Jack Hershey PVT System Testing (moderated)

Discussion in 'Strategy Building' started by vikana, Jun 29, 2008.

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  1. As Jack noted, my post supported your claim ... so hey Vik, how's the testing going?

    If you find anything really juicy, will you come back here and post the code that you used to discover it?
     
    #81     Jul 1, 2008
  2. I suppose that next you'll tell us the sun revolves around the earth...

    The paper says NOTHING about it... get a life and stop trying to tell us that black is white and white is black.


     
    #82     Jul 1, 2008
  3. Vienna

    Vienna

    One more thing: you claim that the screening was "added after-the-fact because they didn't like the results".

    Even a cursory reading of the countless postings of JH would show that this was around long before you did your backtest. Actually, if you are a young guy, I would guess that something similar to this was probably already part of Jack's methodology before you were born...
     
    #83     Jul 1, 2008
  4. Yes of course. However, a previous poster implied that I had responded to a troll, when in fact, I had not. I responded to you, and since I don't have you on any troll list, I felt the need to clarify.

    Good Trading to you.

    - Spydertrader
     
    #84     Jul 1, 2008
  5. I hear a lot about how important the "final universe" is... could anyone please intelligently and objectively explain why the final universe stocks slightly underperformed the indices in June?

    http://www.elitetrader.com/vb/showthread.php?s=&postid=1978460#post1978460
    http://www.elitetrader.com/vb/showthread.php?s=&postid=1978465#post1978465

    I acknowledge that there might be synergy between the other PVT rules and the universe. HOWEVER the fact that this critical group underperformed is a big red flag to me and my guess is that there is NOT synergy.

    Vikana -- may I suggest that when the other PVT rules are coded that we also test them on random groups of stocks and compare those results to trading the stocks of the universe?
     
    #85     Jul 1, 2008
  6. No! You misinterpreted what I was saying. The screening requirement was NOT in Jack's paper and I was testing what was in Jack's paper. After I published my results I was told I should have screened the stocks first. Because that requirement wasn't in the original paper, I said they added it after-the-fact in an attempt to discredit my test. I never said they developed the screening and universe concepts because of me and my backtests. Look at it this way... if I publish a system here with 3 rules and someone tests it and the results suck, I can't say oh you forrgot rules 4, 5 and 6.
     
    #86     Jul 1, 2008
  7. #87     Jul 1, 2008
  8. My comments stand

    Get your act together or move to another site where your biased bull is accepted.

    Clearly you don't have any interest in getting correct data

    Your interest is in winning, by whatever means you can

    Why don't YOU stay on topic for once
     
    #88     Jul 1, 2008
  9. The Final Universe represents stocks which cycle a minimum of five times in six months for 20% or greater gains developing across six to eight days.

    One obtains this list of stocks by culling all stocks traded on AMEX, NASDAQ and NYSE using the fundamental criteria published here. Once obtained, one then uses the technical criteria to buy and sell.

    One does not, as you have done once again, arbitraily create buy and sell parameters to buy June 1st and sell on the final day of the month.

    Why you would choose to test a group of stocks against another set of parameters, rather than, use the parameters you've been told to use numerous times, I fail to comprehend.

    So why not, rather than once again dig in your high heels, test the final universe stocks with your 'code' and let everyone know how the results turn out.

    - Spydertrader
     
    #89     Jul 1, 2008
  10. Your comments stand, and so does the fact that you're a biased ignoramus and blowhard. Move to another site yourself where your lies are accepted.
     
    #90     Jul 1, 2008
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