Can you break a fundamental strategy?

Discussion in 'Strategy Development' started by vovchikpdx, Feb 18, 2008.

  1. Hello everyone,

    I think I just created a strategy based on fundamental analysis.

    My targets are a holding period of 5-6 days and average P/L per trade of 0.7%.

    Anyone would want to throw of a bunch of tickers at me I can test my strategy against? Must be stocks, not ETFs.
  2. Put your TV on CNBC and watch the ticker at the bottom. That will give you all the symbols you'll ever need.
  3. It's a holiday, no tickers. For amusement, profit factor for some popular stocks (random picks I could think of). Not bad for a strategy with almost none TA input? The only drawback it trades on average once per quarter.

    AMZN 2.64
    YHOO 3.89
    AAPL 0.92
    NFLX 1.35
    EBAY 1.61
    CCJ 1.01
    T 3.08
    Q 1.82
    PANR 1.62
    BAC 1.7
    TASR 3.02
    XOM 1.1
    LUV 0.8
    INTC 1.43
    AMD 0.43
    PFE 1.44
    CME 1.14
    BGP 1.2
    ADM 2.99
    PEIX 2.98
    FDX 2.12
    DPZ 2.32
    DISH 2.75
  4. Sample size?