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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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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