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Below are two tables showing which groups of stocks tend to follow various other groups that are commonly seen in our daily tables.  Looking below, you see that if today's strongest group was a cheap stock price, then there's a good probability that tomorrow's best group will also be cheaply priced stocks.  The second table (below the first) shows short strategies.

The strategies were compiled by simply looking at our daily data tables going back to 1993 and tallying which groups tend to follow which (with the help of a computer).

Note that we could have put together two more tables...1)  if today's best gainer is X, then you should short Y and 2) if today's worst-performing group is A, then you buy B.  For now, though, we'll keep things simple.

For the test below, conducted daily from 10/31/2003 to 10/31/2004, we only looked at "10-slice" data.  This is important when looking at our industry groups.  For reference, industry group 1 is mostly oils, mining, metals, and gold.  Group 2 is mostly utilities.  Group 4 is retail, group 6 is populated with biotechs and medical stocks, and group 7 is computer stocks.  Strategies that seemed particularly strong are highlighted in bold text.

Below the two tables is the actual test of the strategies.  The table shows the % gains gotten from following the strategies. If the best and/or worst gaining groups were not seen in the below "strategy tables", we simply looked to the second-best groups in the daily market summary.  In other words, we run down the daily market summary until we do find a group that is represented in the "strategy tables" below.  This way, we offered a buy/sell strategy every day.

At the end of the test, the longs were up a total of 49%, the shorts 12%, and the general market 10%.  A total of 225 trading days were looked at.  However, better than totaling all the gains and losses would be compounding them...such an approach more accurately mirrors what a trader would see.  In that case, the longs were up 60%, the shorts 11%, and the general market 10%.  

Obviously, it's questionable whether the strategies below could be employed "on their own", given the reality of bid/ask spreads and commissions.  However, it's fairly clear that the purchase strategies below can be a great assist for those attempting to weed out possible short-term trades.  These strategies might also be useful for those with longer term horizons who still wish to buy and sell at the right time.

 

If today's best gainer is...

...then pick up the following to profit in the next session
recent_price[1]
buy recent_price[1]
buy high-close[10]
buy yeargain[1]
high-close[10]
buy gain1[1]
buy high-close[10]
buy mov_ave5[1]
close-low[1]
buy close-low[1]
buy high-close[10]

open-yclose[1]

buy mov_ave5[1]

industry[1]

buy high-close[10]

industry[2]

buy high-close[10]

industry[4]

buy mov_ave20[1]

industry[6]

buy high-close[10]
industry[7]
buy gain1[1]
buy high-close[10]
stdev[1]
buy stdev[1]
buy close-low[1]

stdev[10]

buy mov_20[1]
yeargain[1]
buy yeargain[1]
buy recent_price[1]
buy 3monthgain[1]
yeargain[10]
buy gain3[1]
buy high-close[10]

3monthgain[1]

buy mov_ave100[1]

1monthgain[1]

buy 1monthgain[1]
gain1[1]
buy gain1[1]
buy high-close[10]

gain2[1]

buy high-close[10]

gain3[1]

buy gain2[1]

gain4[1]

buy gain3[1]

gain4[10]

buy high-close[10]
momentum[1]
momentum[1]
mov_ave5[1]

vol1_3[10]

buy close-low[1]

marketcap[1]

buy marketcap[1]

marketcap[10]

buy momentum[1]

big_pslice[10]

buy mov_ave5[1]

pstdev[1]

buy stdev[1]
pstdev[10]
buy recent_price[1]
buy yeargain[1]

vave[10]

buy vtotal[1]

vstdev[1]

buy pstdev[1]
vstdev[10]
buy mov_ave100[1]
buy high-close[1]
mov_ave5[1]
buy mov_ave5[1]
buy high-close[10]
mov_ave20[1]
buy mov_ave20[1]
buy momentum[1]
mov_ave100[1]
buy mov_ave100[1]
buy yeargain[1]

break_ave[1]

buy break_ave[1]

ptotal[10]

buy mov_ave5[1]

 

If today's biggest loser is...

...then sell the following for a short gain

recent_price[1]

recent_price[1]

high-close[1]

close-low[10]
close-low[10]
close-low[10]
high-close[1]

stdev[1]

stdev[1]

stdev[10]

break_ave[1]
yeargain[1]
yeargain[1]
vstdev[10]

yeargain[10]

high-close[1]

1monthgain[1]

1monthgain[1]

gain1[10]

high-close[1]

marketcap[1]

mov_ave5[10]

marketcap[10]

close-low[10]

pstdev[1]

stdev[1]

pstdev[10]

marketcap[10]

vstdev[10]

mov_ave100[1]

mov_ave5[10]

close-low[10]
mov_ave20[10]
close-low[10]
gain3[10]

mov_ave100[10]

close-low[10]

break_ave[1]

mov_ave100[1]

ptotal[1]

close-low[10]

ptot_neg[1]

close-low[10]

industry[2]

yeargain[1]

industry[6]

close-low[10]

industry[7]

mov_ave100[10]

 

Date/Strategy

Long Result

Short Result

General Market

Oct 31...buy high-close(10), sell close-low(10)

-.269

.627

-.052

Nov 3...no buy or sell strategies

-

-

-

Nov 4...buy gain1(1), sell mov_ave100(1)

.408

.01

-.08

Nov 5...buy recent_price[1], no short strategy

.45

-

.077

Nov 6...no strategies

-

-

-

Nov 7...buy gain1[1], no short strategy

.034

-

.071

Nov 10...no buy or sell strategies

-

-

-

Nov 11..buy pstdev[1], sell close-low[10]

-.30

1.467

-.723

Nov 12...no buy or sell strategies

-

-

-

Nov 13...buy mov_ave100[1], sell stdev[1]

.744

-.253

.280

Nov 14...buy momentum[1], sell mov_ave100[10]

-1.46

2.078

-1.21

Nov 17...buy stdev[1], sell mov_ave100[1]

-.433

1.680

-1.21

Nov 18...buy stdev[1], sell mov_ave100[1]

-.623

.934

-.711

Nov 19...no buy or sell strategies

-

-

-

Nov 20...buy marketcap[1], no sell strategies

-.541

-

-.568

Nov 21...buy close-low[1], no sell strategies

.435

-

.406

Nov 24...no buy or sell strategies

-

-

-

Nov 25...buy recent_price[1], sell stdev[1]

.879

-.586

.699

Nov 26...no buy or sell strategies

-

-

-

Nov 28...no buy strategy, sell yeargain[1]

-

-.238

.262

Dec 1...buy gain3[1], sell close-low[10]

1.22

-.74

1.34

Dec 2...buy high-close[10], sell high-close[1]

-.089

.028

-.11

Dec 3...buy mov_ave20[1], sell close-low[10]

-.95

1.62

-.99

Dec 4...buy stdev[1], sell high-close[1]

.033

.19

-.19

Dec 5...buy high-close[10], sell high-close[1]

-1.47

.54

-.74

Dec 8...buy high-close[10], sell mov_ave100[10]

.39

-.51

.662

Dec 9...buy high-close[10], sell break_ave[1]

-1.96

1.38

-1.26

Dec 10...buy pstdev[1], sell mov_ave100[10]

-.40

1.98

-.87

Dec 11...buy mov_ave5[1], sell high-close[1]

4.59

-.97

2.14

Dec 12...buy momentum[1], sell stdev[1]

1.26

-.40

.73

Dec 15...buy high-close[10], sell close-low[10]

-1.87

2.55

-1.49

Dec 16...buy close-low[1], sell mov_ave100[1]

.72

-.36

.19

Dec 17...buy gain[1], sell close-low[10]

.91

.37

.16

Dec 18...buy close-low[1], sell recent_price[1]

1.23

-2.07

1.49

Dec 19...buy mov_ave20[1], sell marketcap[10]

-.44

.08

-.08

Dec 22...buy close-low[1], sell marketcap[10]

.87

-.54

.53

Dec 23...buy yeargain[1], sell mov_ave100[1]

1.23

-1.37

.81

Dec 24...buy mov_ave100[1], sell stdev[1]

-.20

-.02

-.23

Dec 26...buy gain1[1], sell high-close[1]

1.07

-.15

.40

Dec 29...buy gain1[1], sell marketcap[10]

1.81

-1.41

1.42

Dec 30...buy mov_ave20[1], sell stdev[1]

1.05

-.24

.30

Dec 31...buy mov_ave20[1], sell high-close[1]

-.63

1.02

-.86

Jan 2, 2004...buy momentum[1], sell close-low[10]

1.33

-.14

.25

Jan 5...buy gain1[1], sell close-low[10]

1.18

-1.83

1.32

Jan 6...buy gain1[1], sell marketcap[10]

1.01

-.42

.35

Jan 7...buy mov_ave100[1], sell close-low[10]

.93

-1.31

.52

Jan 8...buy recent_price[1], sell stdev[1]

1.59

-.13

.73

Jan 9...buy gain1[1], sell stdev[1]

-.26

.20

-.50

Jan 12...buy high-close[10], sell close-low[10]

2.07

-2.08

.94

Jan 13...buy recent_price[1], sell stdev[1]

-.05

.18

-.24

Jan 14...buy marketcap[1], sell close-low[10]

.72

-.89

.80

Jan 15...buy recent_price[1], sell stdev[1]

-.18

-.14

.11

Jan 16...buy gain1[1], sell high-close[1]

.83

-.21

.59

Jan 20...buy gain1[1], sell stdev[1]

1.26

-.26

.93

Jan 21...buy mov_ave100[1], sell stdev[1]

1.01

-.43

.18

Jan 22..buy mov_ave100[1], sell close-low[10]

-.42

1.18

-.65

Jan 23...buy stdev[1], sell break_ave[1]

.22

-.68

.46

Jan 26...buy recent_price[1], sell close-low[10]

1.78

-1.00

.82

Jan 27...buy recent_price[1], sell yeargain[1]

-1.12

.67

-.86

Jan 28...buy stdev[1], sell close-low[10]

-.36

1.85

-1.70

Jan 29...buy pstdev[1], sell high-close[1]

.14

.29

-.44

Jan 30...buy stdev[1], sell mov_ave100[1]

.24

-.28

.09

Feb 2...buy gain1[1], sell yeargain[1]

.16

-.39

.06

Feb 3...buy stdev[1], sell high-close[1]

.04

.50

-.13

Feb 4...buy close-low[1], sell close-low[10]

-1.96

3.16

-1.94

Feb 5...buy pstdev[1], sell marketcap[10]

.38

-.47

.59

Feb 6...buy mov_ave20[1], sell close-low[10]

3.45

-2.38

2.11

Feb 9...buy recent_price[1], sell stdev[1]

.46

-.19

.24

Feb 10...buy momentum[1], sell high-close[1]

1.65

-.79

1.04

Feb 11...buy recent_price[1], sell close-low[10]

.52

-.36

.83

Feb 12...buy momentum[1], sell high-close[1]

-.26

.55

-.54

Feb 13...buy high-close[10], sell recent_price[1]

-1.48

2.08

-.98

Feb 17...buy pstdev[1], sell mov_ave100[1]

.65

-1.92

1.32

Feb 18...buy recent_price[1], sell close-low[10]

-.53

.80

-.40

Feb 19...buy recent_price[1], sell high-close[1]

-2.40

1.98

-1.17

Feb 20...buy pstdev[1], sell marketcap[10]

-.23

.54

-.43

Feb 23...buy marketcap[1], sell mov_ave100[10]

-.87

1.67

-1.24

Feb 24...buy stdev[1], sell break_ave[1]

.18

.14

.06

Feb 25...buy high-close[10], sell close-low[10]

1.78

-1.25

.91

Feb 26...buy mov_ave20[1], sell stdev[1]

1.61

-.12

.72

Feb 27...buy 1monthgain[1], sell stdev[1]

.42

-.43

.42

March 1...buy gain1[1], sell mov_ave100[10]

2.24

-1.84

1.36

March 2...buy gain1[1], sell close-low[10]

-.91

.95

-.58

March 3...buy stdev[1], sell break_ave[1]

.27

.13

.08

March 4...buy gain1[1], sell stdev[10]

1.43

-1.79

.83

March 5...buy recent_price[1], sell stdev[1]

.05

-.54

.21

March 8...buy high-close[10], sell close-low[10]

-1.32

1.58

-.96

March 9...buy pstdev[1], sell mov_ave100[10]

-.30

1.30

-.93

March 10...buy stdev[1], sell mov_ave100[1]

-.99

1.96

-1.76

March 11...buy stdev[1], sell mov_ave100[1]

-1.17

1.08

-1.02

March 12...buy marketcap[1], sell high-close[1]

2.78

-1.04

2.11

March 15...buy gain1[1], sell stdev[1]

-1.26

.91

-2.16

March 16...buy stdev[1], sell mov_ave100[1]

.18

.02

.08

March 17...buy gain1[1], sell break_ave[1]

2.68

-2.01

1.76

March 18...buy gain1[1], sell stdev[1]

-.23

.07

-.49

March 19...buy stdev[1], sell mov_ave100[10]

-.39

.47

-.68

March 22...buy pstdev[1], sell marketcap[10]

-.97

1.49

-1.78

March 23...buy pstdev[1], sell break_ave[1]

.17

-.29

.28

March 24...buy gain1[1], sell close-low[10]

-.34

.63

-.49

March 25...buy gain1[1], sell recent_price[1]

2.94

-3.79

2.14

March 26...buy mov_av20[1], sell stdev[1]

.89

.27

.16

March 29...buy mov_ave20[1], sell close-low[10]

2.02

-1.44

1.34

March 30..buy mov_ave20[1], sell stdev[1]

1.41

-.70

.97

March 31...buy high-close[10], sell mov_ave100[1]

.59

-.34

.28

Apr 1...buy momentum[1], sell mov_ave100[10]

.97

-.30

.75

Apr 2...buy gain1[1], sell high-close[1]

1.77

-.51

1.20

Apr 5...buy pstdev[10], sell stdev[1]

1.13

.69

.42

Apr 6...buy high-close[10], sell stdev[1]

-2.29

.65

-.87

Apr 7...buy high-close[10], sell marketcap[10]

1.16

.58

.12

Apr 8...buy momentum[1], sell close-low[10]

-1.08

1.18

-.55

Apr 12...buy gain1[1], sell close-low[10]

-.71

-.23

.13

Apr 13...buy high-close[10], sell mov_ave100[1]

-1.80

1.60

-1.96

Apr 14...buy mov_ave20[1], sell high-close[1]

-.91

.53

-.53
Apr 15...buy mov_ave20[1], sell close-low[10] 1.03 .70 -.12
Apr 16...buy high-close[10], sell mov_ave100[10] -.87 -1.31 .55
Apr 19...buy momentum[1], sell break_ave[1] 1.06 -.21 .35
Apr 20...buy gain1[1], sell stdev[1] -1.29 .91 -1.68
Apr 21...buy pstdev[1], sell marketcap[10] .43 -.75 1.01
Apr 22...buy mov_ave100[1], sell stdev[1] 1.51 -1.37 1.67
Apr 23...buy high-close[10], sell close-low[10] .45 .73 -.32
Apr 26...buy gain1[1], sell close-low[10] -.41 .68 -.32
Apr 27...buy high-close[10], sell mov_ave100[10] -.83 -.09 .20
Apr 28...buy high-close[10], sell mov_ave100[10] -2.88 2.68 -2.01
Apr 29...buy stdev[1], sell marketcap[10] -.52 1.25 -1.52
Apr 30...buy stdev[1], sell mov_ave100[1] -.13 1.94 -.97
May 3...buy stdev[1], sell mov_ave100[1] .63 -.60 .78

May 4...buy gain1[1], sell close-low[10]

.95

-.76

.52
May 5...buy gain1[1], sell close-low[10] .17 .13 .08
May 6...buy high-close[10], sell mov_ave5[10] -1.39 1.33 -1.10
May 7...buy stdev[1], sell marketcap[10] -1.77 1.52 -2.27
May 10...buy gain1[1], sell close-low[10] -1.48 2.36 -1.69
May 11...buy momentum[1], sell mov_ave100[1] 2.56 -2.82 1.60
May 12...buy mov_ave100[1], sell stdev[1] -.57 -.05 0.0
May 13...buy high-close[10], sell mov_ave100[10] -.29 .28 -.18
May 14...buy mov_ave5[1], sell close-low[10] -.35 1.30 -.33
May 17...buy high-close[10], sell mov_ave100[10] -1.5 1.31 -1.3
Mary18...buy mov_ave5[1], sell break_ave[1] 1.94 -1.46 1.19
May 19...buy momentum[1], sell close-low[10] .02 .63 -.37
May 20...buy gain1[1], sell close-low[10] .52 .46 .08
May 21...buy gain1[1], sell marketcap[10] 1.23 -.61 .71
May 24...buy mov_ave100[1], sell stdev[1] .77 -.43 .90
May 25...buy high-close[10], sell close-low[10] 2.75 -2.07 2.13
May 26...buy mov_ave100[1], sell stdev[1] 1.22 -.39 .36
May 27...buy mov_ave100[1], sell close-low[10] 1.21 -.36 .33
May 28...buy momentum[1], sell close-low[10] .18 .12 .13
Jun 1...buy mov_ave5[1], sell marketcap[10] .79 -.08 .40
Jun 2...buy high-close[10], sell close-low[10] .19 .09 .20
Jun 3...buy momentum[1], sell close-low[10] -1.95 2.28 -1.52
Jun 4...buy stdev[1], sell mov_ave100[1] .42 -1.00 .76
Jun 7...buy mov_ave5[1], sell close-low[10] 2.15 -2.11 1.82
Jun 8...buy mov_ave5[1], sell stdev[1] -.21 .09 -.06
Jun 9...buy high-close[10], sell mov_ave100[1] -1.73 2.08 -1.28
Jun 10...buy stdev[1], sell mov_ave100[1] .32 .27 .21
Jun 14...buy high-close[10], sell break_ave[1] -1.87 1.75 -1.65
Jun 15...buy stdev[1], sell close-low[10] .50 -1.48 1.46
Jun 16...buy mov_ave100[1], sell stdev[1] .13 -.14 .28
Jun 17...buy high-close[10], sell mov_ave100[10] -.40 -.23 -.02
Jun 18...buy high-close[10], sell close-low[10] -.15 0.0 .09
Jun 21...buy high-close[10], sell mov_ave5[10] -.48 .46 -.26
Jun 22..buy close-low[1], sell close-low[10] .78 -.40 .58
Jun 23...buy high-close[10], sell close-low[10] 2.01 -1.84 1.30
Jun 24...buy high-close[10], sell stdev[1] .26 .12 -.18
Jun 25...buy mov_ave20[1], sell close-low[10] 1.14 -1.00 .77
Jun 28...buy high-close[10], sell stdev[1] .82 -.11 -.38
Jun 29...buy gain1[1], sell close-low[10] .78 -.58 .52
June 30...buy high-close[10], sell close-low[10] 1.11 -.51 .67
Jul 1...buy mov_ave100[1], sell close-low[10] -2.28 2.41 -1.39
Jul 2...buy high-close[10], sell close-low[10] -.28 .19 -.05
Jul 6...buy marketcap[1], sell close-low[10] -1.15 2.68 -1.59
Jul 7...buy pstdev[1], sell marketcap[10] .09 -.35 .02
Jul 8...buy high-close[10], sell mov_ave100[10] -2.54 1.80 -1.62
Jul 9...buy stdev[1], sell break_ave[1] .12 -.59 .51
Jul 12...buy mov_ave100[1], sell close-low[10] -1.36 .67 -.20
Jul 13...buy close-low[1], sell close-low[10] .35 .15 .06
Jul 14...buy close-low[1], sell yeargain[1] -.44 1.26 -.49
Jul 15...buy high-close[10], sell marketcap[10] .83 .24 .26
Jul 16...buy mov_ave20[1], sell close-low[10] -2.48 1.91 -1.03
Jul 19...buy high-close[10], sell break_ave[1] -.03 .48 -.16
Jul 20...buy gain1[1], sell break_ave[1] 3.06 -2.00 1.59
Jul 21...buy mov_ave5[1], sell stdev[1] -2.40 1.15 -2.35
Jul 22...buy stdev[1], sell mov_ave100[1] -.34 -.80 -.29
Jul 23...buy gain1[1], sell close-low[10] -.52 2.96 -1.25
Jul 26...buy close-low[1], sell marketcap[10] -.86 .61 -.95
Jul 27...buy pstdev[1], sell marketcap[10] .40 -1.19 1.72
Jul 28...buy gain1[1], sell stdev[1] -.81 .08 -.57
Jul 29...buy high-close[10], sell marketcap[10] 2.70 -1.11 1.45
Jul 30...buy recent_price[1], sell stdev[1] 1.31 -.12 .34
Aug 2...buy mov_ave20[1], sell close-low[10] -.45 1.08 .13
Aug 3...buy stdev[1], sell close-low[10] -.40 2.12 -1.29
Aug 4...buy high-close[10], sell marketcap[10] .09 .32 -.10
Aug 5...buy high-close[10], sell high-close[1] -2.24 1.82 -1.79
Aug 6...buy marketcap[1], sell close-low[10] -1.48 3.00 -2.07
Aug 9...buy stdev[1], sell mov_ave100[1] -.08 1.12 -.20
Aug 10...buy high-close[10], sell recent_price[1] 2.82 -2.75 1.88
Aug 11...buy mov_ave100[1], sell stdev[1] -1.51 -.15 -.73
Aug 12...buy stdev[1], sell close-low[10] -.66 2.38 -1.65
Aug 13...buy stdev[1], sell close-low[10] -.11 .39 0.00
Aug 16...buy close-low[1], sell mov_ave100[1] 2.06 -2.51 1.89
Aug 17...buy gain1[1], sell stdev[1] .39 -.07 .49
Aug 18...buy high-close[10], sell close-low[10] 3.19 -2.89 1.95
Aug 19...buy recent price[1], sell stdev[1] -1.13 .59 -.67
Aug 20...buy high-close[10], sell close-low[10] 2.59 -1.61 1.60
Aug 23...buy recent_price[1], sell close-low[1] -.63 1.00 -.57
Aug 24...buy high-close[10], sell close-low[10] .25 .23 .24
Aug 25...buy marketcap[1], sell close-low[10] .54 -.80 .78
Aug 26...buy mov_ave100[1], sell close-low[10] -1.45 1.43 -.43
Aug 27...buy high-close[10], sell mov_ave100[1] 1.16 -1.17 .64
Aug 30...buy mov_ave20[1], sell stdev[1] -1.38 .39 -1.13
Aug 31...buy stdev[1], sell close-low[10] .66 -.30 .49
Sep 1...buy high-close[10], sell mov_ave100[1] 1.21 -1.15 .65
Sep 2...buy mov_ave100[1], sell close-low[10] 1.05 -1.40 1.29
Sep 3...buy mov_ave5[1], sell stdev[1] -.83 .01 -.61
Sep 7...buy stdev[1], sell close-low[10] .68 -.55 .93
Sep 8...buy gain1[1], sell close-low[10] -.95 1.18 -.90
Sep 9...buy momentum[1], sell recent_price[1] 3.00 -2.41 1.17
Sep 10...buy high-close[10], sell stdev[1] 1.13 -.16 .69
Sep 13...buy high-close[10], sell stdev[1] 1.15 0.00 .56
Sep 14...buy mov_ave100[1], sell stdev[1] .08 .10 -.21
Sep 15...buy momentum[1], sell recent_price[1] -.01 1.28 -.56
Sep 16...buy close-low[1], sell close-low[10] .85 -1.36 .94
Sep 17...buy mov_ave20[1], sell close-low[10] -.33 .04 -.03
Sep 20...buy momentum[1], sell close-low[10] -.04 .08 -.41
Sep 21...buy high-close[10], sell close-low[10] 1.44 -1.21 .99
Sep 22....buy mov_ave5[1], sell stdev[1] -1.70 .84 -1.69
Sep 23...buy stdev[1], sell mov_ave100[1] -.47 .05 -.14
Sep 24...buy high-close[10], sell stdev[1] -.16 -.26 .08
Sep 27...buy high-close[10], sell close-low[10] -1.92 1.36 -1.12
Sep 28...buy stdev[1], sell marketcap[10] .78 -.51 .96
Sep 29...buy high-close[10], sell close-low[10] 1.89 -1.27 .89
Sep 30...buy high-close[10], sell stdev[1] .92 -.32 .41
Oct 1...buy gain1[1], sell close-low[10] 2.72 -1.76 1.94
Oct 4...buy high-close[10], sell stdev[1] 1.09 -.26 .69
Oct 5...20 discontinued for vacation      
Oct 21...buy high-close[10], sell stdev[1] 1.30 -.26 1.02
Oct 22...buy high-close[10], sell stdev[1] -1.30 .53 -1.26
Oct 25...buy close-low[1], sell close-low[10] .62 -.37 .40
Oct 26...buy recent_price[1], sell mov_ave100[1] .57 -1.04 1.02
Oct 27...buy momentum[1], sell close-low[10] 2.39 -1.49 1.59
Oct 28...buy high-close[10], sell high-close[1] -.71 .33 -.09
Oct 29...buy yeargain[1], sell high-close[1] -.24 .36 -.10

 

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