The data here represents the best long and short strategies gathered by compounding data from every quarter since the beginning of the 3rd quarter of 1993 and ending on Dec 31, 2003.  All data is ranked.

Not surprisingly, buying cheap stocks each quarter has been a consistent way to make money over the years...not only are the average gains high, but the group almost never loses in a big way.  On the other hand, simply buying semiconductors has also generated high average gains per quarter, but there have been quarters where the group lost in a big way.

Conversely, expensive stocks have performed weakly.

Other strong quarterly strategies involve buying stocks with short term losses.  Interesting, cheap stocks that trade well over their predominant resistance levels have averaged better than 20% per quarter.  

Our short strategies aren't nearly as significant as our long strategies.

 

Date(ymd): 930630 Average Gain: 638.30 Group Stdev: 270.70 Market Focus: 1.5+1.3 (0.00000, 0.00000) Market Focus5: 0.7+0.5 p = n = r = 60, period = 180 Dual risk-adjusted data from 3rd quarter 1993 to end of 4th quarter 2003

Top Gaining Groups 2143.77 pave 11.00 to 16.00 (3)+ vstdev 1.00 to 6.00 (1) 2018.73 pave 11.00 to 16.00 (3)+ pstdev 1.00 to 6.00 (1) 1982.81 vstdev 1.00 to 6.00 (1)+ ptotal 11.00 to 16.00 (3) 1964.48 yeargain 46.00 to 50.01 (10)+ vtotal 41.00 to 46.00 (9) 1931.63 slice3 36.00 to 41.00 (8)+ vave 1.00 to 6.00 (1) 1924.75 vstdev 1.00 to 6.00 (1)+ ptot_neg 36.00 to 41.00 (8) 1906.86 recent_price 1.00 to 6.00 (1)+ move_ave5 6.00 to 11.00 (2) 1901.88 recent_price 1.00 to 6.00 (1)+ resist3 46.00 to 50.01 (10) 1831.57 pkurt 46.00 to 50.01 (10)+ vtotal 16.00 to 21.00 (4) 1826.25 recent_price 1.00 to 6.00 (1)+ resist1 46.00 to 50.01 (10)

Losing Groups -687.10 vslice3 46.00 to 50.01 (10)+ break_ave 46.00 to 50.01 (10) -670.47 t_vratio 26.00 to 31.00 (6)+ stock_ind 1.00 to 6.00 (1) -518.09 ptotal 21.00 to 26.00 (5)+ stock_ind 1.00 to 6.00 (1) -505.40 ptotal 26.00 to 31.00 (6)+ stock_ind 6.00 to 11.00 (2) -486.39 high-close 6.00 to 11.00 (2)+ inertia 1.00 to 6.00 (1) -460.98 big_pslice 36.00 to 41.00 (8)+ pkurt 41.00 to 46.00 (9) -456.65 vkurt 46.00 to 50.01 (10)+ ptot_neg 31.00 to 36.00 (7) -429.68 resist2 26.00 to 31.00 (6)+ move_ave5 46.00 to 50.01 (10) -429.21 t_vratio 6.00 to 11.00 (2)+ ptot_neg 6.00 to 11.00 (2) -419.51 recent_price 36.00 to 41.00 (8)+ move_ave5 46.00 to 50.01 (10)

Date(ymd): 930630 Average Gain: 638.67 Group Stdev: 137.64 Revised h/l prob: 0.0, 15.15 Market Focus: 2.9+0.0 (0.00000, 45.04) Market Focus5: 0.4+-0.1 p = n = r = 60, period = 180 Risk-adjusted data from 3rd quarter 1993 to end of 4th quarter 2003

Top Gaining Groups 1411.02 recent_price 1.00 to 3.00 (1) 1112.54 high-close 37.00 to 39.00 (19) 1091.88 recent_price 5.00 to 7.00 (3) 1091.14 close-low 1.00 to 3.00 (1) 1057.40 industry 69.95 to 72.60 (16) 1054.49 recent_price 3.00 to 5.00 (2) 1045.17 close-low 5.00 to 7.00 (3) 1027.46 markcap_est 3.00 to 5.00 (2) 1016.69 high-close 49.00 to 50.01 (25) 1015.75 move_ave5 9.00 to 11.00 (5)

Losing Groups 232.76 recent_price 49.00 to 50.01 (25) 236.35 move_ave5 49.00 to 50.01 (25) 242.13 recent_price 35.00 to 37.00 (18) 249.44 close-low 49.00 to 50.01 (25) 251.76 gain1 49.00 to 50.01 (25) 267.13 3monthgain 37.00 to 39.00 (19) 267.43 break_ave 49.00 to 50.01 (25) 273.06 1monthgain 31.00 to 33.00 (16) 290.60 recent_price 43.00 to 45.00 (22) 316.42 industry 11.87 to 18.18 (3)

Date(ymd): 930630 Average Gain: 638.67 Group Stdev: 110.12 Market Focus: 3.4+1.3 (0.00000, 0.0141) Market Focus5: 1.1+1.0 p = n = r = 60, period = 180 Risk-adjusted data from 3rd quarter 1993 to end of 4th quarter 2003

Top Gaining Groups 1221.00 recent_price 1.00 to 6.00 (1) 977.41 close-low 1.00 to 6.00 (1) 975.37 industry 69.95 to 75.12 (7) 966.34 recent_price 6.00 to 11.00 (2) 962.17 high-close 46.00 to 50.01 (10) 914.57 break_ave 21.00 to 26.00 (5) 911.93 markcap_est 1.00 to 6.00 (1) 893.20 volume10_60 46.00 to 50.01 (10) 886.84 vtotal 41.00 to 46.00 (9) 883.90 move_ave5 1.00 to 6.00 (1)

Losing Groups 299.26 move_ave5 46.00 to 50.01 (10) 300.46 recent_price 46.00 to 50.01 (10) 331.57 close-low 46.00 to 50.01 (10) 333.82 3monthgain 36.00 to 41.00 (8) 335.51 gain1 46.00 to 50.01 (10) 336.96 recent_price 36.00 to 41.00 (8) 351.64 break_ave 46.00 to 50.01 (10) 373.54 industry 17.03 to 30.07 (2) 378.42 volume10_60 6.00 to 11.00 (2) 390.07 move_ave5 31.00 to 36.00 (7)

Date(ymd): 930630 Average Gain: 16.16 Group Stdev: 9.07 Market Focus: 4.2+0.8 (0.00000, 0.00000) Market Focus5: 3.0+0.3 p = n = r = 60, period = 180 Dual data from 3rd quarter 1993 to end of 4th quarter 2003

Top Gaining Groups 88.42 recent_price 1.00 to 6.00 (1)+ resist1 46.00 to 50.01 (10) 87.49 recent_price 1.00 to 6.00 (1)+ move_ave5 6.00 to 11.00 (2) 80.01 recent_price 1.00 to 6.00 (1)+ resist3 46.00 to 50.01 (10) 78.28 recent_price 1.00 to 6.00 (1)+ resist2 46.00 to 50.01 (10) 77.83 recent_price 1.00 to 6.00 (1)+ stock_ind 41.00 to 46.00 (9) 77.29 recent_price 1.00 to 6.00 (1)+ prd_lastyear 46.00 to 50.01 (10) 77.01 recent_price 1.00 to 6.00 (1)+ close-low 36.00 to 41.00 (8) 76.50 stdev 46.00 to 50.01 (10)+ move_ave5 6.00 to 11.00 (2) 76.47 recent_price 1.00 to 6.00 (1)+ pave 11.00 to 16.00 (3) 75.29 vslice3 1.00 to 6.00 (1)+ ptotal 1.00 to 6.00 (1)

Losing Groups -21.26 t_vratio 26.00 to 31.00 (6)+ stock_ind 1.00 to 6.00 (1) -18.33 vslice3 46.00 to 50.01 (10)+ break_ave 46.00 to 50.01 (10) -17.75 recent_price 36.00 to 41.00 (8)+ move_ave5 46.00 to 50.01 (10) -17.47 resist2 26.00 to 31.00 (6)+ move_ave5 46.00 to 50.01 (10) -16.41 1monthgain 46.00 to 50.01 (10)+ pskew 46.00 to 50.01 (10) -16.28 high-close 6.00 to 11.00 (2)+ inertia 1.00 to 6.00 (1) -15.85 slice3 1.00 to 6.00 (1)+ vslice97 31.00 to 36.00 (7) -15.63 gain1 46.00 to 50.01 (10)+ resist2 26.00 to 31.00 (6) -14.91 close-low 46.00 to 50.01 (10)+ resist2 26.00 to 31.00 (6) -14.25 vave 46.00 to 50.01 (10)+ vskew 46.00 to 50.01 (10)

Date(ymd): 930630 Average Gain: 16.51 Group Stdev: 5.78 Market Focus: 7.2+1.3 (0.00000, 0.00000) Market Focus5: 2.6+0.1 p = n = r = 60, period = 180 Data from 3rd quarter 1993 to end of 4th quarter 2003

Top Gaining Groups 69.79 recent_price 1.00 to 3.00 (1) 44.99 momentum 1.00 to 3.00 (1) 44.40 high-close 49.00 to 50.01 (25) 43.23 stdev 49.00 to 50.01 (25) 43.05 move_ave5 1.00 to 3.00 (1) 40.00 recent_price 3.00 to 5.00 (2) 39.91 industry 69.95 to 72.60 (16) 39.34 vstdev 49.00 to 50.01 (25) 39.11 recent_price 5.00 to 7.00 (3) 38.75 yeargain 1.00 to 3.00 (1)

Losing Groups -1.72 recent_price 49.00 to 50.01 (25) 2.83 recent_price 35.00 to 37.00 (18) 3.04 recent_price 43.00 to 45.00 (22) 3.86 recent_price 47.00 to 49.00 (24) 5.14 industry 94.03 to 94.78 (24) 5.27 gain3 31.00 to 33.00 (16) 5.39 break_ave 49.00 to 50.01 (25) 5.45 recent_price 37.00 to 39.00 (19) 5.51 1monthgain 31.00 to 33.00 (16) 5.68 industry 11.87 to 18.18 (3)

Date(ymd): 930630 Average Gain: 16.52 Group Stdev: 4.97 Market Focus: 6.2+1.6 (0.00000, 0.00000) Market Focus5: 2.1+0.6 p = n = r = 60, period = 180 Data from 3rd quarter 1993 to end of 4th quarter 2003

Top Gaining Groups 52.91 recent_price 1.00 to 6.00 (1) 36.25 industry 69.95 to 75.12 (7) 35.76 high-close 46.00 to 50.01 (10) 33.74 stdev 46.00 to 50.01 (10) 32.75 mov_ave20 1.00 to 6.00 (1) 32.49 1monthgain 1.00 to 6.00 (1) 31.92 vstdev 46.00 to 50.01 (10) 31.87 move_ave5 1.00 to 6.00 (1) 31.84 momentum 1.00 to 6.00 (1) 31.33 pstdev 46.00 to 50.01 (10)

Losing Groups 2.18 recent_price 46.00 to 50.01 (10) 4.22 recent_price 36.00 to 41.00 (8) 5.65 recent_price 41.00 to 46.00 (9) 7.32 move_ave5 31.00 to 36.00 (7) 7.48 industry 17.03 to 30.07 (2) 7.65 resist2 31.00 to 36.00 (7) 7.73 recent_price 31.00 to 36.00 (7) 8.16 yeargain 26.00 to 31.00 (6) 8.24 3monthgain 36.00 to 41.00 (8) 8.38 stdev 1.00 to 6.00 (1)

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