TaylorTrade weekly Stats (03/15/10-03/19/10)

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 19 (13.10%) 3 (60.00%)
# 1yr Closing Lows 0 (0.00%) 0 (0.00%)

roc250 >= 0.0 145 (100.00%) 5 (100.00%)
roc250 < 0.0 0 (0.00%) 0 (0.00%)

sma50 > sma200 114 (78.62%) 5 (100.00%)
sma50 <= sma200 31 (21.38%) 0 (0.00%)

# Higher Closes 77 (53.10%) 3 (60.00%)
# Lower Closes 67 (46.21%) 2 (40.00%)

Total Gains/Losses $20.16 (0.23%) $0.51 (0.09%)
Average True Range (2.25%) (0.95%)

* 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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