Would you trade this system??

Discussion in 'Strategy Building' started by condorll, Sep 20, 2005.

  1. Sounds like some people here use IBD 100 list for screen to select stocks. I've been following the list briefly, and I've noticed these stocks can have a mind of their own separate from the market. Today, HANS and DXPE were up big in a down market.

    I'd like to hear some ideas and do some more analysis with back data. Does anyone have Excel files for past weeks. I'd really appreciate. Thanks.
     
    #71     May 1, 2006
  2. Using a current IBD list for testing over the past year is peeking. If you want to test over the last year, you need the IBD list from one year ago. It's not clear to me that's what you're doing.

    It seems alright, but you haven't talked about position sizing.

    Here is mine over the past year. I use a database of 1800 stocks filtered for liquidity only, but not fundamentals. It is entering a drawdown period - that is pretty much indicative of a top in the indices in my experience, unfortunately. I use 1% risk position sizing. With 10% equity, the results are double, but so is the drawdown. In a weak market I don't find the risk of fixed fractional acceptable.

    I am thinking of starting a journal if there is any interest, but not until there is a good sized correction in the indices. I trade the equity curve and have stopped running it right now. That is probably stupid, but...

    Before someone asks, no, I will not post the trades, but I may post them in a journal if there is interest.
     
    #72     May 4, 2006