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Let us have a closer view:
The new group of N100 [ATYT,CECO,GRMN,ISIL,LRCX,LVLT,MRVL and RIMM]
is more profitable [+231.89%] from the former group [+186.89%] or the
index itself [+154%].
The group [ADCT,BRCD,CIEN,ERICY,HGSI,ICOS,MNST and RFMD] does not
belong to the N100 anymore. Their performance was +363.55%, due to
the excellent fit of MNST [+1689%].
The final result for the new N100 is an average performance +176.74%,
slightly worse than the pre-Dec22 synthesis [+186.89%].
The timing model was the 2002system
STARTBUY=DateNum()==1020222;
STARTSELL=DateNum()==1020308;
X=26;Y=24;
Buy=BarsSince(STARTBuy)%X==0;
Sell=BarsSince(STARTSell)%Y==0;Short=Sell;Cover=Buy;
with buy/sell/short/cover at +1Open, commission 0.5%, all stops
disabled.
[The system has completed a full cycle on Nov21, 2003]
The new members are not out of the N100 former rhythms, but I could
not say they are more aggressive, as it was proposed by many analysts.
Amibroker may easily give a more objective point of view...
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> A quick but interesting ouline by the dearest Diane
> http://www.thestreet.com/_yahoo/markets/taleofthetape/10133138.html
> Dimitris Tsokakis
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