Spydertrader's Jack Hershey Equities Journal

Discussion in 'Journals' started by Spydertrader, Sep 25, 2004.

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  1. When I posted my comments regarding NTES, I felt the chart indicated a 'gap being filled.' As a result, I felt it best to wait for a better entry. Interestingly, after the gap filled, price rebounded, as one would have anticipated. Also of interest, (at the time of this post) the low of the day ($52.44) occurred right at the trend line.

    I see from your charts, I need to draw my lines a bit further back to catch the Long Term trend, as well as, the Short Term trend. Thanks for posting your charts. They do help to improve my trading.

    - Spydertrader
     
    #421     Nov 19, 2004
  2. While NTES did look like a possible quality buy for a short term cycle, the IT resistance made me wary from taking it. I posted CDIS to show a similiar chart setup as NTES but their was more room in the IT.
     
    #422     Nov 19, 2004
  3. hpeganz

    hpeganz

    I scanned the whole day everything I could put my cursor on about Jakes methodology DKM´s xls spreadsheets have not been accessible.

    I didn´t find performance data ( how is the equity curve developing, draw downs etc.). I am used to research systems (futures) in Tradestation, wealthlab, trading recipes etc..

    I am looking for ideas for stock trading systems, so I read your journal. I wanna believe it´s exeptional but I did not find data I was looking for.

    So again it would be helpful to learn more about results you or other followers of this method - system got.

    Thank you, Helmut
     
    #423     Nov 19, 2004
  4. #424     Nov 19, 2004
  5. dkm

    dkm

    Here's the P&L from Sept '03
     
    #425     Nov 19, 2004
  6. svrz

    svrz

    This is a difficult system to back test because, first, it very much depends on fudamentals. Second, entries are made on the conditions of the 30 minute chart. The latter could be back tested but the current stocks in the Hershey universe may not have been necessary selected a few months ago.
     
    #426     Nov 19, 2004
  7. dkm

    dkm

    It is possible to operate the system on a purely EOD basis - entering at the open on the following day. Obviously this would not be as profitable as intraday entries but Jack does maintain that this is a practical alternative for those without access to 30min charts.
     
    #427     Nov 19, 2004
  8. If one understands and believes the three principles being applied with this method, backtesting is unnecessary.

    1 - Quality stocks are aggressively accumulated.

    2 - Stocks exhibit cyclicality.

    3 - Volume and price contraction precede volume and price expansion.

    That said, an excellent way to "backtest" the method is simply to look at the charts of the selections that have been posted on this thread and threads found elsewhere. Trust that all of the selections met the fundamental criteria. Also trust that the selections met the cyclicalty component. From there it is very easy to identify DU volume days and apply the entry and exit methodologies per the guidelines to historical charts.

    Once you get the universe of stocks filtered, the rest is just a matter of observation and execution.
     
    #428     Nov 19, 2004
  9. As srvz pointed out, the difficulty in 'back testing' The Hershey Equities Method stems from the ever changing nature of the Hershey Universe of stocks. Creating the initial universe out of stocks that currently rank in the top 80 to 90 percent (EPS & RS)of all stocks implies that ranking can (and frequently does) change over time. Hence, a stock traded last summer (SOHU, DRIV, LEND etc.) with excellent results, fails to appear in our list of potential trades today. Conversely, equities that failed to appear in our initial universe last summer (TASR, BAMM, GDP etc.) now regularly appear in our list of potential candidates. As inandlong pointed out, the above observation results from the cyclical nature of the Hershey Equity Universe as we attempt to place our trades with stocks that contain the highest money velocity - earn the most, the fastest.

    Much like yourself, I wanted to test the claims made by Jack Hershey under various market conditions. When I first learned of his Methods on USENET, I too needed 'proof' of results. Instead of searching for 'back tests' performed by others, I decided the best way to test the system would be to do the tests myself. As a result, I needed to learn the system first.

    Considering the VAST amount of data posted by Jack Hershey on USENET (in the Google USENET archives), Elitetrader, MSN and other web sites, combing through the extensive library of posts in a single day is amazing. The same process required several months of reading for me. Might I suggest you start again from the beginning and learn the methods involved. Only then can you create an accurate test to determine for yourself the validity of the claims made.

    I recommend you study the methods posted in the various forums and determine for yourself if this trading strategy would fit your personality. While Jack's system is not the 'Holy Grail' of trading, it does produce profitable trades on a fairly consistent basis. However, I do NOT want you to simply take my word for it. I prefer you to arrive at that conclusion on your own.

    In addition to the links provided in previous posts, I posted my 'test' results from August of 2003 in this thread:

    http://groups.msn.com/JackHersheysS..._Message=195&LastModified=4675438487580862834

    You can also find additional results posted by Max Gainz, Vorzo, Bundletrader and others in the same thread.

    Attached, please find the results for each trade taken since the start of this journal. The attached "Journal Results (all trades).xls file includes ALL trades (including short sales and the UBET trade where my mobile phone failed to receive the sell signal). While the SS Trades and the UBET trade will NOT be included in the Final Results for the Journal (to avoid the perception of impropriety and other reasons mentioned in previous posts), I include ALL results here as a matter of accuracy - full disclosure.

    While the majority of our trades have been profitable, I still feel we have room for significant improvement. As we continue to the process of 'iterative refinement,' I have full confidence our results will improve over our current levels of success.

    I appreciate the collaborative effort, and the contributions given by so many to the success of this thread. I continue to encourage input and analysis. Again, thanks to everyone reading and providing commentary.
     
    #429     Nov 20, 2004
  10. Sevens - Ones - Zeros
    VIVO - PHS - AMHC
    CIB - PETD - ARTI
    MKTW - CRDN - PTRY
    MRVL - DRIV - TKC
    DPTR - CTSH - DPTR
    SFCC - CREE - NAVR
    ---- - EAGL - LSCP
    ---- - DECK - MTEX
    ---- - ALDN - CMTL
    ---- - UNA - FFIV

    Hotlist

    ALDN
    FFIV
    NAVR
    PETD
    MKTW

    Watch List

    VSEC - DU Cycle - DU5 - DU10
    IDSA - DU Cycle
    ESMC - DU Cycle - DU5 - DU10
    LWAY - DU Cycle - DU5 - DU10 - DU20
    ANIK - DU Cycle - DU5 - DU10
    HRT - DU Cycle - DU5 - DU10
    SWIR - DU Cycle - DU5 - DU10 - DU20
    EVCI - DU Cycle - DU5 - DU10
    GDP - DU Cycle - DU5
    SMTS - DU Cycle
    SINA - DU Cycle
    PETD - DU Cycle

    SRVZ Wealth Lab Equations - Dry Up

    LIFC

    G33M4K Scores for Above Stocks

    LIFC - 2

    Gallas2 "Keep an Eye on These" Stocks

    SWIR (attached)

    (VSEC, IDSA, LWAY, HRT, NGPS & NVEC have float outside normal parameters)
     
    #430     Nov 21, 2004
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