|
PureBytes Links
Trading Reference Links
|
Uh ohhh ... Systems from Ultra ...
As presented therein I get the results below, what did you do to it
to improve it ?
-------------------------------------------------------------------
Closed Trades:
-------------------------------------------------------------------
Total Closed Trades: 78 (1.28/yr)
Winning Trades: 69.23%
Largest Gain: +68.39%
Largest Loss: -8.83%
Ave. Gain Per Trade: +6.80%
Max. Drawdown (peaks): -22.98% on 08/11/48
Max. Drawdown (entry): -15.03% on 04/04/01
Max. Drawdown (real) : -20.31% on 08/13/48
Total Gain: +9205.71%
CAR: +7.74%
Percent Invested: 44.63%
CAR While Invested: +18.18%
Ulcer Index: 6.27%
UI While Invested: 1.50%
-------------------------------------------------------------------
--- In amibroker@xxxxxxxxxxxxxxx, profitok <profitok@xxxx> wrote:
> Hello
> have no experience in coding
> but this one is very nice
> Ben
>
> ** YROC, a simple but powerful system. **
>
> YROC is an econometric system first introduced into
> ULTRA in 1995. Since 1942, it has outperformed the
> SP500 by a wide margin with far less risk.
>
> A $1000 investment in 1942 managed by YROC trading
> the SP500 would now be $635,702 while the same
> investment buying and holding the SP500 would only
> be $99,721.
>
> If you had traded YROC since the market top in 2000
> you'd be showing a small gain instead of the -40%
> the SP500 now shows over the same period.
>
> YROC Formula.
>
> 1. TB < TB (24 weeks ago)
> 2. GB < GB (24 weeks ago)
> 3. C_CPI < C_CPI (24 weeks ago)
>
> Where:
> TB = 90 day Treasury Bill
> GB = 30 year Treasury Bond
> C_CPI = Change in the Consumer Price Index from the
> previous month.
>
> Buy if two or more of 1-3 above are true.
> Sell otherwise.
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Make Money Online Auctions! Make $500.00 or We Will Give You Thirty Dollars for Trying!
http://us.click.yahoo.com/yMx78A/fNtFAA/i5gGAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|