Spydertrader's Jack Hershey Equities Journal

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

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  1. I have received several PM's and emails regarding KEYW - questioning why I did not post a trade signal. Let's see if we can clear up any lingering confusion on the matter.

    Of the several methods of Dry Up Volume Calculation I use to track the Watch List Stocks, only one, indicated KEYW actual volume to be at or below calculated Dry Up Volume on 2005-02-01 (the previous trading day). Using the Wealth-Lab Hershey Chartscript, KEYW returned a calculated Dry Up Volume of 65,780 and an ACTUAL volume of 100,790 on 2005-02-01 (according to my data provider). As a result of actual volume being greater than calculated dry up volume, we deem the stock to "not be in dry up." KEYW was in dry up using the "Du Cycle" method of calculating Dry Up Volume, but not using the Wealth-Lab Chartscript (again, according to my data provider).

    In the past, different data providers have returned different values of volume. Depending on which data provider you use, you may have calculated KEYW to actually be in dry up using the Wealth-Lab Hershey Chartscript, when I did not. It certainly doesn't mean you were wrong with your calculations, it only means I need to find a better data provider.

    According to my data provider, actual volume did exceed calculated dry up volume (using Dry Up Cycle Method of Dry Up Volume Calculation), but it did so after the 11:30 AM timeframe. As a result, I did not post a trade signal for KEYW, nor did I trade it.

    For those of you that did calculate KEYW to be in Dry Up, and received a trade signal, congrats on a great trade.

    I hope the above cleared up any remaining confusion.

    - Spydertrader
     
    #671     Feb 2, 2005
  2. I have initiated testing on two separate variants of The Jack Hershey Equities System. The results of these tests (using papertrades) have been positive thus far. One method seeks to create a list of stocks to watch by skipping the "three list creation" step of making lists of ones, sevens and zeros. I start with our stocktables.com sort of 90 EPS and 90 RS, then I move to eliminating all stocks outside the normal float parameters, those with negative eps and average daily volume of below 200,000 shares. Then using the G33M4K Master List, I score each stock. A buy signal generates when both price and volume begin to increase. The other method currently under review focuses on stocks currently in dry up and with a G33M4K Score of zero. The above stocks fell into these two testing categories. Additional testing is required before I can present a methodology and show a positive expectancy across an appropriate number of data points. Again, these tests are just that - an experiment. I apologize for any confusion I may have created by posting the results of these tests.

    You appear to have the 'eyeballing' aspect of dry up down pretty well. Since the above stocks were used in a test, I did not necessarily worry about Dry Up or Not in Dry Up for the above stocks. The tests were based on the criteria mentioned above, and not the 'normal' Hershey methodology. Again, I apologize for any confusion I may have created.

    I hope you find the above information useful.

    - Spydertrader
     
    #672     Feb 2, 2005
  3. 2005-02-03, Thursday - Lists

    I used RS and EPS Settings of 90 for the following lists

    Sevens - Ones - Zeros
    MFLX - ADBL - RSTI
    FRD - ANTP - JOYG
    DTPI - JUPM - MEE
    HOLX - HLIT - LCAV
    MIPS - COGT - WWCA
    PTRY - FLSH - AFFX
    TOPT - ISRG - PMTI
    BBW - ELOS - SYNA
    KEYW - NTAP
    VTIV - NGPS

    Hotlist

    ANTP
    NGPS
    KEYW
    MFLX
    ELOS
    TOPT
    FRD
    COGT
    SYNA
    ADBL
    HLIT
    MIPS
    JUPM
    PMTI

    Watch List

    GOAM - DU Cycle - DU5
    ANTP - DU Cycle - DU5
    PACT - DU Cycle
    TASR - DU Cycle
    IDSA - DU Cycle - DU5 - DU10 - DU20
    ANGO - DU Cycle
    INTN - DU Cycle - DU5
    ELOS - DU Cycle - DU5
    BCSI - DU Cycle
    COGT - DU Cycle - DU5 - DU10
    UBET - DU Cycle
    BLTI - DU Cycle
    ADBL - DU Cycle - DU5 - DU10
    HLIT - DU Cycle
    CALM - DU Cycle - DU5
    JUPM - DU Cycle
    HRT - DU Cycle

    SRVZ Wealth Lab Equations - Dry Up (with G33M4K Score)

    ANTP - 4
    EBKR - 3
    TASR - 0

    Gallas2 "Keep an Eye on These" Stocks

    FFIV (Attached)
    CALM (Attached)

    Dry Up Stocks with G33M4K Master List Score of Zero

    TASR
    ANGO
    ELOS
    COGT
    BLTI
    CALM
    HRT

    (GOAM, ANTP, NGPS, ANGO, HRT, IDSA, MT, HLIT have float outside normal parameters)

    <img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=680505>

    <img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=680507>
     
    #673     Feb 3, 2005
  4. CALM Chart
     
    #674     Feb 3, 2005
  5. FFIV Chart
     
    #675     Feb 3, 2005
  6. Just wanted to mention that I hope to come back with results over the next month or so for testing a variant of sorts. Again, my orientation is sitting in the stands with a pair of binoculars (Excel spreadsheet - i'm a simpleton) doing a periodic sweeping scan of the entire field of equities vehicles every 30 mins. The momentum of the equity vehicles are tipped off by volume, DU/FRV similar concept. Taking this one step furthur, I can relax cycle constraints and look for unusual relative volume and rank each equity according to their degree of unsualness. No doubt, this is the leader board. Better still for the trigger happy, unusual relative PRV. As I have been, I will be happy to post once I've fleshed how to systematically make the components strictly derived from the market. The intention is to compound continuously, whether a meager 1% or 2%, thus being in the market EVERY day. This does wonders for NLP knowing that a meager 1% or 2% is certainly achievable. Strangely, the difficulty for most will be committing all of the capital, the true power of compounding. Jack has had his NLP built in for a long time, hence sitting through a HVS on 6-8 day run of 10%+ is no sweat for him. No doubt I would love to reach this level, however my own NLP is limited. Compound 1% for a month (20 or so trading days). Jack opts for the 10% because he aims to MINIMIZE the effort he needs to put in to appreciate capital. Additionally, the amount of capital he enters the market would surely disturb the equities natural flow. Hence, Jack has to bleeds in to the market to avoid such disturbances. For me, I am nowhere near this level, and fortunately can glean and hit the floor 100% without disturbing (T&S notes this). I settle for 1% because the compounding is the goal. Better yet, the approach still captures the 10% INTRAday gains when they exist. The only disadvantage is the INTERday gap ups. I know... Too vague not enough detail, i'm still coding and pencil & padding all the AHA's. RELAX! It's coming... The principles are definitely sound.

    Some thought,
    G33M4K BE[\b]ginner
     
    #676     Feb 3, 2005
  7. johnc99

    johnc99

    There was a good short trade in BSCI this morning using a 25% DU signal, and another quickie short on Tuesday with ULBI. In my limited experience so far, I have noticed that the 25% signal seems be the best for shorts, since it gets you in as early as possible when the stock is dropping fast. Also, looking at the daily chart for BCSI, it looked like a pull back was in the works, and had a g33m4k score of 5, so the odds were favorable.

    I know the bread and butter trades for this methodology are to the long side but it looks very promising from the short perspective as well. Just my 2 cents. -Johnc99
     
    #677     Feb 3, 2005
  8. A significant portion of my profits in the last year resulted from 'short sale' trades of Hershey Stocks. The vast majority of my 'short trades' have lasted less than one trading day, and I often exit within a few hours. My reluctance to include a full blown discussion on shorting Hershey Stocks in this journal stems from the fact that my methodology for shorting didn't come from Jack Hershey. In addition, I have always felt that my knowledge of the 'Long Side' of the Hershey Equities Method enabled me to profit on the short side. In other words, best to focus on one area before attempting to master another.

    On another note, excellent observations on the recent short opportunities presented in the last few weeks. keep up the great work.

    - Spydertrader
     
    #678     Feb 3, 2005
  9. 2005-02-04, Friday - Lists

    I used RS and EPS Settings of 90 for the following lists

    Sevens - Ones - Zeros
    EZPW - ANTP - BBW
    BUCY - COGT - SYNA
    JOYG - WCC - MIPS
    DTPI - HLIT - MFLX
    LCBM - ELOS - UTHR
    XPRSA - NGPS - VPI
    HANS - MT - FFIV
    CCJ - CMC - TOPT
    FLSH - ADBL - ISRG
    MEE - ZEUS - LCAV

    Hotlist

    ANTP
    NGPS
    MFLX
    ELOS
    TOPT
    COGT
    SYNA
    EZPW
    ADBL
    HLIT
    MIPS
    FFIV
    HANS

    Watch List

    GOAM - DU Cycle - DU5
    ANTP - DU Cycle - DU5 - DU10
    PACT - DU Cycle
    TASR - DU Cycle
    IDSA - DU Cycle - DU5 - DU10
    KEYW - DU Cycle
    ANGO - DU Cycle - DU5 - DU10
    INTN - DU Cycle
    ELOS - DU Cycle - DU5
    TOPT - DU Cycle
    EBKR - DU Cycle
    COGT - DU Cycle
    UBET - DU Cycle - DU5
    BLTI - DU Cycle
    CALM - DU Cycle - DU5
    ESMC - DU Cycle - DU5 - DU10 - DU20
    JUPM - DU Cycle
    ULBI - DU Cycle
    HRT - DU Cycle - DU5 - DU10 - DU20
    EVCI - DU Cycle - DU5
    SINA - DU Cycle - DU5

    SRVZ Wealth Lab Equations - Dry Up (with G33M4K Score)

    ANTP - 0
    CALM - 0
    INTN - 2
    TASR - 2

    Gallas2 "Keep an Eye on These" Stocks

    ELOS (Attached)

    Dry Up Stocks with G33M4K Master List Score of Zero

    ANTP
    PACT
    ANGO
    ELOS
    TOPT
    UBET
    CALM
    JUPM
    SINA

    (GOAM, ANTP, NGPS, ANGO, HRT, IDSA, MT, HLIT have float outside normal parameters)

    <img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=681144>
     
    #679     Feb 4, 2005
  10. 2005-02-04, Friday - Trade Signal

    Actual Volume for ELOS exceeded the 25% pro-rata level of calculated Dry Up almost immediately after the open triggering a trade signal. Both MACD (+.0863) and The Stochastic Indicator (92.5155) confirmed within our normal parameters. As a result, we enter into a long position with ELOS receiving a fill price of $29.89.

    02/04/05 09:34:49 29.89 29.85 29.90 700

    Our Target Price: $32.88
    Our Initial Stop: $28.39

    If price moves in our favor we will trail price upward with an improved stop. ELOS came from the list of Dry Up Stocks that also had a G33M4K "Master List" Score of zero.

    - Spydertrader
     
    #680     Feb 4, 2005
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