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Investment Strategies / Mechanical Investing
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Author: mapg   😊 😞
Number: of 3959 
Subject: Re: Trends and Ranks 14-Jun-2024
Date: 06/16/2024 11:18 AM
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No. of Recommendations: 4
Description and comparison of RRS vs Return methods applied here.
Different than using the LOG(pri) or LN(pri) like my previous methods.
Had some help and think its ok.

Example
ROC(126)= 126*SLOPE()/TREND(startpri)
RRS(252,126,63,21)= Avg(%Rank (12,6,3,1)

Symbol                  Start  Days  End   .SPX   6   RSP   QQQE   EUSA   EQAL   EDOW   EQWL

Buy/Sell Signal 2 HTD BUY HTD SELL SELL BUY

ROC(252) 257 252 508 26.3% 16.7% 20.6% 19.4% 12.2% 17.9% 21.3%
ROC(126) 383 126 508 13.0% 6.9% 3.7% 7.2% 4.8% 3.5% 8.7%
ROC(63) 446 63 508 4.3% -0.3% 0.3% -0.9% 0.2% -0.6% 1.2%
ROC(21) 488 21 508 2.6% -2.1% -0.4% -3.0% -3.1% -2.2% -0.8%
Avg(%Rank (12,6,3,1) 100% 45% 70% 40% 25% 25% 95%
RRS Ranks 2 2 2 3 2 4 5 5 1


%G/L(252) 256 252 508 24.2% 11.2% 15.4% 13.1% 7.1% 10.8% 15.7%
%G/L(126) 382 126 508 15.4% 5.3% 6.3% 5.3% 2.8% 3.9% 8.3%
%G/L(63) 445 63 508 6.1% -0.5% 1.4% -1.1% -0.8% -0.8% 1.1%
%G/L(21) 487 21 508 2.3% -2.6% -0.2% -3.4% -3.9% -2.4% -1.3%
Avg_%Rank (12,6,3,1) 100.0% 50% 90% 30% 10% 30% 90%
Return_Avg_Ranks
3 1 6 4 5 2


GD_
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