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nothing really
got a letter solicitation to buy ultra
and this was presented as an example,
they have short term systems and long term
systems
currently what % of the short term is on a buy
mode?
nice Easter/Passover
Ben
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Fred
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, April 19, 2003 4:07
PM
Subject: [amibroker] Re: system
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 08/11/48Max. Drawdown
(entry): -15.03% on 04/04/01Max. Drawdown (real) :
-20.31% on 08/13/48Total
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.Send
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