Sorry Sbaxman - I didn't provide complete setup yesterday:
buy at close of the last day of the positive month
(close>close[22]) and today close<today open. Exit at the
close of next trading day. Average yearly return is
2.54% with only -2.79% draw down and only 2 years with
negative return (since 1995). Number of winners:77 average win:0.9%
max consecutive winner 13. Number of losers:22 average loss:-0.57%
max consecutive loser 3. If you interested I can send you
report for this setup in html.
One more improvement
Negative days on the last day of the trading month
Posted by sbaxman111 on 31st of Jul 2017 at 10:12 pm
Can you provide more detail please into what ideas you have. Thanks
NEG DAYS
Posted by iz_bs on 1st of Aug 2017 at 11:26 am
Sorry Sbaxman - I didn't provide complete setup yesterday: buy at close of the last day of the positive month (close>close[22]) and today close<today open. Exit at the close of next trading day. Average yearly return is 2.54% with only -2.79% draw down and only 2 years with negative return (since 1995). Number of winners:77 average win:0.9% max consecutive winner 13. Number of losers:22 average loss:-0.57% max consecutive loser 3. If you interested I can send you report for this setup in html.
Thanks
Posted by sbaxman111 on 1st of Aug 2017 at 11:59 am
Thanks