Scoreboard for Stocks Posted on My Web Site

Computer trading signals need to be conditioned with an understanding of the user's screening ability. Since starting this site 1/12/97 I have posted the following stocks. I will follow their progress here, with the understanding that a purchase was made at the open on the trading day following posting. To keep scorekeeping manageable, I will simply track performance on a Friday closing basis. The selection criteria are also indicated. If a trading system was used, the position will be closed out if the system issues a sell. For the purposes of this exercise, I will not employ a stop loss strategy. In many cases I am "test-driving" a new custom trading system and am interested in the mechanics of the performance of the system itself over a 4-week or longer stretch.

Ticker
Date Posted
Open
1st Friday
2nd Friday
3rd Friday
4th Friday
5th Friday
6th Friday
7th Friday
8th Friday
9th Friday
Current %
Selection
on Web Next Day Close Close Close Close Close Close Close Close Close
Method
SCSC
1/12/97
17.125
16.75
17.375
18
18.25
18
16.75
17.625
17.75
16.625
-2.92
1
PTEN
"
31.75
31.5
31.25
32
29.5
28.25
26.75
23
27.25
27.75
-12.60
2
LDII
"
12.5
13.5
13.5
12.562
11.375
12.375
10.75
11
12.125
11.375
-9.00
2
REXI
14-Jan
20.25
21
21
21.375
20.875
24.75
25.75
24.25
25
24.375
20.37
1
BCTI
15-Jan
4.5
4.75
4.125
4
3.5
3.5
3.25
3
2.812
2.875
-36.11
1
ROW
15-Jan
9.625
9.5
9.375
8.875
9.125
8.75
8.875
8.625
8.75
8.5
-11.69
2
LLTC
15-Jan
47.75
49.375
48.125
48.75
47.375
49.75
43
45.125
43.75
46.625
-2.36
2
PLLL
19-Jan
5.688
5.125
5.25
4.969
4.875
4.625
4.438
4.812
5
-12.10
1
BVF
19-Jan
28.375
29.875
28.875
27.5
27
26.5
24.125
22.875
21
-25.99
2
JTAX
19-Jan
5.75
6.375
7.5
6.5
7.25
9.75
8.25
8.75
9
56.52
2
LSBX
19-Jan
9
9.625
10.062
10
sell 2/14 at:
9.781
9.75
9.75
8.33
2
MIFC
25-Jan
7.75
8.5
7.875
7.75
8.5
8.125
8.125
8.125
4.84
1
UASI
25-Jan
8.75
9.125
9
8.5
8.875
8.25
stopped trading
-5.71
2
LIZ
25-Jan
42.375
42.125
41.5
43.625
41.625
40.5
44
44.125
4.13
2
SPTR
25-Jan
24.25
24.5
22.75
19
18
18.375
18
17
-29.90
2
PFGC
25-Jan
16.75
16.25
17
15.75
15.875
16.5
17.5
17.75
5.97
2
SGMA
28-Jan
19.25
21.5
21.25
21.5
22.625
23.5
17.25
16.25
-15.58
2
AMWD
2-Feb
18.25
20
19
22.625
sell 2/25 at:
18.75
16
13.625
-25.34
2
CFSB
2-Feb
19.5
19.75
20.125
20.5
20.125
20.75
21.25
8.97
2
UCOR
2-Feb
10.5
11.375
10.938
10.5
10.875
10.5
10
-4.76
2
PAMM
4-Feb
33.25
33.75
34
32
33
32.5
29
-12.78
1
RY
8-Feb
39
40.375
39.75
40.375
44.125
43
10.26
2
PTII
8-Feb
8.875
8.062
7.875
8
8.75
8.375
-5.63
2
CYAN
8-Feb
7.25
6.875
6.938
6.375
6.375
6.125
-15.52
2
CHCO
8-Feb
31.5
34
33.25
33.25
33.25
34
7.94
2
HMNF
8-Feb
19.125
21.5
23.5
23.125
22.75
22
15.03
1
SYSF
15-Feb
16.375
15
16.25
11.625
9.875
-39.69
2
PDKL
15-Feb
6.625
6.625
6.5
6.562
7.125
7.55
2
GEHL
15-Feb
11.5
10.875
9.625
10.125
10.875
-5.43
2
LAMN
15-Feb
1.312
1.25
1.125
1.188
1.438
9.60
2
SMXC
15-Feb
9.75
9.25
9.5
9.75
8.875
-8.97
1
SWBS
15-Feb
17.625
18.75
19
19.125
19.5
10.64
1
HPBC
15-Feb
18
18.25
19
19.25
17.75
-1.39
1
BSBC
22-Feb
4
4.25
4.125
4
0.00
2
KWIC
22-Feb
11.625
11.625
11.75
11.5
-1.08
2
ODETA
22-Feb
22.75
20.5
18.25
16
-29.67
2
SCY
22-Feb
3.75
3.75
4
5
33.33
2
AROW
22-Feb
25.25
24.125
24.125
24.125
-4.46
1
ALAB
22-Feb
20.5
19.75
19.75
18.5
-9.76
2
CSI
22-Feb
22.125
23.75
22.875
21.875
-1.13
2
NWCA
1-Mar
2.938
2.312
2.75
-6.40
1
WBC
1-Mar
11.75
11.25
11.5
-2.13
2
BTIM
1-Mar
37.5
36
35
-6.67
2
EIRE
1-Mar
19
19.75
19.625
3.29
2
AFIS
1-Mar
12
11.375
11.5
-4.17
2
GRDN
8-Mar
0.719
0.812
12.93
1
ETH
8-Mar
48.375
49.5
2.33
2
DUCK
8-Mar
13.875
13.812
-0.45
2
AAS
8-Mar
53
52
-1.89
2
ARVI
8-Mar
10
10.25
2.50
2
Cumulative
Basket
Running
-2.53
Total
AVG Holding Period (wks) and Respective Russell 2000 change
4.92
-1.97

Key for Selection Method:

  1. QP breakout scan, visual check for rounded (cup) base over last several months (shakes out selling pressure)
  2. Aroon Plus Buy signal that day

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