April 22, 2011

To make the point that the first stock selection was not a fluke, I did the same test with a different group of stocks. The same selection method: again 43 stocks being view and analyzed by WL members at the time. The same script as used in the first test was used. The performance results follow:

Gyro Test

 (click to enlarge)

What I would like to emphasize are the trading statistics. The average profit compared to the average loss is definitely to the trader's advantage. The script seems to have more than a tendency to let the profits run while limiting the losses. And the average loss per trade is more than tolerable in this trading scenario. We all have seen a lot worse!

Here are the charts generated on the old Wealth-Lab 4 website:  

(click to enlarge) 

AAU AKAM ARUN ASYS
ATML BIDU CAM CAT
COOL ETN FFIV FIRE
GMCR HK HNL IDCC
IGTE LTXC LULU MELI
MENT MFL MGH MSN
NDSN PFCB PNRA PTI
QCOR QLTY REDF RVBD
SCSS SF SFLY SHS
SPRD SVVS TLEO TPX
UA UTEK VSEA  

( click to enlarge)


 Created on ... April 22, 2011,   © Guy R. Fleury. All rights reserved.