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Hi Gang!
The following is from an Excel Spreadsheet of a end of day system that
mechanically trades the NASDAQ, NDX100, S&P 500, or the DOW. On average
the time in the market is under 40% and the bad days are less than half
the loss sustained in holding. This is shared for what it is worth.
Stu
nasd nasd ndx ndx s&p s&p dow dow
hold system hold system hold system hold system
19.80 18.40 32.64 17.92 16.29 13.24 12.39 13.96 1998
22.62 51.09 21.48 52.77 31.67 35.52 22.75 28.79 1997
21.95 37.63 40.18 37.29 19.33 24.62 24.55 25.58 1996
41.50 30.71 44.78 18.14 34.16 15.15 33.31 17.42 1995
-2.44 17.59 2.21 17.44 -1.32 8.54 2.07 15.45 1994
14.78 21.04 11.61 7.28 7.64 7.31 14.10 13.04 1993
14.08 15.15 7.93 2.19 4.92 0.17 4.36 -0.39 1992
55.77 53.20 63.56 54.69 27.13 19.24 21.19 19.01 1991
-19.19 31.44 -12.43 39.39 -8.61 15.74 -6.44 14.84 1990.00
18.76 30.69 23.55 27.46 14.58 15.51 14.25 16.41 Average
168.86 276.25 211.96 247.10 131.21 139.55 128.29 147.69 Total
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