StockStalker Releases Historic Scoring Performance - 7 Years of Back-Testable Data

Discussion in 'Data Sets and Feeds' started by David Kwinter, Feb 18, 2004.

  1. Historic data produced by StockStalker's proprietary algorithm has been released and is available to subscribers and trial users.

    Such data is end-of-day and consists of a comma-separated-values (CSV) file containing StockStalker's daily lists of stocks and their scores. (see http://www.stockstalker.com/program_scoring.html)

    StockStalker's valuable scoring data can now can be independently backtested and integrated by custom systems developers.

    StockStalker is a reversal-based strategy which benefits from increased participation.


    An example backtest using the rules:
    - enter positions in all stocks with score >= 12 & liquidity >= 20M dollar-volume
    - enter next day at open
    - exit at close on 5th day

    Year, Average Return Per Trade, Trades Per Year
    1997, 0.792%, 113
    1998, 1.484%, 205
    1999, 0.758%, 178
    2000, 1.686%, 380
    2001, 2.262%, 405
    2002, 2.683%, 345
    2003, 1.016%, 486


    The data is presented in the following format:

    (DATE=YYYYMMDD),SYMBOL;(HIGH=SHORT/LOW=BUY);SCORE;(LIQUIDITY=60 DAY MEDIAN DOLLAR VOLUME),...


    19970102,ABX;LOW;3;30589950,AET;HIGH;4S;49967213..
    .
    .
    20040212,ADBE;HIGH;8;122873825,ADCT;LOW;3S;42454880..
    20040213,ADBE;HIGH;9;122873825,ADP;HIGH;3;78136230..
    20040217,ADBE;HIGH;10;122541840,ADP;HIGH;4;78136230..
     
  2. "- Stocks categorized as "Buy Candidates" may have experienced recent price
    decline. This can be caused by many factors not represented in this program,
    many of which may persist for months or even years.

    - Stocks categorized as "Sell Candidates" may have experienced recent price
    increase. This can be caused by many factors not represented in this program,
    many of which may persist for months or even years."

    So are you saying that if it weren't for the market, then none of the trades would be losers? ROFL.
     
  3. Those statements in our disclaimer exist to prevent liability in the event that someone doesn't manage their risk and would try to avoid responsibility for their trades.

    Beyond that, I am curious to know what you actually mean..
     
  4. Although there is a consistent edge in the scoring system, lower scoring stocks often have projections which can be insightful and are easy to find using keyboard navigable charting.
     
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  5. .. and another, with oscillation.
     
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  6. David,
    In the example of JCP it seemed clear that your projections were calling for a decisive decline. Over the next few weeks this will be easy for ET members to verify.
    However, in the case of MAS it is unclear what you are trying to say/show. According to your projections it could go up, down or sideways? Please clarify...

    BTW is it possible to do a S.S. trial without offering out credit card info and other personal details?
     


  7. Hi Lightningsmurf,

    Yes, JCP does look like a good short - give it a few days and it should be profitable however I will post other screenshots for you to follow aswell.

    MAS does not have the same congruent projections as JCP, however it has been my experience that stocks which have consistent up/down price movement which parallels oscillation of the indicator can be predictable as well. See http://www.stockstalker.com/program_oscillation.html for some examples.

    Yes, the signup form for the free trial requires no credit card information whatsoever. Above all we do need a real email address and phone number as alternative verifiable identification.

    Please give the trial a trial, it's easy, profitable and even a little fun to use.
     
  8. For systems traders, a quantitative pick right now could be PEP with a score of 12.
     
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  9. NVEC is currently the only buy candidate with a score >= 12
     
  10. Where is the data file. I can't seem to find it on your site. Sorry if it is obvious and I'm just missing it.


    m

     
    #10     Feb 19, 2004