| June 4, 2003
For the last few days we have received a
large number of support calls from our customers with the same
question. Is your stop-loss system back tested?
|
| "Have you made any study
on returns if applied back for the last 2 years?..." |
| "...I
was just wondering has this new stop loss been back tested... I
was just wondering as this might effect future trades..." |
Following the wishes of our customers,
our research group back tested our system in order to see how changes
in the stop-loss policy would affect the result of future signals.
As
you can see from our new trade history, the new improvements have not
affected the entire system, only the results of the past trades. In
some cases the positive trade was closed too early, resulting in
losses instead of gain. In some cases losses were reduced. When
analyzing the new trade history, you may notice that average results
are better. And that is our purpose in implementing this new system.
We strongly believe that if the trend does not go along with our
signal, it is better to remain in "Cash" and reconsider all
indicators.
Below you can find a list of all changes
that where made in the trade history.
Changes in Trade History of the Dow according to the new Stop-Loss
System
DOW Trade History
until June 2003
- Signal "Long" published on
10/5/1999 hit the defined Stop-Loss for this trend of 4% during
10/18/1999 and as a result the signal "Cash" was generated.
- Signal "Long" published on
10/13/2000 hit the defined Stop-Loss for this trend of 4.25% during
10/18/2000 and as a result the signal "Cash" was generated. At the
next trading day 10/19/2000 signal "Long" was generated again.
- Signal "Long" published on 7/11/2002
hit the defined Stop-Loss for this trend of 4.5% during
7/15/2002 and as a result the signal "Cash" was generated.
- Signal "Short" published on
12/22/2002 hit the defined Stop-Loss for this trend of 3.75% during 1/13/2003 and as a result the signal "Cash" was generated. In
one trading day 1/14/2003 signal "Short" was generated again.
- Signal "Cash" published on 3/3/2003 and
signal "Short" published on 3/6/2003 was deleted because the defined Stop-Loss for this trend 2.75% was not hit.
- Signal "Short" published on 3/17/2003
hit the defined Stop-Loss for this trend of 4.5% during
4/7/2003 and as a result the signal "Cash" was generated.
Changes in trade history of SPDRs according to the
new Stop-Loss System
SPDRs Trade History
until June 2003
- Signal "Long" published on 3/11/1999
hit the defined Stop-Loss for this trend of
3.25% during 3/23/1999 and as a result the signal "Cash" was
generated. At the next trading day 3/24/1999 signal "Long" was
generated again.
- Signal "Short" published on 8/12/1999
hit the defined Stop-Loss for this trend of 3.5% during
8/23/1999 and as a result the signal "Cash" was generated.
- Signal "Long" published on
12/1/2000 hit the defined Stop-Loss for this trend of 4% during
12/20/2000 and as a result the signal "Cash" was generated.
- Signal "Long" published on
1/30/2001 hit the defined Stop-Loss for this trend of 4.25% during
2/9/2001 and as a result the signal "Cash" was generated.
- Signal "Short" published on 12/29/2002
hit the defined Stop-Loss for this trend of 3.75% during 1/2/2003 and as a result the signal "Cash" was generated. In
one trading day 1/6/2003 signal "Short" was generated again.
- Signal "Cash" published on 2/28/2003 and
signal "Short" published on 3/6/2003 was deleted because the defined Stop-Loss for this trend 3% was not hit.
- Signal "Short" published on
3/17/2003 hit the defined Stop-Loss for this trend of 3.75% during
3/21/2003 and as a result the signal "Cash" was generated.
On
5/9/2003 a signal "Short" was generated again.
Changes in trade history of QQQQ according to the
new Stop-Loss System
QQQQ Trade History
until June 2003
- Signal "Short" published on
1/18/2000 hit the defined Stop-Loss for this trend of 6.5% during
1/19/2000 and as a result the signal "Cash" was generated.
- Signal "Long" published on 4/17/2000
hit the defined Stop-Loss for this trend of
6.25% during
14/24/2000 and as a result the signal "Cash" was generated.
- Signal "Long" published on 10/16/2000
hit the defined Stop-Loss for this trend of
6% during
10/25/2000 and as a result the signal "Cash" was generated.
- Signal "Long" published on 12/6/2000
hit the defined Stop-Loss for this trend of
6.75% during
12/15/2000 and as a result the signal "Cash" was generated.
1/2/2001 signal "Long" was generated again.
- Signal "Short" published on 12/3/2001
hit the defined Stop-Loss for this trend of
6.75% during
12/5/2001 and as a result the signal "Cash" was generated.
On 12/11/2001 a signal "Short" was generated again.
- Signal "Long" published on 2/1/2002
hit the defined Stop-Loss for this trend of
6.25% during
2/6/2002 and as a result the signal "Cash" was generated.
- Signal "Long" published on 6/28/2002
hit the defined Stop-Loss for this trend of
6.75% during
7/2/2002 and as a result the signal "Cash" was generated.
- Signal "Short" published on 12/2/2002
hit the defined Stop-Loss for this trend of
6% during
1/7/2003 and as a result the signal "Cash" was generated.
On 1/10/2003 a signal "Short" was generated again.
- Signal "Cash" published on 2/28/2003 and
signal "Short" published on 3/6/2003 was deleted because the defined Stop-Loss for this trend 5.5% was not hit.
- Signal "Short" published on 4/10/2003
hit the defined Stop-Loss for this trend of
6% during
4/22/2003 and as a result the signal "Cash" was generated.
Changes in trade history of Mutual Fund according to the
new Stop-Loss System
We want to take this opportunity to
thank you for being a valued subscriber. We appreciate your business
and will continue to provide you with the very best service available
anywhere.
