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.
NEG DAYS
Negative days on the last day of the trading month
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