Copyright (c) 2006 Stockpickr. All rights reserved. http://www.stockpickr.com/ en-us Enter a portfolio, get recommendations automatically from hedge funds, mutual funds, super investors. http://www.stockpickr.com/images/stockpickr.jpg http://www.stockpickr.com/ 144 17 http://www.stockpickr.com/analysis/System-Trades-of-the-Day/ These are the top daily trades triggered by the various systems we follow on the site. The stocks in this portfolio are only the ones meant to be purchased at the open today, given the proper conditions. These are the trades as of 7/3/2008 Note: we also have 10 NEW Takeover Targets in here. These are trades as of the open price at the first day of the month (see system). Note: every stock that triggered is NOT listed here but rather the top ones in terms of past success. Sun, 11 Mar 2007 21:25:46 CDT http://www.stockpickr.com/analysis/Unusual-Volume-System/ BUY: if a stock has 50% higher than normal volume AND its up 1% on the day. Buy at the open the next morning (we will have triggers every day in System Trades of the Day and in the Unusual Volume list on Today's Lists). SELL: if the stock is up 2 days in a row, sell at the open the next day. Note that you could own the stock then for only one day. To the left are some sample stocks that have worked well in the system. Results: Since 1997 there's been 8821 occurrences on the Nasdaq 100 stocks. 5771 successes for a 65% success rate. Average return of 1.1% per trade. Average holding period of 3.98 days. Code (using Wealth-Lab, click on the Fidelity ads to learn more about WL. I'm not trying to shill the product but I use it f... Sat, 10 Mar 2007 13:40:31 CST http://www.stockpickr.com/analysis/The-Mega-Gap-System/ This is a gap down buying system that applies to the current members of the NDX index. The system looks at days where the overall index as represented by the QQQQ tracking stock is gapping down by a volatility adjusted amount, and buy’s the members of the index that are gapping down by an even larger but also volatility adjusted amount. BUY Stock XYZ: If QQQQ is gapping down more than the value of VIX / 100% (so if VIX is 20 then QQQQ has to gap down more than 0.2%) AND if stock XYZ is gapping down more than the greater of 2% or VIX / 10% (so right now a stock would have to be gapping down more than 2%). SELL: at the close. To the left are some of the stocks that have worked very well in the system. Sun, 14 Jan 2007 13:10:50 CST http://www.stockpickr.com/analysis/The-Takeover-Targets-System/ This is a simple long only pattern that buys stocks it believes are good takeover targets at the beginning of each month. If a stock trades at a low multiple of enterprise value over earnings, it is cheap for other companies or private equity firms to take it over. BUY: On the first day of the month, buy all stocks trading at a multiple of enterprise value over EBITDA of less than 5. Enterprise value is market cap + debt - cash. SELL: On the last day of the month if the company is taken over, or if the company no longer fits system criteria. Backtest: Simulated on all S&P 1500 stocks from January 2000 until December 2006. Simulated using 5% of equity per trade. Results: 191 of 319 (60%) trades profitable. Average r... Sat, 06 Jan 2007 16:38:48 CST http://www.stockpickr.com/analysis/First-Day-of-the-Month/ This is a pattern on SPY.This patterns trigger's a BUY at the open and SELL at the close on the first day of the month if the following occurs (since 1997): Pattern: - if the last two days of the prior month were down: 24 occurrences, 18 successful trades (75%) for an average return per trade of 0.63% These are impressive returns considering that SPY has been down an average of -0.02% per day since 1997. Despite the relatively small number of occurrences the results are statistically significant due to the difference between the average return in these results and the average return normally for SPY. To the left are some more interesting stats on the different ETFs for the various indices. Sun, 31 Dec 2006 13:16:10 CST http://www.stockpickr.com/analysis/The-QQQQCrash-with-Stocks/ In the last system we demonstrated that a combination of the QQQ Crash system with the 3x2 system produced some good results backtested. And since we posted the system, it actually triggered a trade on Tuesday, the day after Christmas, which was successfully exited on Wednesday at the close after the QQQQ had 2 up days. The system works even better when applied to stocks. We added one more twist when playing it with stocks – to only buy stocks that are gapping down the day the system triggers. It actually works fine without that condition but so many trades trigger that its not realistic to play it in practice. As you'll see from the simulation below, the system works remarkably well, playing on the long side only, in the bear ... Sun, 31 Dec 2006 12:33:53 CST http://www.stockpickr.com/analysis/The-QQQQ-Crash-Plus/ The QQQQ Crash Plus System This is a simple long-only system that buys the QQQQ if it has an accelerated down-move or if the position is held for a certain amount of time. BUY: If the closing value of the Qs is more than 1.5 Standard Deviations below a 10 day moving average of daily lows. BUY at the next day’s open. SELL: If the system is long the Qs, sell at the close of the second of consecutive up close to close days, or at the close of the 20th day the system has been long. Backtest: Simulated on the QQQQ from March 1999 until February 2007. Results: 46 of 62(74.19%) trades successful for an average return of 2.73% per trade. Simulated using Wealth-lab, a product of Fidelity. Wealth-Lab Code: var Bar :... Sun, 24 Dec 2006 16:54:23 CST http://www.stockpickr.com/analysis/The-Blizzard-System/ Despite the post-war bull market which has been ongoing ever since the end of WWII, its interesting to see the dampening effect snow has on the stock markets. This is intended as a tongue-in-cheek trading system. Not intended for real trading but just an example of what can be tested. I did this also after hearing a rumor that Renaissance Technologies had a system for the stock market based on snowfall in central park. The Blizzard System BUY: If there are 5 inches of snowfall in Central Park in the prior 24 hours to the open, then buy the open. SELL: At the close the same day Fri, 22 Dec 2006 10:30:57 CST http://www.stockpickr.com/analysis/The-Last-Week-of-the-Year/ The last week of the year has strong bullish tendencies as there is little news out to effect stocks and mutual funds who are busy window dressing up their portfolio. BUY: The close the day before the last week of the year begins SELL: at the close on the last trading day of the year Results: See to the left. We show the indices and some stocks that are both good and bad, historically, during the last week of the year. Thu, 21 Dec 2006 20:01:53 CST http://www.stockpickr.com/analysis/The-QQQQ-Sweet-Spot/ The QQQQ Sweet Spot As Brett Steenburger points out in his insightful post on short-term trends in the market, the Nasdaq tends to sputter out after 2 up days. Here is a tradable way to play it based on a system called "the Sweet Spot" SHORT: If QQQQ is up 2 days in a row, and then gaps up between 0.3% and 0.6% (the sweet spot), short at the open. COVER: Whichever comes first: the end of the day, or QQQQ falls 0.5% from the open. RESULTS: There's been 71 occurrences since the QQQQs opened for trading in April 1999. 65 of the occurrences resulted in successful trades (92%). Average return per trade was 0.36%. The system tends to trigger 5-15 times a year so can be used in conjunction with a portfolio of tradin... Wed, 20 Dec 2006 08:24:37 CST http://www.stockpickr.com/analysis/The-3x2-System/ The Three By Two System: This is a simple long only system that buy’s NDX stocks after a down streak and sells them after an up streak. Back to back purchases on the same stock are possible. BUY: If a stock goes down 3 days in a row, BUY at the open the next day SELL: If a stock that the system is long closes up 2 days in a row, sell entire long position in that stock at the next day’s open. Backtest: Simulated on all Nasdaq 100 stocks, plus deletions from the Nasdaq 100 index during the duration of the backtest, from January, 1997 until December, 2006. Simulated using 5% of equity per trade. Results: 4,243 of 6,492. (65.3%) trades profitable. Average return per trade: 1.93%. Simulated using Wealth-... Sun, 17 Dec 2006 09:07:46 CST http://www.stockpickr.com/analysis/The-Christmas-System/ The Christmas System: A system that trades only 2 weeks every year, based on the idea that retail stocks (as measured by membership in the S&P Retail Index) have a high tendency to bounce back from selloffs during the end of the holiday shopping season. The system triggers a buy everytime a retail stock has a down 2% day in the last 2 weeks of december. One buys the stock at the next days open and sells it at the close 5 days later. Results: Simulated on all members of the S&P Retail Index since 2000 from December 15th to the 31st. Simulated using 5% of equity per trade. Number of Trades: 122 trades, 91 successes (74.5%) Average Return per trade: 4.98% Starting Capital: $100,000.00 Ending Capital: $133,120.41 S... Thu, 14 Dec 2006 13:49:18 CST http://www.stockpickr.com/analysis/Mean-Reversion-System/ Basic mean reversion strategy. If a stock closes 10% or more below its 200 day moving average then BUY. After buying, then when the stock reaches 5% or less below its 200 day moving average, then SELL. No stop loss. The results are good and would've weatherede the worst of the bear market. However, we will present a version in a later post which has smoother volatility. Results: Simulated on all Nasdaq 100 stocks from January 1, 2000 – December 10, 2006. Simulated using 3% of equity per trade. Number of trades: 762 trades. 587 successes (77%). Average return per trade: +2.54% Starting Capital: $1,000,000 Ending Capital: $1,598,486 Simulated using Wealth Lab, a product of Fidelity Code: var Bar: integer; ... Wed, 13 Dec 2006 05:04:30 CST