Next Day · Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +2.00% 155 (+3.17%) 55 (-1.30%)

0 +2.95% +0.00%
2 Days +4.26% 185 (+4.93%) 24 (-0.78%)

1 +5.34% +0.00%
3 Days +6.97% 200 (+7.33%) 7 (-0.32%)

3 +7.32% +0.00%
4 Days +5.61% 196 (+6.06%) 12 (-0.89%)

2 +6.14% +0.00%
1 Week +9.83% 204 (+10.14%) 6 (-0.67%)

0 +9.86% +0.00%
1 Month +18.13% 206 (+18.50%) 2 (-1.14%)

2 +15.50% +0.00%
Current +12.27% 198 (+13.15%) 11 (-2.29%)

short etfs going down>erformance results for your filter covering the dates:
Monday October 3, 2011 to Friday November 18, 2011

Change Offset
<< Week · Day Previous Next Day · Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day -4.97% 1 (+6.87%) 14 (-5.81%)

0 +2.95% +0.00%
2 Days -8.16% 0 (n/a) 15 (-8.16%)

0 +5.34% +0.00%
3 Days -12.15% 0 (n/a) 15 (-12.15%)

0 +7.32% +0.00%
4 Days -10.08% 0 (n/a) 15 (-10.08%)

0 +6.14% +0.00%
1 Week -16.46% 0 (n/a) 15 (-16.46%)

0 +9.86% +0.00%
1 Month -28.93% 0 (n/a) 15 (-28.93%)

0 +15.50% +0.00%
Current -23.98% 0 (n/a) 15 (-23.98%)

0 +10.13% +0.00%
15 matching stocks
here are the long etfs if you said weekly rsi(2) below 10
after 1 month you had 145 winners and 1 loser>

Performance results for your filter covering the dates:
Monday October 3, 2011 to Friday November 18, 2011

Change Offset
<< Week · Day Previous Next Day · Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +1.86% 105 (+3.14%) 42 (-1.34%)

0 +2.95% +0.00%
2 Days +4.13% 126 (+4.95%) 20 (-0.77%)

1 +5.34% +0.00%
3 Days +6.87% 139 (+7.27%) 6 (-0.29%)

2 +7.32% +0.00%
4 Days +5.52% 137 (+5.98%) 9 (-0.84%)

1 +6.14% +0.00%
1 Week +9.74% 142 (+10.10%) 5 (-0.64%)

0 +9.86% +0.00%
1 Month +18.65% 145 (+18.92%) 1 (-1.92%)

1 +15.50% +0.00%
Current +12.74% 137 (+13.85%) 10 (-2.48%)

0 +10.13% +0.00%
147 matching stocks


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