Professional Documents
Culture Documents
Technical Trading Techniques With Statistical Profitability
Technical Trading Techniques With Statistical Profitability
Technical Trading Techniques With Statistical Profitability
Timothy Todd
______________________________
Andrew Light, Ph.D.
Chairman of Thesis
______________________________
Scott Ehrhorn, M.B.A.
Committee Member
______________________________
Homer Blass, Ph.D.
Committee Member
______________________________
James Nutter, D.A.
Honors Director
______________________________
Date
Some charts will have arrows with a green B, and red arrows with a S, these refer to buying and selling signals
respectively
Figure 2. ADX
It is important to note that ADX values above 60 are rare. Registered ADX values of
below 20 indicate a weak market trend and ADX values above 40 suggest a strong trend
(Kirkpatrick & Dahlquist, 2007). Moreover, it is paramount to note that the ADX does not
indicate a bullish or bearish movement but trend in general. The ADX is also used to identify
possible points of inflection for trends. In other words, the ADX can point to the market
changing from a non-trend to a trending session and vice-versa. The ADX is a composite of two
other indicators smoothed by a moving average. These two indicators are discussed below.
Bollinger Bands
Bollinger Bands are one of the most commonly used trading indicators for technical
traders. Bollinger Bands were devised by John Bollinger to compare volatility and relative price
Standard deviation describes how the values are dispersed around an average value (Murphy, 1999)
DI Crossover
CCI crosses -100/100
Kester Moving Average
StochRSI crosses .2/.8
RSI crosses 30 and 70
Money Flow Index crosses 20 and 80 (daily)
MACD crosses 0 (Daily)
Parabolic SAR (daily)
Aroon Oscillator crosses 0 (daily)
Ultimate Oscillator crosses 30 and 70
MACD Histogram crosses 0 (daily)
Price crosses Exp. Moving Average (Daily)
Price crosses Moving Average (10 days)
Price crosses Moving Average (10 days)
Stochastic %K crosses %D
Price crosses MA Envelope with P&L stops (daily)
6 EMA/10 MA Crossover
Bollinger Breakout (Short Sell)
(866.33)
(935.20)
(1,050.01)
(1,053.11)
(1,094.74)
(1,118.33)
(1,142.32)
(1,151.13)
(1,209.36)
(1,244.60)
(1,298.66)
(1,309.21)
(1,332.77)
(1,332.77)
(1,500.24)
(1,528.84)
(1,799.85)
(2,528.22)
Program traders are traders, who set technical or mathematical entry points via computer software and trade the
same amounts per trade every time their trigger points are reached, regardless of the equity. They purport that by
using such disciplined strategies they remove human error in the decision making process.
Aroon
0.250986 Mean
0.086018 Standard Error
-0.72 Median
-1.41 Mode
4.052877 Standard Deviation
16.42582 Sample Variance
9.721123 Kurtosis
1.902943 Skewness
62.71 Range
-26.78 Minimum
35.93 Maximum
557.19 Sum
2220 Count
1614.779 Coefficient of Var
0.168683 Confidence(95.0%)
Parabolic SAR
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count
Coefficient of Var
Confidence(95.0%)
RSI
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count
Coefficient of Var
Confidence(95.0%)
%Kabove%D
0.529423778Mean
0.145019587Standard Error
-0.54 Median
-1.83 Mode
5.369642735Standard Deviation
28.8330631 Sample Variance
8.722187445Kurtosis
2.03250709 Skewness
61.64 Range
-14.62 Minimum
47.02 Maximum
725.84 Sum
1371 Count
1014.242834Coefficient of Var
0.284484665Confidence(95.0%)
EMA
0.438724 Mean
0.111947 Standard Error
-0.55 Median
-2.08 Mode
4.732315 Standard Deviation
22.3948 Sample Variance
5.878216 Kurtosis
1.27838 Skewness
61.87 Range
-26.54 Minimum
35.33 Maximum
784 Sum
1787 Count
1078.654 Coefficient of Var
0.21956 Confidence(95.0%)
0.054555 Mean
0.024898 Standard Error
-0.36 Median
0 Mode
2.222927 Standard Deviation
4.941403 Sample Variance
10.6598 Kurtosis
1.537092 Skewness
44.58 Range
-25.78 Minimum
18.8 Maximum
434.86 Sum
7971 Count
4074.633 Coefficient of Var
0.048807 Confidence(95.0%)
Bollinger BO
0.20574622 Mean
0.065636409Standard Error
-0.645 Median
-1.25 Mode
3.620132067Standard Deviation
13.10535618Sample Variance
25.34688949Kurtosis
3.366939212Skewness
76.58 Range
-26.54 Minimum
50.04 Maximum
625.88 Sum
3042 Count
1759.513285Coefficient of Var
0.128696145Confidence(95.0%)
MACDcross
MACD Hist.
1.241049 Mean
0.325861 Standard Error
-1.25 Median
-2.26 Mode
8.237269 Standard Deviation
67.8526 Sample Variance
11.63193 Kurtosis
2.689518 Skewness
80.94 Range
-14.37 Minimum
66.57 Maximum
793.03 Sum
639 Count
663.7346 Coefficient of var
0.639891 Confidence(95.0%)
CCI
-1.350592 Mean
0.423904 Standard Error
-0.14 Median
-1.35 Mode
8.881771 Standard Deviation
78.88586 Sample Variance
3.208993 Kurtosis
-1.273299 Skewness
65.85 Range
-47.31 Minimum
18.54 Maximum
-592.91 Sum
439 Count
-657.6205 Coefficient of Var
0.833139 Confidence(95.0%)
0.406501 Mean
0.125486 Standard Error
-0.835 Median
-1.82 Mode
4.965816 Standard Deviation
24.65933 Sample Variance
9.091799 Kurtosis
2.016071 Skewness
59.17 Range
-16.65 Minimum
42.52 Maximum
636.58 Sum
1566 Count
1221.601 Coefficient of Var
0.246138 Confidence(95.0%)
+/-DI
1.373681 Mean
0.215907 Standard Error
1.48 Median
0.17 Mode
5.825494 Standard Deviation
33.93638 Sample Variance
6.276794 Kurtosis
-0.886366 Skewness
62.76 Range
-38.18 Minimum
24.58 Maximum
1000.04 Sum
728 Count
424.079 Coefficient of Var
0.423876 Confidence(95.0%)
MAenvelope
Ultimate
0.611493 Mean
0.115735 Standard Error
-0.58 Median
-0.56 Mode
4.838755 Standard Deviation
23.41355 Sample Variance
19.68246 Kurtosis
3.439264 Skewness
63.58 Range
-13.6 Minimum
49.98 Maximum
1068.89 Sum
1748 Count
791.3016 Coefficient of Var
0.226993 Confidence(95.0%)
10 day SMA
6.618661 Mean
0.941129 Standard Error
7.55 Median
11.74 Mode
10.60599 Standard Deviation
112.4869 Sample Variance
3.036161 Kurtosis
-1.086692 Skewness
70.99 Range
-36.38 Minimum
34.61 Maximum
840.57 Sum
127 Count
160.2437 Coefficient of Var
1.862466 Confidence(95.0%)
0.175544872
0.056353953
-0.65
-0.68
3.301399047
10.89923567
15.05621968
2.253328758
63.29
-26.54
36.75
602.47
3432
1880.658212
0.110490763
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count
Coefficient of Var
Confidence(95.0%)
0.372807
0.119012
-1.68
-1.83
3.929184
15.43848
0.114174
0.46794
34.86
-14.09
20.77
406.36
1090
1053.945
0.233518
HIGH
LOW
6.61866 RSI
1.29564 Ultimate
7.55 RSI
11.74 RSI
13.5888 Ultimate
184.656 Ultimate
25.3469 EMA
3.43926 +/-DI
112.75 Ultimate
-13.6 +/-DI
72.01 Ultimate
1068.89 +/-DI
7971 %Kabove%D
4074.63
2.56792 Ultimate
-1.3506 Bollinger BO
0.0249 %Kabove%D
-1.68 Maenvelope
-2.26 MACDcross
2.22293 %Kabove%D
4.9414 %Kabove%D
0.11417 Maenvelope
-1.2733 Bollinger BO
34.86 Maenvelope
-47.31 Bollinger BO
18.54 Ultimate
-592.91 Bollinger BO
110 Ultimate
160.244 RSI
0.04881 %Kabove%D
6.278455
1.295643
5.7
0
13.58882
184.6559
5.637971
0.529059
112.75
-40.74
72.01
690.63
110
216.4357
2.56792
Strategy
10 Day MA
11 Day MA
12 Day MA
13 Day MA
14 Day MA
15 Day MA
16 Day MA
17 Day MA
18 Day MA
19 Day MA
20 Day MA
21 Day MA
22 Day MA
23 Day MA
24 Day MA
25 Day MA
26 Day MA
27 Day MA
28 Day MA
29 Day MA
30 Day MA
31 Day MA
32 Day MA
33 Day MA
34 Day MA
35 Day MA
36 Day MA
37 Day MA
38 Day MA
39 Day MA
40 Day MA
Profit-Loss ($) Profit-Loss % Buy&Hold Return Difference # Winners # Losers % Time in Market
3,875.92
4.23
27.43
(23.20)
28
56
45.02
65,621.73
65.62
55.20
10.42
37
61
52.58
35,530.94
35.54
(3.32)
38.86
38
65
51.32
(16,242.12)
(16.24)
61.87
(78.11)
39
84
54.61
57,656.59
57.67
158.15
(100.48)
32
79
55.41
1,068.83
1.07
(19.01)
20.08
34
77
52.79
91,327.46
91.34
203.92
(112.58)
38
68
57.23
16,546.92
16.55
1.50
15.05
35
73
53.12
5,480.53
5.48
87.02
(81.54)
39
80
56.47
27,254.81
27.26
45.49
(18.23)
37
77
50.99
61,268.06
61.27
(36.10)
97.37
29
70
46.94
(11,044.88)
(11.04)
8.28
(19.32)
33
78
50.35
40,093.47
40.10
146.48
(106.38)
33
75
54.59
(14,650.98)
(14.66)
177.36
(192.02)
39
87
57.63
22,874.95
22.88
34.17
(11.29)
33
76
52.65
17,859.03
17.87
59.74
(41.87)
31
82
48.52
(14,893.09)
(14.90)
20.55
(35.45)
29
91
50.37
32,632.56
32.63
71.58
(38.95)
32
75
56.31
45,085.44
45.10
36.83
8.27
36
62
54.32
57,246.47
57.25
255.95
(198.70)
43
62
59.58
19,110.42
19.13
33.05
(13.92)
38
72
53.06
67,222.28
67.23
87.31
(20.08)
38
66
59.42
(24,523.32)
(24.54)
(0.24)
(24.30)
36
74
52.42
24,897.19
24.90
32.54
(7.64)
35
68
51.16
(27,609.20)
(27.61)
(27.91)
0.30
30
76
46.28
(5,007.19)
(5.01)
67.22
(72.23)
38
85
57.52
5,019.11
5.02
43.76
(38.74)
36
81
50.39
10,678.88
10.68
141.41
(130.73)
37
89
57.29
279.70
0.28
8.76
(8.48)
39
79
51.64
(10,395.40)
(10.40)
(7.89)
(2.51)
31
78
47.61
17,768.11
17.77
164.14
(146.37)
37
85
58.82
Symbol
$INDU
AA
AIG
AXP
BA
C
CAT
DD
DIS
GE
GM
HD
HON
HPQ
IBM
INTC
JNJ
JPM
KO
MCD
MMM
MO
MRK
MSFT
PFE
PG
T
UTX
VZ
WMT
XOM
Symbol
DD
AA
XOM
CAT
MRK
MO
JNJ
MSFT
JPM
HON
VZ
UTX
KO
INTC
HPQ
GM
AXP
$INDU
PG
WMT
MMM
MCD
DIS
PFE
AIG
HD
GE
T
IBM
C
BA
Total
Strategy
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
15 EMA
Strategy
Profit-Loss ($) Profit-Loss % Buy&Hold Return Difference # Winners # Losers % Time in Market
2,781.86
2.96
27.43
(24.47)
27.00
47.00
45.57
40,073.93
40.07
55.20
(15.13)
29.00
61.00
53.18
49,445.33
49.46
(3.32)
52.78
26.00
53.00
53.83
(11,434.36)
(11.44)
61.87
(73.31)
29.00
78.00
57.18
61,258.80
61.27
158.15
(96.88)
30.00
57.00
60.02
109.59
0.11
(19.01)
19.12
32.00
68.00
54.98
86,718.07
86.75
203.92
(117.17)
28.00
58.00
59.31
14,859.69
14.86
1.50
13.36
26.00
67.00
52.25
12,167.82
12.17
87.02
(74.85)
29.00
69.00
59.92
27,957.70
27.96
45.49
(17.53)
36.00
77.00
53.51
44,917.21
44.92
(36.10)
81.02
23.00
57.00
47.98
21,671.90
21.68
8.28
13.40
25.00
61.00
50.34
52,239.13
52.24
146.48
(94.24)
33.00
63.00
57.28
(4,631.65)
(4.64)
177.36
(182.00)
36.00
74.00
59.65
10,217.39
10.22
34.17
(23.95)
27.00
70.00
52.54
42,489.98
42.50
59.74
(17.24)
28.00
62.00
49.63
(4,774.37)
(4.78)
20.55
(25.33)
26.00
79.00
51.49
25,915.65
25.92
71.58
(45.66)
25.00
83.00
56.73
26,304.09
26.31
36.83
(10.52)
31.00
69.00
57.56
66,223.81
66.23
255.95
(189.72)
32.00
68.00
64.07
8,471.89
8.48
33.05
(24.57)
25.00
72.00
57.34
69,045.44
69.06
87.31
(18.25)
27.00
58.00
61.24
925.92
0.92
(0.24)
1.16
29.00
71.00
54.18
(7,971.65)
(7.97)
32.54
(40.51)
23.00
79.00
51.60
(29,830.49)
(29.83)
(27.91)
(1.92)
23.00
74.00
46.77
(33.06)
(0.03)
67.22
(67.25)
30.00
72.00
62.22
5,405.28
5.40
43.76
(38.36)
29.00
72.00
53.89
20,607.41
20.61
141.41
(120.80)
32.00
75.00
61.23
1,039.78
1.04
8.76
(7.72)
30.00
77.00
53.41
(20,664.62)
(20.67)
(7.89)
(12.78)
28.00
92.00
45.63
14,255.04
14.25
164.14
(149.89)
31.00
84.00
63.59
Profit-Loss
Profit-Loss %
Buy&Hold Return
Difference
(0.39)
(21.70)
46.15
17.31
(26.59)
75.84
32.66
63.03
76.82
0.34
15.61
17.40
29.21
31.63
34.85
(16.98)
26.23
9.05
17.80
12.40
37.16
39.33
40.75
(9.91)
82.72
3.95
25.47
0.78
(8.99)
15.01
23.70
1.50
55.20
164.14
203.92
(0.24)
87.31
20.55
32.54
71.58
146.48
8.76
141.41
36.83
59.74
177.36
(36.10)
61.87
27.43
67.22
(7.89)
33.05
255.95
87.02
(27.91)
(3.32)
8.28
45.49
43.76
34.17
(19.01)
158.15
(1.89)
(76.90)
(117.99)
(186.61)
(26.35)
(11.47)
12.11
30.49
5.24
(146.14)
6.85
(124.01)
(7.62)
(28.11)
(142.51)
19.12
(35.64)
(18.38)
(49.42)
20.29
4.11
(216.62)
(46.27)
18.00
86.04
(4.33)
(20.02)
(42.98)
(43.16)
34.02
(134.45)
(1,244.60)
1.00
0.00
2.00
2.00
2.00
4.00
2.00
5.00
2.00
2.00
2.00
3.00
3.00
4.00
3.00
3.00
3.00
3.00
3.00
3.00
4.00
3.00
5.00
2.00
4.00
1.00
4.00
1.00
1.00
2.00
2.00
1.00
2.00
0.00
1.00
1.00
0.00
1.00
3.00
1.00
2.00
1.00
0.00
0.00
2.00
0.00
2.00
1.00
1.00
0.00
1.00
0.00
0.00
0.00
1.00
1.00
0.00
2.00
1.00
2.00
2.00
0.00
29.79
25.63
25.08
21.41
40.85
37.57
55.10
53.22
29.57
11.72
38.44
17.85
56.24
36.20
25.25
36.36
31.32
29.46
11.28
63.41
54.87
17.58
34.23
57.34
36.59
5.75
49.45
13.69
26.99
42.88
14.57
DD
AA
XOM
CAT
MRK
MO
JNJ
MSFT
JPM
HON
VZ
UTX
KO
INTC
HPQ
GM
AXP
$INDU
PG
WMT
MMM
MCD
DIS
PFE
AIG
HD
GE
T
IBM
C
BA
Total
Symbol
DD
AA
XOM
CAT
MRK
MO
JNJ
MSFT
JPM
HON
VZ
UTX
KO
INTC
HPQ
GM
AXP
$INDU
PG
WMT
MMM
MCD
DIS
PFE
AIG
HD
GE
T
IBM
C
BA
Total
Strategy
Profit-Loss
Strategy
Profit-Loss
29.51
(3.79)
31.91
55.67
64.68
45.38
7.15
41.69
25.91
7.74
8.65
14.29
21.51
33.43
24.13
(9.85)
(1.80)
8.69
10.72
(18.36)
32.05
65.94
37.96
(11.43)
21.11
3.66
16.53
17.77
39.57
3.66
101.80
1.50
55.20
164.14
203.92
(0.24)
87.31
20.55
32.54
71.58
146.48
8.76
141.41
36.83
59.74
177.36
(36.10)
61.87
27.43
67.22
(7.89)
33.05
255.95
87.02
(27.91)
(3.32)
8.28
45.49
43.76
34.17
(19.01)
158.15
28.01
(58.99)
(132.23)
(148.25)
64.92
(41.93)
(13.40)
9.15
(45.67)
(138.74)
(0.11)
(127.12)
(15.32)
(26.31)
(153.23)
26.25
(63.67)
(18.74)
(56.50)
(10.47)
(1.00)
(190.01)
(49.06)
16.48
24.43
(4.62)
(28.96)
(25.99)
5.40
22.67
(56.35)
(1,209.36)
23.00
17.00
19.00
22.00
18.00
19.00
18.00
16.00
18.00
19.00
19.00
19.00
26.00
19.00
22.00
16.00
26.00
11.00
20.00
14.00
23.00
18.00
25.00
11.00
16.00
19.00
20.00
22.00
20.00
20.00
28.00
24.00
26.00
24.00
24.00
21.00
24.00
25.00
23.00
31.00
32.00
29.00
25.00
21.00
25.00
21.00
29.00
24.00
18.00
25.00
30.00
16.00
20.00
22.00
29.00
27.00
30.00
32.00
24.00
21.00
27.00
13.00
50.99
52.37
60.78
56.24
52.24
62.60
53.78
52.31
55.36
55.31
55.20
58.60
59.69
50.06
55.54
49.57
58.00
44.80
59.86
50.00
59.09
62.71
54.76
48.41
53.95
46.84
51.48
47.10
53.95
53.68
55.37
19.75
24.93
40.64
81.31
32.13
23.07
(9.13)
(14.92)
36.18
30.43
11.25
28.18
8.97
71.40
42.13
6.30
23.76
5.26
24.30
(16.54)
35.89
93.09
1.01
(6.34)
2.63
33.45
33.80
24.34
12.03
21.45
72.17
1.50
55.20
164.14
203.92
(0.24)
87.31
20.55
32.54
71.58
146.48
8.76
141.41
36.83
59.74
177.36
(36.10)
61.87
27.43
67.22
(7.89)
33.05
255.95
87.02
(27.91)
(3.32)
8.28
45.49
43.76
34.17
(19.01)
158.15
18.25
(30.27)
(123.50)
(122.61)
32.37
(64.24)
(29.68)
(47.46)
(35.40)
(116.05)
2.49
(113.23)
(27.86)
11.66
(135.23)
42.40
(38.11)
(22.17)
(42.92)
(8.65)
2.84
(162.86)
(86.01)
21.57
5.95
25.17
(11.69)
(19.42)
(22.14)
40.46
(85.98)
(1,142.32)
8.00
7.00
13.00
7.00
5.00
6.00
7.00
7.00
9.00
8.00
8.00
9.00
9.00
8.00
11.00
6.00
8.00
6.00
6.00
6.00
9.00
8.00
7.00
8.00
8.00
7.00
12.00
8.00
7.00
10.00
9.00
12.00
13.00
9.00
11.00
12.00
16.00
20.00
15.00
13.00
14.00
9.00
16.00
10.00
10.00
11.00
16.00
14.00
10.00
7.00
16.00
11.00
8.00
17.00
14.00
13.00
12.00
14.00
15.00
12.00
11.00
10.00
52.75
54.88
68.78
61.99
48.64
53.79
51.03
49.19
57.06
66.27
49.18
68.29
50.16
53.61
63.36
47.60
61.56
44.58
60.46
43.48
57.50
64.24
60.84
42.72
53.40
54.93
56.19
54.38
51.98
56.68
67.14
$INDU
AA
AIG
AXP
BA
C
CAT
DD
DIS
GE
GM
HD
HON
HPQ
IBM
INTC
JNJ
JPM
KO
MCD
MMM
MO
MRK
MSFT
PFE
PG
T
UTX
VZ
WMT
XOM
Total
Strategy
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
MACD Histogram
Symbol
$INDU
AA
AIG
AXP
BA
C
CAT
DD
DIS
GE
GM
HD
HON
HPQ
IBM
INTC
JNJ
JPM
KO
MCD
MMM
MO
MRK
MSFT
PFE
PG
T
UTX
VZ
WMT
XOM
Total
Strategy
Profit-Loss
crosses
12,799.52
0 (daily)
crosses
46,076.42
0 (daily)
crosses
25,608.68
0 (daily)
crosses
(16,313.35)
0 (daily)
crosses
67,015.55
0 (daily)
crosses
28,489.62
0 (daily)
crosses
53,251.99
0 (daily)
crosses
8,559.14
0 (daily)
crosses
22,394.60
0 (daily)
crosses
25,395.16
0 (daily)
crosses
23,478.50
0 (daily)
crosses
(39,010.88)
0 (daily)
crosses
55,181.58
0 (daily)
crosses
(12,142.93)
0 (daily)
crosses
16,840.94
0 (daily)
crosses
10,057.24
0 (daily)
crosses
11,087.32
0 (daily)
crosses
15,335.58
0 (daily)
crosses
22,502.24
0 (daily)
crosses
52,296.77
0 (daily)
crosses
28,792.36
0 (daily)
crosses
78,872.30
0 (daily)
crosses
15,930.46
0 (daily)
crosses
32,791.36
0 (daily)
crosses
(28,801.65)
0 (daily)
crosses
(2,673.88)
0 (daily)
crosses
2,822.51
0 (daily)
crosses
27,497.45
0 (daily)
crosses
(9,313.21)
0 (daily)
crosses
11,191.95
0 (daily)
crosses
49,508.62
0 (daily)
Profit-Loss
StochRSI crosses
20,054.27
.2/.8
StochRSI crosses
37,107.52
.2/.8
StochRSI crosses
4,930.17
.2/.8
StochRSI crosses
51,602.83
.2/.8
StochRSI crosses
13,563.86
.2/.8
StochRSI crosses
(19,835.99)
.2/.8
StochRSI crosses
132,003.92
.2/.8
StochRSI crosses
43,011.09
.2/.8
StochRSI crosses
17,924.38
.2/.8
StochRSI crosses
18,681.58
.2/.8
StochRSI crosses
39,536.29
.2/.8
StochRSI crosses
15,373.97
.2/.8
StochRSI crosses
44,479.60
.2/.8
StochRSI crosses
73,374.52
.2/.8
StochRSI crosses
19,166.09
.2/.8
StochRSI crosses
12,938.27
.2/.8
StochRSI crosses
(3,221.56)
.2/.8
StochRSI crosses
52,307.29
.2/.8
StochRSI crosses
49,665.64
.2/.8
StochRSI crosses
77,215.80
.2/.8
StochRSI crosses
(11,128.90)
.2/.8
StochRSI crosses
43,532.54
.2/.8
StochRSI crosses(42.62)
.2/.8
StochRSI crosses
5,123.64
.2/.8
StochRSI crosses
(10,979.85)
.2/.8
StochRSI crosses
23,421.36
.2/.8
StochRSI crosses
17,058.30
.2/.8
StochRSI crosses
43,543.54
.2/.8
StochRSI crosses
22,137.63
.2/.8
StochRSI crosses
20,201.72
.2/.8
StochRSI crosses
28,389.69
.2/.8
13.75
46.08
25.61
(16.31)
67.03
28.50
53.26
8.56
22.40
25.40
23.48
(39.02)
55.19
(12.16)
16.85
10.06
11.09
15.34
22.51
52.31
28.81
78.88
15.93
32.79
(28.81)
(2.67)
2.82
27.51
(9.32)
11.19
49.52
27.43
55.20
(3.32)
61.87
158.15
(19.01)
203.92
1.50
87.02
45.49
(36.10)
8.28
146.48
177.36
34.17
59.74
20.55
71.58
36.83
255.95
33.05
87.31
(0.24)
32.54
(27.91)
67.22
43.76
141.41
8.76
(7.89)
164.14
(13.68)
(9.12)
28.93
(78.18)
(91.12)
47.51
(150.66)
7.06
(64.62)
(20.09)
59.58
(47.30)
(91.29)
(189.52)
(17.32)
(49.68)
(9.46)
(56.24)
(14.32)
(203.64)
(4.24)
(8.43)
16.17
0.25
(0.90)
(69.89)
(40.94)
(113.90)
(18.08)
19.08
(114.62)
(1,298.66)
16.00
22.00
18.00
23.00
25.00
15.00
23.00
20.00
22.00
20.00
17.00
15.00
19.00
17.00
17.00
17.00
18.00
16.00
21.00
20.00
19.00
21.00
19.00
16.00
16.00
23.00
17.00
24.00
17.00
15.00
21.00
21.00
27.00
29.00
28.00
26.00
29.00
31.00
31.00
23.00
34.00
32.00
46.00
28.00
39.00
31.00
32.00
27.00
39.00
30.00
33.00
29.00
25.00
37.00
28.00
31.00
39.00
38.00
32.00
35.00
30.00
33.00
36.92
50.88
48.90
50.99
49.01
50.05
50.82
53.68
49.17
50.27
49.13
49.84
47.59
48.14
49.12
51.27
49.58
47.69
51.32
54.38
53.12
52.29
47.10
50.55
46.33
48.75
46.06
50.77
52.75
50.77
50.50
20.85
37.11
4.94
51.62
13.57
(19.84)
132.04
43.03
17.93
18.68
39.54
15.37
44.49
73.39
19.16
12.94
(3.22)
52.31
49.68
77.23
(11.13)
43.55
(0.04)
5.12
(10.98)
23.43
17.06
43.55
22.14
20.21
28.40
27.43
55.20
(3.32)
61.87
158.15
(19.01)
203.92
1.50
87.02
45.49
(36.10)
8.28
146.48
177.36
34.17
59.74
20.55
71.58
36.83
255.95
33.05
87.31
(0.24)
32.54
(27.91)
67.22
43.76
141.41
8.76
(7.89)
164.14
(6.58)
(18.09)
8.26
(10.25)
(144.58)
(0.83)
(71.88)
41.53
(69.09)
(26.81)
75.64
7.09
(101.99)
(103.97)
(15.01)
(46.80)
(23.77)
(19.27)
12.85
(178.72)
(44.18)
(43.76)
0.20
(27.42)
16.93
(43.79)
(26.70)
(97.86)
13.38
28.10
(135.74)
(1,053.11)
24.00
30.00
30.00
36.00
26.00
29.00
37.00
34.00
28.00
27.00
25.00
30.00
30.00
33.00
25.00
27.00
27.00
35.00
33.00
38.00
25.00
33.00
27.00
23.00
21.00
37.00
31.00
35.00
39.00
25.00
31.00
11.00
19.00
14.00
18.00
15.00
17.00
14.00
17.00
18.00
21.00
17.00
21.00
15.00
18.00
21.00
24.00
18.00
17.00
16.00
11.00
18.00
15.00
17.00
25.00
24.00
17.00
19.00
17.00
12.00
21.00
17.00
36.63
52.52
49.57
49.73
52.24
47.81
54.33
48.52
49.72
50.71
47.04
49.29
48.14
57.06
53.29
54.65
48.52
50.27
47.21
47.09
52.57
52.57
56.30
48.13
53.06
48.80
59.85
49.01
49.89
48.46
53.07
$INDU
AA
AIG
AXP
BA
C
CAT
DD
DIS
GE
GM
HD
HON
HPQ
IBM
INTC
JNJ
JPM
KO
MCD
MMM
MO
MRK
MSFT
PFE
PG
T
UTX
VZ
WMT
XOM
Total
Symbol
$INDU
AA
AIG
AXP
BA
C
CAT
DD
DIS
GE
GM
HD
HON
HPQ
IBM
INTC
JNJ
JPM
KO
MCD
MMM
MO
MRK
MSFT
PFE
PG
T
UTX
VZ
WMT
XOM
Total
Strategy
CCI
CCI
CCI
CCI
CCI
CCI
CCI
CCI
CCI
CCI
CCI
CCI
CCI
CCI
CCI
CCI
CCI
CCI
CCI
CCI
CCI
CCI
CCI
CCI
CCI
CCI
CCI
CCI
CCI
CCI
CCI
Profit-Loss
crosses -100/100
14,671.64
crosses -100/100
46,508.73
crosses -100/100
4,532.00
crosses -100/100
28,993.23
crosses -100/100
64,231.08
crosses -100/100
11,019.66
crosses -100/100
81,128.65
crosses -100/100
(514.70)
crosses -100/100
76,614.23
crosses -100/100
2,195.72
crosses -100/100
40,622.15
crosses -100/100
9,540.11
crosses -100/100
76,557.75
crosses -100/100
106,951.28
crosses -100/100
23,475.23
crosses -100/100
24,938.25
crosses -100/100
9,941.40
crosses -100/100
10,313.68
crosses -100/100
23,536.06
crosses -100/100
39,476.94
crosses -100/100
7,826.79
crosses -100/100
72,865.90
crosses -100/100
(13,339.66)
crosses -100/100
7,382.75
crosses -100/100
(13,652.39)
crosses -100/100
27,387.16
crosses -100/100
60,102.07
crosses -100/100
49,161.94
crosses -100/100
13,363.29
crosses -100/100
23,396.70
crosses -100/100
69,620.27
Strategy
Profit-Loss
15.65
46.52
4.54
29.00
64.26
11.02
81.15
(0.51)
76.62
2.20
40.63
9.55
76.57
106.96
23.48
24.94
9.94
10.31
23.54
39.48
7.84
72.87
(13.34)
7.38
(13.65)
27.40
60.11
49.18
13.36
23.40
69.64
27.43
55.20
(3.32)
61.87
158.15
(19.01)
203.92
1.50
87.02
45.49
(36.10)
8.28
146.48
177.36
34.17
59.74
20.55
71.58
36.83
255.95
33.05
87.31
(0.24)
32.54
(27.91)
67.22
43.76
141.41
8.76
(7.89)
164.14
(11.78)
(8.68)
7.86
(32.87)
(93.89)
30.03
(122.77)
(2.01)
(10.40)
(43.29)
76.73
1.27
(69.91)
(70.40)
(10.69)
(34.80)
(10.61)
(61.27)
(13.29)
(216.47)
(25.21)
(14.44)
(13.10)
(25.16)
14.26
(39.82)
16.35
(92.23)
4.60
31.29
(94.50)
(935.20)
12.00
17.00
16.00
16.00
18.00
16.00
16.00
12.00
20.00
12.00
13.00
14.00
23.00
21.00
20.00
15.00
15.00
12.00
17.00
18.00
15.00
18.00
12.00
14.00
11.00
19.00
19.00
16.00
15.00
18.00
22.00
6.00
8.00
10.00
8.00
3.00
8.00
7.00
11.00
5.00
8.00
7.00
10.00
6.00
7.00
6.00
7.00
9.00
6.00
9.00
4.00
9.00
5.00
9.00
8.00
12.00
6.00
8.00
6.00
8.00
8.00
2.00
32.97
48.80
47.20
41.46
36.04
47.70
41.84
49.89
45.89
40.85
46.71
49.34
51.15
41.35
46.28
50.88
50.99
41.35
42.00
31.98
43.04
37.51
49.29
44.85
52.52
36.96
52.18
38.38
48.03
44.25
43.21
crosses
1,740.69
20 and 80 (daily) 1.84
crosses
45,413.81
20 and 80 (daily) 45.42
crosses
76,576.76
20 and 80 (daily) 76.60
crosses
50,377.65
20 and 80 (daily) 50.39
crosses
28,628.82
20 and 80 (daily) 28.63
crosses
50,754.67
20 and 80 (daily) 50.76
crosses723.95
20 and 80 (daily) 0.72
crosses
38,392.81
20 and 80 (daily) 38.40
crosses
25,228.62
20 and 80 (daily) 25.23
crosses
25,667.52
20 and 80 (daily) 25.67
crosses
(22,276.20)
20 and 80 (daily) (22.29)
crosses
23,846.13
20 and 80 (daily) 23.85
crosses
63,910.20
20 and 80 (daily) 63.93
crosses
15,303.68
20 and 80 (daily) 15.31
crosses
18,817.07
20 and 80 (daily) 18.82
crosses
(27,840.12)
20 and 80 (daily) (27.84)
crosses
15,592.07
20 and 80 (daily) 15.60
crosses
12,649.39
20 and 80 (daily) 12.65
crosses
39,475.17
20 and 80 (daily) 39.48
crosses
87,073.13
20 and 80 (daily) 87.08
crosses
35,305.71
20 and 80 (daily) 35.32
crosses
26,724.54
20 and 80 (daily) 26.73
crosses
(18,852.30)
20 and 80 (daily) (18.87)
crosses
29,712.45
20 and 80 (daily) 29.72
crosses
(3,554.38)
20 and 80 (daily) (3.55)
crosses
8,730.36
20 and 80 (daily) 8.73
crosses
60,940.72
20 and 80 (daily) 60.95
crosses
53,952.75
20 and 80 (daily) 53.97
crosses
11,176.62
20 and 80 (daily) 11.18
crosses
4,659.22
20 and 80 (daily) 4.66
crosses
37,813.15
20 and 80 (daily) 37.82
27.43
55.20
(3.32)
61.87
158.15
(19.01)
203.92
1.50
87.02
45.49
(36.10)
8.28
146.48
177.36
34.17
59.74
20.55
71.58
36.83
255.95
33.05
87.31
(0.24)
32.54
(27.91)
67.22
43.76
141.41
8.76
(7.89)
164.14
(25.59)
(9.78)
79.92
(11.48)
(129.52)
69.77
(203.20)
36.90
(61.79)
(19.82)
13.81
15.57
(82.55)
(162.05)
(15.35)
(87.58)
(4.95)
(58.93)
2.65
(168.87)
2.27
(60.58)
(18.63)
(2.82)
24.36
(58.49)
17.19
(87.44)
2.42
12.55
(126.32)
(1,118.33)
1.00
4.00
5.00
6.00
2.00
4.00
1.00
4.00
3.00
5.00
0.00
3.00
4.00
2.00
3.00
1.00
5.00
3.00
4.00
4.00
5.00
4.00
2.00
4.00
1.00
1.00
5.00
4.00
4.00
2.00
3.00
0.00
2.00
1.00
0.00
0.00
1.00
2.00
1.00
1.00
0.00
1.00
1.00
0.00
0.00
1.00
3.00
1.00
1.00
1.00
0.00
0.00
1.00
1.00
1.00
3.00
1.00
0.00
0.00
1.00
1.00
0.00
12.49
40.64
50.44
37.68
10.79
24.37
11.23
32.26
25.96
22.84
67.85
34.72
27.44
17.80
26.51
32.37
28.70
28.97
41.40
37.73
28.31
32.69
57.45
55.59
36.97
23.17
58.21
56.74
57.01
48.47
18.95
Profit-Loss
AA
AXP
$INDU
AIG
C
BA
CAT
DD
DIS
GE
GM
HD
HON
HPQ
IBM
INTC
JNJ
JPM
KO
MCD
MMM
MO
MRK
MSFT
PFE
PG
T
UTX
VZ
WMT
XOM
Total
Symbol
34,433.87
41,099.83
(2,143.13)
40,162.47
(3,626.08)
94,442.50
79,268.43
9,360.80
42,525.12
48,186.91
(14,735.09)
(4,880.30)
70,373.59
48,416.43
23,991.72
(15,982.95)
(7,400.82)
28,152.64
(12,406.32)
64,780.00
45,838.93
77,036.90
(32,362.04)
1,388.77
(6,642.12)
35,073.31
60,835.50
68,910.09
(3,929.42)
11,979.23
63,016.81
Symbol
$INDU
AA
AIG
AXP
BA
C
CAT
DD
DIS
GE
GM
HD
HON
HPQ
IBM
INTC
JNJ
JPM
KO
MCD
MMM
MO
MRK
MSFT
PFE
PG
T
UTX
VZ
WMT
XOM
Strategy
Profit-Loss Profit-Loss % Buy&Hold Return Difference # Winners # Losers % Time in Market
Bollinger Breakout (49,276.00)
(3.81)
27.43
(31.24)
6
5
40.80
Bollinger Breakout
938.00
19.48
55.20
(35.72)
9
7
56.36
Bollinger Breakout
(1,143.00)
(22.21)
(3.32)
(18.89)
5
7
49.40
Bollinger Breakout
94.63
(7.74)
61.87
(69.61)
8
8
58.93
Bollinger Breakout
(2,705.00)
(67.91)
158.15
(226.06)
6
10
59.91
Bollinger Breakout
(370.00)
(12.57)
(19.01)
6.44
7
8
48.53
Bollinger Breakout
(2,656.50)
(70.30)
203.92
(274.22)
7
7
63.80
Bollinger Breakout
(1,629.00)
(41.56)
1.50
(43.06)
5
6
48.85
Bollinger Breakout
578.00
25.61
87.02
(61.41)
15
5
48.80
Bollinger Breakout
(1,071.00)
(38.58)
45.49
(84.07)
4
8
54.55
Bollinger Breakout
(536.00)
(24.80)
(36.10)
11.30
7
7
47.38
Bollinger Breakout
(561.00)
(33.32)
8.28
(41.60)
5
7
57.18
Bollinger Breakout
(1,484.00)
(48.89)
146.48
(195.37)
6
6
52.90
Bollinger Breakout
(634.00)
(10.94)
177.36
(188.30)
6
10
64.58
Bollinger Breakout
(4,418.00)
(51.02)
34.17
(85.19)
2
9
55.54
Bollinger Breakout
557.69
8.67
59.74
(51.07)
11
6
60.36
Bollinger Breakout
733.00
12.41
20.55
(8.14)
8
9
58.05
Bollinger Breakout
(1,085.00)
(36.16)
71.58
(107.74)
7
6
58.16
Bollinger Breakout
(787.00)
(15.79)
36.83
(52.62)
7
8
57.30
Bollinger Breakout
(862.00)
(51.64)
255.95
(307.59)
7
8
54.22
Bollinger Breakout
(629.00)
(12.93)
33.05
(45.98)
9
6
53.95
Bollinger Breakout
(466.00)
(17.37)
87.31
(104.68)
11
7
53.95
Bollinger Breakout
(1,090.00)
(37.46)
(0.24)
(37.22)
5
8
48.35
Bollinger Breakout
17.01
(4.64)
32.54
(37.18)
7
4
57.67
Bollinger Breakout
(41.00)
(5.86)
(27.91)
22.05
7
6
42.66
Bollinger Breakout
(625.50)
(14.75)
67.22
(81.97)
5
6
60.63
Bollinger Breakout
488.00
10.23
43.76
(33.53)
8
7
47.32
Bollinger Breakout
(1,362.00)
(37.67)
141.41
(179.08)
5
10
61.06
Bollinger Breakout
1,047.00
23.20
8.76
14.44
6
8
37.57
Bollinger Breakout
1,067.00
18.97
(7.89)
26.86
10
5
52.96
Bollinger Breakout
(2,167.58)
(43.63)
164.14
(207.77)
6
8
63.14
34.43
41.11
(2.26)
40.17
(3.63)
94.46
79.27
9.36
42.53
48.19
(14.73)
(4.88)
70.38
48.43
24.02
(15.98)
(7.40)
28.16
(12.41)
64.79
45.86
77.04
(32.37)
1.39
(6.64)
35.08
60.85
68.92
(3.93)
11.98
63.04
55.20
61.87
27.43
(3.32)
(19.01)
158.15
203.92
1.50
87.02
45.49
(36.10)
8.28
146.48
177.36
34.17
59.74
20.55
71.58
36.83
255.95
33.05
87.31
(0.24)
32.54
(27.91)
67.22
43.76
141.41
8.76
(7.89)
164.14
(20.77)
(20.76)
(29.69)
43.49
15.38
(63.69)
(124.65)
7.86
(44.49)
2.70
21.37
(13.16)
(76.10)
(128.93)
(10.15)
(75.72)
(27.95)
(43.42)
(49.24)
(191.16)
12.81
(10.27)
(32.13)
(31.15)
21.27
(32.14)
17.09
(72.49)
(12.69)
19.87
(101.10)
(1,050.01)
1.00
2.00
1.00
3.00
3.00
3.00
2.00
3.00
4.00
5.00
2.00
3.00
4.00
4.00
1.00
1.00
1.00
3.00
1.00
6.00
3.00
3.00
1.00
3.00
1.00
2.00
4.00
7.00
1.00
3.00
3.00
2.00
4.00
2.00
0.00
3.00
0.00
2.00
3.00
3.00
4.00
3.00
2.00
2.00
4.00
2.00
2.00
5.00
2.00
2.00
1.00
0.00
3.00
5.00
5.00
1.00
1.00
3.00
4.00
3.00
2.00
1.00
31.82
76.18
40.14
68.62
48.47
49.29
62.10
63.91
43.70
71.63
66.21
19.82
54.05
44.91
69.55
34.56
69.17
50.32
40.64
56.41
68.40
46.55
47.75
26.40
42.66
82.53
71.63
67.20
39.21
49.18
64.90
AA
AXP
$INDU
AIG
C
BA
CAT
DD
DIS
GE
GM
HD
HON
HPQ
IBM
INTC
JNJ
JPM
KO
MCD
MMM
MO
MRK
MSFT
PFE
PG
T
UTX
VZ
WMT
XOM
Total
Symbol
$INDU
AA
AIG
AXP
BA
C
CAT
DD
DIS
GE
GM
HD
HON
HPQ
IBM
INTC
JNJ
JPM
KO
MCD
MMM
MO
MRK
MSFT
PFE
PG
T
UTX
VZ
WMT
XOM
Strategy
Strategy
Profit-Loss
34,433.87
41,099.83
(2,143.13)
40,162.47
(3,626.08)
94,442.50
79,268.43
9,360.80
42,525.12
48,186.91
(14,735.09)
(4,880.30)
70,373.59
48,416.43
23,991.72
(15,982.95)
(7,400.82)
28,152.64
(12,406.32)
64,780.00
45,838.93
77,036.90
(32,362.04)
1,388.77
(6,642.12)
35,073.31
60,835.50
68,910.09
(3,929.42)
11,979.23
63,016.81
34.43
41.11
(2.26)
40.17
(3.63)
94.46
79.27
9.36
42.53
48.19
(14.73)
(4.88)
70.38
48.43
24.02
(15.98)
(7.40)
28.16
(12.41)
64.79
45.86
77.04
(32.37)
1.39
(6.64)
35.08
60.85
68.92
(3.93)
11.98
63.04
Profit-Loss
Profit-Loss %
DI Crossover 12,270.85
DI Crossover 50,186.53
DI Crossover 47,959.41
DI Crossover
(659.32)
DI Crossover 100,634.88
DI Crossover 28,806.61
DI Crossover 94,622.55
DI Crossover 32,666.48
DI Crossover 16,878.85
DI Crossover 23,089.32
DI Crossover 31,545.81
DI Crossover 34,039.15
DI Crossover 25,311.19
DI Crossover 18,157.53
DI Crossover 26,360.85
DI Crossover 43,100.42
DI Crossover (1,711.35)
DI Crossover 49,298.86
DI Crossover 36,777.78
DI Crossover 84,815.00
DI Crossover 46,206.79
DI Crossover 70,062.26
DI Crossover 47,221.75
DI Crossover 16,710.31
DI Crossover
982.65
DI Crossover 31,121.75
DI Crossover 18,079.47
DI Crossover 18,746.09
DI Crossover 20,402.72
DI Crossover
307.97
DI Crossover 44,004.89
12.92
50.19
47.98
(0.66)
100.66
28.81
94.66
32.68
16.88
23.09
31.55
34.05
25.32
18.16
26.37
43.11
(1.71)
49.30
36.79
84.82
46.24
70.08
47.23
16.71
0.98
31.13
18.08
18.76
20.41
0.30
44.02
55.20
61.87
27.43
(3.32)
(19.01)
158.15
203.92
1.50
87.02
45.49
(36.10)
8.28
146.48
177.36
34.17
59.74
20.55
71.58
36.83
255.95
33.05
87.31
(0.24)
32.54
(27.91)
67.22
43.76
141.41
8.76
(7.89)
164.14
(20.77)
(20.76)
(29.69)
43.49
15.38
(63.69)
(124.65)
7.86
(44.49)
2.70
21.37
(13.16)
(76.10)
(128.93)
(10.15)
(75.72)
(27.95)
(43.42)
(49.24)
(191.16)
12.81
(10.27)
(32.13)
(31.15)
21.27
(32.14)
17.09
(72.49)
(12.69)
19.87
(101.10)
(1,050.01)
27.43
55.20
(3.32)
61.87
158.15
(19.01)
203.92
1.50
87.02
45.49
(36.10)
8.28
146.48
177.36
34.17
59.74
20.55
71.58
36.83
255.95
33.05
87.31
(0.24)
32.54
(27.91)
67.22
43.76
141.41
8.76
(7.89)
164.14
(14.51)
(5.01)
51.30
(62.53)
(57.49)
47.82
(109.26)
31.18
(70.14)
(22.40)
67.65
25.77
(121.16)
(159.20)
(7.80)
(16.63)
(22.26)
(22.28)
(0.04)
(171.13)
13.19
(17.23)
47.47
(15.83)
28.89
(36.09)
(25.68)
(122.65)
11.65
8.19
(120.12)
1.00
2.00
1.00
3.00
3.00
3.00
2.00
3.00
4.00
5.00
2.00
3.00
4.00
4.00
1.00
1.00
1.00
3.00
1.00
6.00
3.00
3.00
1.00
3.00
1.00
2.00
4.00
7.00
1.00
3.00
3.00
2.00
4.00
2.00
0.00
3.00
0.00
2.00
3.00
3.00
4.00
3.00
2.00
2.00
4.00
2.00
2.00
5.00
2.00
2.00
1.00
0.00
3.00
5.00
5.00
1.00
1.00
3.00
4.00
3.00
2.00
1.00
# Winners
# Losers
13
18
16
14
25
22
22
18
17
21
13
18
24
22
23
25
20
19
22
25
15
18
23
18
16
24
16
27
18
20
27
24
32
25
40
20
34
26
38
41
39
38
39
44
47
36
36
43
35
31
33
30
33
31
41
36
31
38
49
46
46
38
% Time in Market
31.82
76.18
40.14
68.62
48.47
49.29
62.10
63.91
43.70
71.63
66.21
19.82
54.05
44.91
69.55
34.56
69.17
50.32
40.64
56.41
68.40
46.55
47.75
26.40
42.66
82.53
71.63
67.20
39.21
49.18
64.90
% Time in Market
39.65
53.51
50.07
58.88
59.48
54.94
58.54
50.66
56.59
53.44
50.44
50.61
51.26
62.38
51.21
50.94
55.53
54.49
57.06
63.26
53.46
54.66
49.50
53.51
42.38
58.77
53.46
63.81
51.09
43.31
59.69
Symbol
$INDU
AA
AIG
AXP
BA
C
CAT
DD
DIS
GE
GM
HD
HON
HPQ
IBM
INTC
JNJ
JPM
KO
MCD
MMM
MO
MRK
MSFT
PFE
PG
T
UTX
VZ
WMT
XOM
Total
Symbol
$INDU
AA
AIG
AXP
BA
C
CAT
DD
DIS
GE
GM
HD
HON
HPQ
IBM
INTC
JNJ
JPM
KO
MCD
MMM
MO
MRK
MSFT
PFE
PG
T
UTX
VZ
WMT
XOM
Total
Strategy
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
MA Envl
Strategy
Profit-Loss
17,556.74
57,289.45
(12,730.47)
3,047.20
51,220.25
19,047.62
27,831.47
7,852.03
(15,836.39)
12,204.36
32,629.65
(29,941.18)
28,601.61
10,105.16
29,642.75
(22,945.44)
12,470.32
13,919.76
2,194.40
17,817.76
11,962.08
26,339.30
5,231.29
29,451.77
(492.63)
14,307.38
29,233.04
8,180.11
28,566.67
(2,749.26)
(7,201.02)
Profit-Loss
19.07
57.29
(12.74)
3.05
51.23
19.06
27.84
7.86
(15.84)
12.20
32.64
(29.94)
28.60
10.11
29.65
(22.95)
12.48
13.92
2.19
17.82
11.97
26.34
5.24
29.46
(0.49)
14.31
29.24
8.18
28.57
(2.75)
(7.21)
27.43
55.20
(3.32)
61.87
158.15
(19.01)
203.92
1.50
87.02
45.49
(36.10)
8.28
146.48
177.36
34.17
59.74
20.55
71.58
36.83
255.95
33.05
87.31
(0.24)
32.54
(27.91)
67.22
43.76
141.41
8.76
(7.89)
164.14
14.90
43.82
5.13
16.86
91.33
(19.55)
76.10
12.85
18.73
24.05
69.67
(2.27)
35.09
16.98
30.82
10.92
(27.25)
17.39
32.63
63.62
30.56
67.85
8.06
27.90
(16.43)
14.72
13.42
44.95
16.77
(1.40)
45.89
27.43
55.20
(3.32)
61.87
158.15
(19.01)
203.92
1.50
87.02
45.49
(36.10)
8.28
146.48
177.36
34.17
59.74
20.55
71.58
36.83
255.95
33.05
87.31
(0.24)
32.54
(27.91)
67.22
43.76
141.41
8.76
(7.89)
164.14
(8.36)
2.09
(9.42)
(58.82)
(106.92)
38.07
(176.08)
6.36
(102.86)
(33.29)
68.74
(38.22)
(117.88)
(167.25)
(4.52)
(82.69)
(8.07)
(57.66)
(34.64)
(238.13)
(21.08)
(60.97)
5.48
(3.08)
27.42
(52.91)
(14.52)
(133.23)
19.81
5.14
(171.35)
(1,528.84)
7.00
24.00
13.00
12.00
19.00
12.00
16.00
13.00
11.00
10.00
17.00
14.00
17.00
18.00
14.00
20.00
8.00
12.00
5.00
13.00
9.00
12.00
14.00
14.00
16.00
7.00
15.00
9.00
16.00
10.00
11.00
6.00
29.00
27.00
22.00
22.00
16.00
21.00
22.00
30.00
18.00
28.00
35.00
22.00
29.00
19.00
50.00
11.00
20.00
11.00
18.00
16.00
14.00
27.00
19.00
36.00
9.00
25.00
15.00
20.00
24.00
21.00
(12.53)
(11.38)
8.45
(45.01)
(66.82)
(0.54)
(127.82)
11.35
(68.29)
(21.44)
105.77
(10.55)
(111.39)
(160.38)
(3.35)
(48.82)
(47.80)
(54.19)
(4.20)
(192.33)
(2.49)
(19.46)
8.30
(4.64)
11.48
(52.50)
(30.34)
(96.46)
8.01
6.49
(118.25)
(1,151.13)
27.00
28.00
24.00
25.00
29.00
22.00
27.00
21.00
31.00
32.00
20.00
22.00
22.00
26.00
26.00
24.00
20.00
20.00
30.00
28.00
26.00
31.00
22.00
26.00
25.00
24.00
24.00
30.00
24.00
26.00
29.00
23.00
30.00
32.00
32.00
24.00
42.00
28.00
36.00
33.00
29.00
30.00
37.00
36.00
30.00
32.00
39.00
43.00
38.00
33.00
29.00
29.00
23.00
30.00
30.00
30.00
37.00
32.00
29.00
33.00
33.00
32.00
15.01
22.39
18.17
19.22
17.97
20.86
15.77
22.18
23.27
21.42
13.20
20.71
21.74
14.95
26.72
20.54
18.84
23.70
12.37
15.60
21.24
20.26
21.74
25.30
28.60
13.86
21.63
15.50
22.51
21.63
13.31
% Time in Market
44.64
53.09
54.22
54.50
56.08
53.40
55.70
50.94
57.90
51.04
49.95
50.12
58.05
54.33
54.33
47.05
51.37
56.52
55.75
57.69
54.77
56.79
52.46
52.79
45.18
55.71
49.78
53.84
51.65
49.01
55.65
Symbol
$INDU
AA
AIG
AXP
BA
C
CAT
DD
DIS
GE
GM
HD
HON
HPQ
IBM
INTC
JNJ
JPM
KO
MCD
MMM
MO
MRK
MSFT
PFE
PG
T
UTX
VZ
WMT
XOM
Total
Symbol
$INDU
AA
AIG
AXP
BA
C
CAT
DD
DIS
GE
GM
HD
HON
HPQ
IBM
INTC
JNJ
JPM
KO
MCD
MMM
MO
MRK
MSFT
PFE
PG
T
UTX
VZ
WMT
XOM
Total
Profit-Loss
Profit-Loss %
Buy&Hold Return
Difference
# Winners
# Losers
Stochastic %K crosses
(16,289.80)
%D
Stochastic %K crosses
92,789.81
%D
Stochastic %K crosses
16,500.11
%D
Stochastic %K crosses
(7,625.25)
%D
Stochastic %K crosses
(30,276.19)
%D
Stochastic %K crosses
(37,869.16)
%D
Stochastic %K crosses
119,763.22
%D
Stochastic %K crosses
(9,452.20)
%D
Stochastic %K crosses
1,715.16
%D
Stochastic %K crosses
3,242.34
%D
Stochastic %K crosses
88,597.89
%D
Stochastic %K crosses
31,306.44
%D
Stochastic %K crosses
18,898.41
%D
Stochastic %K crosses
55,161.77
%D
Stochastic %K crosses
18,203.89
%D
Stochastic %K crosses
40,961.70
%D
Stochastic %K crosses
(22,080.42)
%D
Stochastic %K crosses
21,695.06
%D
Stochastic %K crosses
11,427.23
%D
Stochastic %K crosses
44,934.80
%D
Stochastic %K crosses
(43,270.20)
%D
Stochastic %K crosses
37,231.73
%D
Stochastic %K crosses
(7,479.67)
%D
Stochastic %K crosses
(26,137.45)
%D
Stochastic %K crosses
(23,163.87)
%D
Stochastic %K crosses
(6,648.03)
%D
Stochastic %K crosses
14,877.38
%D
Stochastic %K crosses
26,679.16
%D
Stochastic %K crosses
1,218.72
%D
Stochastic %K crosses
22,657.62
%D
Stochastic %K crosses
(1,853.62)
%D
Strategy
(17.06)
92.80
16.50
(7.62)
(30.28)
(37.88)
119.80
(9.46)
1.71
3.24
88.60
31.31
18.90
55.17
18.21
40.97
(22.09)
21.69
11.44
44.93
(43.28)
37.24
(7.48)
(26.14)
(23.17)
(6.65)
14.88
26.69
1.22
22.66
(1.85)
27.43
55.20
(3.32)
61.87
158.15
(19.01)
203.92
1.50
87.02
45.49
(36.10)
8.28
146.48
177.36
34.17
59.74
20.55
71.58
36.83
255.95
33.05
87.31
(0.24)
32.54
(27.91)
67.22
43.76
141.41
8.76
(7.89)
164.14
(44.49)
37.60
19.82
(69.49)
(188.43)
(18.87)
(84.12)
(10.96)
(85.31)
(42.25)
124.70
23.03
(127.58)
(122.19)
(15.96)
(18.77)
(42.64)
(49.89)
(25.39)
(211.02)
(76.33)
(50.07)
(7.24)
(58.68)
4.74
(73.87)
(28.88)
(114.72)
(7.54)
30.55
(165.99)
(1,500.24)
85.00
104.00
101.00
105.00
88.00
91.00
117.00
95.00
99.00
91.00
96.00
99.00
95.00
103.00
106.00
102.00
96.00
104.00
98.00
115.00
89.00
96.00
100.00
94.00
79.00
98.00
107.00
103.00
103.00
104.00
117.00
119.00
145.00
149.00
160.00
192.00
177.00
127.00
158.00
161.00
168.00
152.00
137.00
159.00
154.00
148.00
147.00
157.00
154.00
152.00
152.00
175.00
148.00
167.00
185.00
171.00
162.00
150.00
156.00
155.00
147.00
156.00
Profit-Loss
Profit-Loss %
Buy&Hold Return
Strategy
31.61
1.74
19.42
21.36
54.86
48.47
43.67
21.43
5.54
40.97
22.37
36.47
76.26
39.34
1.84
16.15
(1.01)
41.40
27.68
80.99
30.45
52.28
(34.14)
23.27
(6.09)
26.36
26.04
34.29
6.43
18.34
32.71
27.43
55.20
(3.32)
61.87
158.15
(19.01)
203.92
1.50
87.02
45.49
(36.10)
8.28
146.48
177.36
34.17
59.74
20.55
71.58
36.83
255.95
33.05
87.31
(0.24)
32.54
(27.91)
67.22
43.76
141.41
8.76
(7.89)
164.14
% Time in Market
39.54
51.68
48.69
48.08
47.58
49.39
48.46
51.67
49.22
47.20
48.51
48.32
49.22
48.68
48.10
48.20
47.86
47.22
47.18
50.09
48.30
47.97
49.45
46.66
50.60
49.90
49.16
47.54
49.11
47.64
51.91
4.18
(53.46)
22.74
(40.51)
(103.29)
67.48
(160.25)
19.93
(81.48)
(4.52)
58.47
28.19
(70.22)
(138.02)
(32.33)
(43.59)
(21.56)
(30.18)
(9.15)
(174.96)
(2.60)
(35.03)
(33.90)
(9.27)
21.82
(40.86)
(17.72)
(107.12)
(2.33)
26.23
(131.43)
(1,094.74)
4.00
1.00
3.00
3.00
4.00
4.00
3.00
5.00
1.00
5.00
4.00
4.00
5.00
3.00
3.00
2.00
2.00
4.00
4.00
5.00
3.00
5.00
1.00
4.00
3.00
3.00
2.00
3.00
2.00
4.00
2.00
0.00
1.00
3.00
0.00
0.00
0.00
1.00
1.00
1.00
0.00
2.00
0.00
0.00
1.00
1.00
2.00
1.00
1.00
1.00
0.00
1.00
1.00
3.00
1.00
1.00
0.00
1.00
0.00
1.00
1.00
0.00
29.14
24.81
36.31
18.94
15.44
34.45
21.36
41.62
16.27
32.09
62.86
28.09
28.43
23.88
30.66
23.66
19.71
29.51
47.92
24.97
39.76
33.95
39.49
31.92
48.30
42.82
30.61
13.80
47.59
34.67
11.66