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Using TC2000 data for the Dow stocks I constructed a simple
system based on this post.
The attached picture shows the results.
It is clear that some type of stoploss would need to be put
in place to get rid of some very, very, very bad drawdowns.
Remember, this system only trades long and is somewhat
biased by that fact. However, many of the stocks made
some of their best money in the recent rally from September.
No moneymanagement. Adding 200 shares on each signal.
Remember, this thing trades multiple signals.
Clyde
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Clyde Lee Chairman/CEO (Home of SwingMachine)
SYTECH Corporation email: clydelee@xxxxxxxxxxxx
7910 Westglen, Suite 105 Office: (713) 783-9540
Houston, TX 77063 Fax: (713) 783-1092
Details at: www.theswingmachine.com
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----- Original Message -----
From: "Volker Knapp" <vk@xxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Tuesday, January 29, 2002 11:45 PM
Subject: Compare results of a very good system (RSI)
> Hi,
>
> there has been an interesting result of a system on the wealth-lab page.
> It is a pure RSI used on a portfolio of stocks. I am/was not a fan of
Attachment:
Description: "junk.gif"
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