RE: [RT] Trade Numbers and Performance.

["Adrian Pitt" <apitt@xxxxxxxxxxxxx>]

Hi 
Rich,
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Thanks 
for the informative reply:-)  It was interesting to read your comments that 
if you applied your EOD trend following method to all 1500 stocks it still made 
money but profit dropped by half on the numbers your achieving. It does go to 
show how important stock selection is. Even after your screening your still not 
short on selections so that isn't a problem.  I guess your applying a 
variation of the CANLSIM method or any other method that uses a Tech/Fund 
combo.  
Even 
readjusting for your 3.5 avg win/loss and 65 % wins that's still 
excellent.  I'd suggest if you used a good form of money management your 
risk of ruin would be non existent but you'd still be able to achieve returns 
well above anything published in the press..really!! 
<FONT face=Arial color=#0000ff 
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<FONT face=Arial color=#0000ff 
size=2>Adrian
<BLOCKQUOTE 
style="PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #0000ff 2px solid; MARGIN-RIGHT: 0px">
  
  <FONT 
  face=Tahoma size=2>-----Original Message-----From: FXTrader 
  [mailto:fxtrader@xxxxxxxxxxx] Sent: Tuesday, 4 June 2002 9:49 
  AMTo: realtraders@xxxxxxxxxxxxxxxSubject: RE: [RT] Trade 
  Numbers and Performance.
  
  <FONT face=Arial color=navy 
  size=2><SPAN 
  style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; mso-bidi-font-size: 12.0pt">Good 
  Evening Adrian:
  <FONT face=Arial color=navy 
  size=2><SPAN 
  style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; mso-bidi-font-size: 12.0pt"> 
  <FONT face=Arial color=navy 
  size=2><SPAN 
  style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; mso-bidi-font-size: 12.0pt">This 
  is rather long, but here we go. <SPAN 
  style="mso-spacerun: yes"> First of all the 5.3 should be 3.5, 
  transposed by accident. I have a EOD trend following system that buys on 
  specific retracement rules. Average trade is about 36 days. Losers, about 19 
  days. It is fairly selective and doesn&#8217;t generate huge amounts of trades due 
  to the limited amount of stocks in my focus list. The focus list looks 
  primarily on earnings data, debt to equity and some relative strength analysis 
  by sector. 
  <FONT face=Arial color=navy 
  size=2><SPAN 
  style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; mso-bidi-font-size: 12.0pt">When I 
  developed the system (AIQ Trading Expert Pro Platform), I ran a weekly test 
  comparing the S&P 1500 (Large, Mid and Small Caps) against my weekly focus 
  list of fundamentally screened stocks. My focus list averaged around 40-70 
  stocks versus the S&P 1500 with 1500 stocks. Although there were many more 
  trades in the S&P 1500 list the profitability per trade was almost half if 
  not less at times. This was done over a two year testing period, weekly. I put 
  the time into it.
  <FONT face=Arial color=navy 
  size=2><SPAN 
  style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; mso-bidi-font-size: 12.0pt">Trading 
  systems are tough, and are only as good as the stocks you put into them. 
  Garbage in, garbage out.  Remember 
  this is a trend following system and loves good fundamental 
  stocks.
  <FONT face=Arial color=navy 
  size=2><SPAN 
  style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; mso-bidi-font-size: 12.0pt">This 
  year has been tough, but I am happy to say a profitable 
  one.
  <FONT face=Arial color=navy 
  size=2><SPAN 
  style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; mso-bidi-font-size: 12.0pt"> 
  <FONT face=Arial color=navy 
  size=2><SPAN 
  style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; mso-bidi-font-size: 12.0pt">If you 
  wish to discuss further, please feel free to contact me. I could go a lot 
  further if you wish.
  <FONT face=Arial color=navy 
  size=2><SPAN 
  style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; mso-bidi-font-size: 12.0pt"> 
  <FONT face=Arial color=navy 
  size=2><SPAN 
  style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; mso-bidi-font-size: 12.0pt"> 
  <FONT face=Arial color=navy 
  size=2><SPAN 
  style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; mso-bidi-font-size: 12.0pt">Sincerely,
  <FONT face=Arial color=navy 
  size=2><SPAN 
  style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; mso-bidi-font-size: 12.0pt"> 
  <FONT face=Arial color=navy 
  size=2><SPAN 
  style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; mso-bidi-font-size: 12.0pt"><SPAN 
  style="mso-spacerun: yes"> Rich 
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