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Conrad

07/21/02 8:33 AM

#4149 RE: nitelord #4142

NiteLord, Don Carlson, Anybody. Volatility with Vortex.

I think it will solve that problem. But is the performance on SYMC with 49% yield not enough to show that it can be done?

This same problem is solved with X_DEV, who got 51% on SYMC. I don't know if Don Carson made a run on SYMC but I think he will do just as good or better.

Give me any stock price list for any period. You or anyone may decide on the price behaviour, phone or real. I don't care what it is. It gives me an opportunity to test data other than what I pick.

Yesterday I made a run on Fokker(Dutch Aircraft Manufacturer) data 1995-1996 when Fokker was going belly up. The run was for 380 days. The stock was bought on 11.5 and sold on 6.1 on a Stop/Loss. The B&H was a loss of 45% annual base. The Vortex Yield was -4,4 %(annual) including the trading costs of 1%(in/out) already accounted for and interest on cash also. Without the trading cost in the calculation the yield was +8,5% !!!!!!

This Fokker thing was not an optimised run. It was a run on the actual investment I made. I will do this run again with the optimised Vortex AIM and let you know if I could have done any better.

Cio


Conrad