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Statistical Methods of Stock Trading

11 January, 2015

  

The
Average Quarterly Retur
ns
of the Trading Strategies

Year Basic Strategy Low Risk
Strategy
Sell-Short
Strategy
Combined
(Basic + Sell-Short) Strategy
Dow
Jones
NASDAQ-100
1996 99 37 25 62 6.0
9.3
1997 82 51 30 56 5.4
5.5
1998 46 38 49 47 4.4 17.5
1999 130 96 51 90 6.0
20.6
2000 43 49 104 74 -1.5
-8.8
2001 12 8 45 28 -1.0 -2.5
2002 3 2 21 12 -5.3 -11.2
2003 8 2.4 11 9.5 4.8 9.3
2004 -1 2.5 6 2.5 0.8 2.3
Average 46 31 38 42 2.2 4.6
Risk/Return 1.37 1.42 1.41 1.1 4.0 4.3

The average quarterly returns are the arithmetic means. All returns are
in %%. Transaction cost (brokerage commissions + bid/ask spread) = 0.5%.

The developed trading strategies had larger returns and lower risk/return
ratios than the market averages.
More statistical data you can find on the Long
History
page. For the latest trading results see theRecent
Picks
page.

What
we can do for you


The daily stock lists can be used for
testing our strategies, for daytrading, and for determining starting points
for long-term investing.The number of trades is less than for basic strategy but return per trade is larger. Quarterly return of this strategy can be lower than for the basic strategy because of smaller number of trades
Our service is an informational/educational service for online trading.
Do you own research before any trading decisions
.


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