TaylorTrade weekly Stats (02/01/10-02/05/10)

Key Figures TaylorTrade SPY
Active Components29 1
Entries this period0 0
Exits this period0 0
IPOs this period0 0
Inactive this period0 0
Missing in PriceDB0 0
# 1yr Closing Highs 2 (0.80%) 0 (0.00%)
# 1yr Closing Lows 0 (0.00%) 0 (0.00%)

# Higher Closes 123 (49.20%) 3 (60.00%)
# Lower Closes 127 (50.80%) 2 (40.00%)

Total Gains/Losses $-29.10 (-0.21%) $-0.73 (-0.13%)
Average True Range (3.00%) (1.86%)

* Results are cumulative for the period.

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Russell 3000 Weekly Stats (02/01/10-02/05/10)

Key Figures Russell 3000 IWV
Total Active Components2979 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 30 (0.20%) 0 (0.00%)
# All-time Closing Lows 43 (0.29%) 0 (0.00%)

# Higher Closes 6851 (46.00%) 3 (60.00%)
# Lower Closes 7715 (51.80%) 2 (40.00%)

Total Gains/Losses $-867.29 (-0.24%) $-0.37 (-0.12%)
Average True Range (3.98%) (1.90%)

* Results are cumulative for the period.

Price verification found 0 errors

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Russell 3000 Daily Stats (02/05/10)

Key Figures Russell 3000 IWV
Total Active Components2977 1
Total New Listings this period0 0
Total Inactive this period2 0
# All-time Closing Highs 3 (0.10%) 0 (0.00%)
# All-time Closing Lows 12 (0.40%) 0 (0.00%)

# Higher Closes 1765 (59.29%) 1 (100.00%)
# Lower Closes 1135 (38.13%) 0 (0.00%)

Total Gains/Losses $285.35 (0.40%) $0.17 (0.27%)
Average True Range (4.47%) (2.23%)

* Results are cumulative for the period.

Price verification found 0 errors

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Russell 3000 Daily Stats (02/04/10)

Key Figures Russell 3000 IWV
Total Active Components2979 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 3 (0.10%) 0 (0.00%)
# All-time Closing Lows 16 (0.54%) 0 (0.00%)

# Higher Closes 159 (5.34%) 0 (0.00%)
# Lower Closes 2782 (93.39%) 1 (100.00%)

Total Gains/Losses $-2292.51 (-3.14%) $-2.04 (-3.17%)
Average True Range (4.71%) (3.19%)

* Results are cumulative for the period.

Price verification found 0 errors

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Russell 3000 Daily Stats (02/03/10)

Key Figures Russell 3000 IWV
Total Active Components2979 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 7 (0.23%) 0 (0.00%)
# All-time Closing Lows 8 (0.27%) 0 (0.00%)

# Higher Closes 932 (31.29%) 0 (0.00%)
# Lower Closes 1956 (65.66%) 1 (100.00%)

Total Gains/Losses $-427.90 (-0.58%) $-0.29 (-0.45%)
Average True Range (3.47%) (0.88%)

* Results are cumulative for the period.

Price verification found 0 errors

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Russell 3000 Daily Stats (02/02/10)

Key Figures Russell 3000 IWV
Total Active Components2979 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 13 (0.44%) 0 (0.00%)
# All-time Closing Lows 5 (0.17%) 0 (0.00%)

# Higher Closes 1816 (60.96%) 1 (100.00%)
# Lower Closes 1097 (36.82%) 0 (0.00%)

Total Gains/Losses $643.60 (0.88%) $0.78 (1.22%)
Average True Range (3.60%) (1.58%)

* Results are cumulative for the period.

Price verification found 0 errors

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Russell 3000 Daily Stats (02/01/10)

Key Figures Russell 3000 IWV
Total Active Components2979 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 4 (0.13%) 0 (0.00%)
# All-time Closing Lows 2 (0.07%) 0 (0.00%)

# Higher Closes 2180 (73.18%) 1 (100.00%)
# Lower Closes 744 (24.97%) 0 (0.00%)

Total Gains/Losses $924.44 (1.29%) $1.01 (1.61%)
Average True Range (3.67%) (1.62%)

* Results are cumulative for the period.

Price verification found 0 errors

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TaylorTrade weekly Stats (01/25/10-01/29/10)

Key Figures TaylorTrade SPY
Active Components29 1
Entries this period0 0
Exits this period0 0
IPOs this period0 0
Inactive this period0 0
Missing in PriceDB0 0
# All-time Closing Highs 8 (3.20%) 0 (0.00%)
# All-time Closing Lows 0 (0.00%) 0 (0.00%)

# Higher Closes 96 (38.40%) 2 (40.00%)
# Lower Closes 153 (61.20%) 3 (60.00%)

Total Gains/Losses $-13.08 (-0.09%) $-1.82 (-0.33%)
Average True Range (3.16%) (1.70%)

* Results are cumulative for the period.

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Russell 3000 Weekly Stats (01/25/10-01/29/10)

Key Figures Russell 3000 IWV
Total Active Components2979 1
Total New Listings this period0 0
Total Inactive this period1 0
# All-time Closing Highs 30 (0.20%) 0 (0.00%)
# All-time Closing Lows 23 (0.15%) 0 (0.00%)

# Higher Closes 5790 (38.87%) 2 (40.00%)
# Lower Closes 8795 (59.05%) 3 (60.00%)

Total Gains/Losses $-1569.99 (-0.43%) $-1.21 (-0.38%)
Average True Range (3.93%) (1.72%)

* Results are cumulative for the period.

Price verification found 0 errors

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Author

  • Mike Taylor
    mike@taylortree.com
    I write about trading systems development, portfolio management, and systems research.

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"True observation begins when one is devoid of set patterns."

- Bruce Lee

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