TaylorTrade weekly Stats (02/08/10-02/12/10)

Key Figures TaylorTrade SPY
Active Components29 1
Entries this period0 0
Exits this period0 0
IPOs this period0 0
Inactive this period0 0
Missing in PriceDB0 0

# 1yr Closing Highs 3 (2.07%) 0 (0.00%)
# 1yr Closing Lows 0 (0.00%) 0 (0.00%)

50sma > 200sma 137 (94.48%) 5 (100.00%)
50sma <= 200sma 8 (5.52%) 0 (0.00%)

# Higher Closes 85 (58.62%) 2 (40.00%)
# Lower Closes 60 (41.38%) 3 (60.00%)

Total Gains/Losses $32.12 (0.41%) $1.38 (0.26%)
Average True Range (2.93%) (1.66%)

* Results are cumulative for the period.

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Author

  • Mike Taylor
    mike@taylortree.com
    I write about trading systems development, portfolio management, and systems research.

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"True observation begins when one is devoid of set patterns."

- Bruce Lee

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