grems8544
07-10-2011, 11:16 AM
Pascal,
Have you ever reviewed the AB R/R performance if you perform the calculation:
Step 1: filter on LB > NB
Step 2: =(Target to UB) / -(Target to LB)
And sort descending largest to smallest?
Step 1 appears to pick those stocks that are indeed off their LB and moving upward, and Step 2 gives an indication of potential upside compared to the LB.
Initial spot tests at major market turns in March and this last upleg look interesting; I've not done a thorough check or correlated it to the 20d MF signal.
Thoughts?
Have you ever reviewed the AB R/R performance if you perform the calculation:
Step 1: filter on LB > NB
Step 2: =(Target to UB) / -(Target to LB)
And sort descending largest to smallest?
Step 1 appears to pick those stocks that are indeed off their LB and moving upward, and Step 2 gives an indication of potential upside compared to the LB.
Initial spot tests at major market turns in March and this last upleg look interesting; I've not done a thorough check or correlated it to the 20d MF signal.
Thoughts?