dashover
229 posts
msg #117130
- Ignore dashover |
11/30/2013 3:04:36 PM
symlist(spy,iwm,efa,agg)
sort on column 5 descending
set{diff2,close minus close 90 days ago}
set{diff2%,diff2 / close 90 days ago}
set{ratio90,diff2% * 100}
add column ratio90
---------
Actually I sorted every 30 period by the ratio 90 ; So I was using the strongest ETF over the last 90 days each 30 day period
I thought?
Dash
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Kevin_in_GA
4,599 posts
msg #117131
- Ignore Kevin_in_GA |
11/30/2013 3:27:16 PM
Sort of - SF uses trading days, not calendar days. There are 252 trading days per year, so a three month look back is actually only 63 days.
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amtmail
34 posts
msg #117132
- Ignore amtmail |
11/30/2013 5:59:18 PM
Kevin, please is it the filter in page 43?
how much the holding period 1 month or 3 months ?
thanks
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Kevin_in_GA
4,599 posts
msg #117133
- Ignore Kevin_in_GA |
11/30/2013 8:39:28 PM
It is the filter at the top of this page - just move the offset date as needed.
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jimmyjazz
102 posts
msg #117141
- Ignore jimmyjazz |
12/1/2013 10:57:38 AM
amtmail, Kevin also provided this link a few weeks ago. Just bookmark it and review after the close of trading on the last day of each month, investing in the ETF with the best 3-month performance:
http://finance.yahoo.com/echarts?s=SPY+Interactive#symbol=spy;range=3m;compare=iwm+efa+agg;indicator=volume;charttype=area;crosshair=on;ohlcvalues=0;logscale=off;source=undefined;
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amtmail
34 posts
msg #117164
- Ignore amtmail
modified |
12/3/2013 12:12:59 AM
Kevin , do you feel that adding QQQ will be more profitable ?
did you back test it ?
See this link
http://finance.yahoo.com/echarts?s=SPY+Interactive#symbol=spy;range=3m;compare=iwm+efa+agg+qqq;indicator=volume;charttype=area;crosshair=on;ohlcvalues=0;logscale=off;source=undefined;
Thank you
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jimmyjazz
102 posts
msg #117310
- Ignore jimmyjazz |
12/10/2013 9:27:01 AM
FYI:
SPY has overtaken IWM. This doesn't mean anyone should exit IWM and jump into SPY, because the system looks at month-end data only. Just a heads-up.
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amtmail
34 posts
msg #117498
- Ignore amtmail |
12/23/2013 6:31:45 PM
My question is , if i will use parabolic SAR to get in and out of the stock during the month? is it possible to increase the profit and avoid loss?
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Kevin_in_GA
4,599 posts
msg #117499
- Ignore Kevin_in_GA |
12/23/2013 8:50:14 PM
That is not what this system is about.
You can modify it as you wish, and share the results. My guess is that if you do as you suggest you will end up getting whipsawed and make less profit.
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davesaint86
726 posts
msg #117538
- Ignore davesaint86 |
12/27/2013 11:18:32 AM
Kevin,
Just want to thank you for this filter. It's so simple and quick. I wish I knew and understood the 3-month relative strength concept when I first starting contributing to my 401k. There is no doubt I would have way over a million dollars in my account right now. Happy new year.
Davesaint
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