Here is the filter in all of its four lines of glory:
show stocks where close is between 15 and 35
and average volume(90) > 500000
and low equals low 1 day ago
and close < Donchian Center Band(20,4)
And here is what it looks like -

The filter back tests are impressive with a 75% win rate and a 100%+ ROI over 4 days but I think results that you can verify are as important so here are some you could look up yourself. The values shown are for the stock from the day it was discovered by the filter to Friday, 27 January 2007 i.e. yesterday.
OCT 20 (65 days ago)
Top 5 selections only of 11 (9 win - 2 lose)
SCHW 11.45%
TEVA 2.58
ADI 11.96
EXPE 26.74
WCI 32.90
Dec 26 (20 days ago)
Top 5 selections only of 12 (10 win - 2 lose)
NSM 2.84%
TOL 2.34
ACOR 8.18
LYO 14.86
SWFT 13.27
JAN 19 (5 days ago)
2 selections only
BMC .32%
CECO 8.03
And these are the most recent selections from the filter for you to put on your watch list for the coming week: NYB, CHT, MFC, TCB, and ORI.
Please, as always, do a thorough DD – I have not checked any of these regarding coming earnings reports or institutional holdings or growth or any other fundamental approach. This is pure TA at its best or worst.
Once again thanks to prophet.net for the charts and stockfetcher.com for the application that allows me to write my own filters.
Great test!
ReplyDeleteQuestion: If the system finds 12 stocks that meet the criteria, would buying the four or five stocks with the lowest RSI(8) or RSI(14) boost returns?
I use the highest daily (not average) volume down. I think that my methods generally are looking for distressed stocks and when I find them if other people are buying that's where I want to be.
ReplyDeleteGreat screen, Marlyn. Do you ever use an automated trading system to put these great results to work?
ReplyDeleteOne of the many reasons I visit your site is to remind myself how much I still have to learn. Thanks for sharing your knowledge...
Enjoy your approach and website!
ReplyDeleteAm wondering if the tweezer bottom does as well during market decline? I like to test against the grain and if I can get at least 50% win rate buying when overall market is down...I feel that proves robustness and gives me confidence that in the long run the method will work out for profits.
Thanks again!
Red Hue
PS...ever run these on weekly charts...I find the higher the time frame (within reason) the better the chart pattern often performs.
Jim - I don't use an automated approach because to be successful you need to buy huge baskets of stocks or used a long/short method and I don't like either approach. I like to farm - have 6 to 10 stocks in a watch list and then watch that list. I look for stocks with high ATR in my preferred range (yours is too large by the way - I'll do a post on that today) and then I wait for the right moment or set up.
ReplyDeleteRed Hue - welcome aboard - yes I try all of my filters against weekly values - there's at least one weekly approach (3 Month Low - Using Weekly Data) that I documented in the past month or so.
ReplyDeleteThe tweezer approach works on the weekly basis but I'm a confirmed short term trader (swing/day) and weekly values don't interest me that much so I don't write about them that often. Most of my set-ups (especially the blow-off bottom) work on across all time frames from minutes to weeks.
I've personally used the tweezer approach on minute charts through the weekly.
Do you mean I'm picking stocks whose ATRs are too large? I look forward to your post. Thanks.
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Sweet blog, I hadn't noticed filteringwallstreet.blogspot.com earlier during my searches!
ReplyDeleteContinue the good work!
Hello there,
ReplyDeleteThis is a inquiry for the webmaster/admin here at filteringwallstreet.blogspot.com.
May I use part of the information from your post right above if I give a backlink back to your website?
Thanks,
Jack
Hi there,
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