Trading Results for S&P 500 Stocks

[Matt Bowen]

Here are the Trade Results for MTPredictor on trading the 500 stocks inside the S&P 500 index. All stocks traded with the MTPredictor End-of-Day software from July 1, 2004 to February 24, 2005.

[Matt Bowen]

Here is the performance report:

[Matt Bowen]

We are still long HSY (see chart below) in the S&P 500 stock list. I have also included an Excel sheet that list all the trades taken and open positions. Two stocks currently open HSY and BMET.

Here is the Excel sheet:
http://users.adelphia.net/~spoonaz/Profit.xls

Have a great weekend,
Matt

[mcdirt]

Matt,

When is the new XL sheet of EOD trades being redone with the TC2005 data going to be ready?

rgds McDirt

[Matt Bowen]

Hi mcdirt,

We should have them posted in the June 2005 newsletter.

Thanks,

[ADM]

Here is the performance report:

could you explain the min-max contracts traded.

was it 4517 contracts traded total to get the results or 1488 avg.? Because without commission and slippage figured in its hard to figure out the true results.

[Matt Bowen]

Yes, Market System Analyzer also works with stock trading. Although the terminology in the program is oriented towards futures (i.e., "contracts" rather than "shares"), the underlying program works just as well with stocks.

Just replace contracts with "Shares"

We are running the test result from January 2004 to current, I will run one test with commissions of that from Cyber Trader (below), we should have the results compiled by June 1st.

If you take the test results you can deduct $9.95 on each trade (even thou some will be less than the full $9.95) or if you had 88 trades your total cost was $875.60

Thanks,