Quote Originally Posted by shawn_molodow View Post
Hi Pascal,

I am very interested in your work here, and the early results look like there is a lot of potential.

If I were running a sample portfolio based on this work, can you give me a sense of how many individual names would be emerging from the best long picks? and, for about how long would I be holding them? until they fall out of the list? etc.

I am not looking for a detailed answered, just curious on approximates..

Much thanks,

Shawn
The list of trades is in the attached file.
Note that this is only a stock picking algo. It is not a trade management system. Hence, no stop loss, nor profit taking target has been used.

Because 20DMF can sometimes be long (between 1 day and 130 days,) whenever a signal reaches 20Day, we close all the trades and open new ones with the best setting of that day. That way, we stay tuned with the 20Day measurement pattern of the process.

I will soon test this stocks picking rotation with a one week rotation period instead of 20 days. The reason for this is that usually, when good opportunities are detected, they only last for a few days and then they start to go sideways or pull-back.

Stocks Picking trades June 18.xls

Pascal