PRICE TRENDS- 5 WEEK 10
WEEK
20 WEEK
9 Month
WIL-5 OB-Up,05/18/05 OB-Up,05/02/05 OS-Up,05/05/05 OS-Dn,01/14/05
DJ-30 OB-Up,05/18/05 OB-Up,04/25/05 OS-Up,03/18/05 OS-Dn,03/18/05
RUT-I OB-Up,04/21/05 OB-Up,05/03/05 N-Up,05/04/05 OS-Up,05/20/05
NDX-X OB-Up,04/22/05 OB-Up,05/03/05 N-Up,05/04/05 OS-Up,05/19/05
N = Stoch >20 <80, OS = Stoch <20 OUT/Buy, OB = Stoch >80 Hold/Sell
SECTOR Averages ranked by percent gain from 4/18/05:(Last intermed.
LOW)
HiTech 8.7 VMFXX
0.2
Realty
8.1 Europe -0.4
Telecom 7.6 Bd-Junk
-0.6
NASDAQ 7.0 Energy
-1.6
Latin 7.0 Precious
-6.7
NCALPHA Mutual Fund Trading Systems using Mc2x signal.
Mc2x signal went to BUY on 5/17/05. Trade next day.
SYSTEM.....HOLDS......GAIN%....CAR/MDD....ONE YEAR
SHARP......SHARP......0.05....30.5/6.8.......15.7
LOSDF......LOSDF......0.36....24.8/7.0.......18.7
MDSDF......MDSDF......0.05....23.3/8.3.......16.7
CALP.......NCALP......0.05....28.8/8.6.......13.5
S&P500.....SP-CP......0.31.....7.4/13.1.......8.0
OTC-C......OTC_C......0.78....14.2/20.2......12.8
RUT-I......RUT-I......0.25....21.4/8.3.......10.2
S&P500....Buy/Hold............-4.4/48.9.......9.2
OTC-C.....Buy/Hold...........-13.0/73.9.......7.9
RUT-I.....Buy/Hold.............2.7/40.0......12.7
REF: Data from Barron’s weekly magazine.
Buy/Hold is for one year. Compound annual rate of return(CAR)
and maximum draw down(MDD)of holdings are for the last 5
years.
SHARP: DREGX,WWNPX,TWMIX
LOSDF: WWNPX,RSPFX,DGSNX
MDSDF: DREGX,TWMIX,WWNPX
NCALP: DREGX,TWMIX,WWNPX
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