Demand Index (Dl)

1728,18

24,01

34,32

28.27

25.25

19,58

Directional Movement Index

118,32

1,64

44.43

38.92

52.65

15.16

Double Exponential Moving Averages (DEMA)

-47,24

-2,53

46.74

56.50

31.95

Dow Theory

3920,98

38,75

87.10

63.33

0.60

68.28

Dow Theory: 90-Day Price Channels

114,21

1,13

61.82

0.54

88.31

Dow Theory: 8 Different Price Channels

5637,10

55,71

54,84

53.85

1.26

83.10

Dow Theory: using 3-day EMA

2349788,11

23220,51

44.36

36.93

57.47

20.30

Envelopes, Moving Average Envelopes

3,35

0,18

84,09

4.72

85.56

Exponential Moving Average (120 days)

2430,53

23,98

25.59

17.97

10.87

33.76

Exponential Moving Average (5 days)

77865725,02

766849,86

42.28

34.38

62,10

22.27

General Motors as a Market Bellwether Stock

-55,05

-2,66

51,45

48.16

26.91

Haurlan Index

5699,64

83,14

54.53

34,21

70.19

22.38

Herrick Payoff Index

-57,00

-3,05

47.92

41.16

32.84

Indicator Seasons, Colbys Variation

17919,98

176,82

49,14

40.97

44.26

17.73

Indicator Seasons, Colbys - Optimized

8348307,47

82374,96

51,46

43.36

85.39

23.60

Insiders Sell/Buy Ratio

29,22

0,98

76.74

1.44

94.37

Keltner Channel with EMA filter

-20,06

-0,98

77.00

60.00

11.75

64.97

Key Reversal Day

-35,56

-1,73

70.97

1.51

90.39

KST (Know Sure Thing)

-57,89

-0,57

60.00

0.39

83.34

KST with 33% faster parameters

63,64

0,63

58.93

0,55

76.57

Linear Regression Line, 5-days

-26,04

-1,39

49.38

55.71

34.74

Linear Regression Slope, 244 days

-49.19

-2.63

100.00

0.27

100.00

Lowrys Buying Power Minus Selling Pressure

1216146,87

19916,26

49.88

45,02

110.10

28.56

Lowrys Short-term Buying Power

1220638,12

19989,81

50.73

46,37

108.15

26.04

Margin Debt Overbought/Oversold Bracket Rule

111,56

3.20

100.00

66.67

0.20

98.71

Margin Debt crosses trailing 13-month EMA

-43,71

-1,24

69.23

0.37

96.56

McClellan Oscillator Crossing Zero, Long and Short

7087,84

103.39

47.45

34.66

30.88

30.28

McClellan Summation Crossing Zero, Long Only

-27,13

-0,40

44.09

1.36

77.99

McClellan Summation Index Direction, Long and Short

7129,19

103.99

47.45

34.75

30.88

30.28

Member Short Ratio (Envelope, 25 EMA & 10%)

0,05

0,00

80.33

1.11

96.58

Months of the Year (a seasonal strategy)

643,83

6.39

64.65

56.00

1,97

77,25

Moving Average Convergence-Divergence (MACD)

0,99

0.01

58.62

0,40

86,58

Multiple Time Frame Analysis (10, 50, 200)

14324,15

141.18

38.36

31.57

24,29

23,46

Negative Volume Index (NVI)

-32,31

-0.45

46.27

30,74

32,62

New Highs-New Lows

960,51

15.82

43.89

39.81

24,24

34,79

В сравнении

Ежегодная

Длинные

Короткие

Коли-

Индекс

с результатами

относительная

и короткие

позиции:

чество

прибыль

стратегии

выгода

позиции:

% выигрыш-

сделок

к убыткам

«купи

% выигрыш-

ных сделок

в год

и держи»

ных сделок

(New Highs-New Lows)/Total Issues Traded

382,20

6,29

48,51

36,57

4,41

71,78

New Highs/Total Issues Traded >< 1,55%

78,20

1,29

42,20

39,11

28,72

21,48

New Lows/Total Issues Traded <> 3,53%

2002,46

32,97

43,98

41,36

18,87

52,58

Ninety Percent Days, Nine to One Days

-53,17

-1,43

57,89

1,02

84,77

Number of Advancing Issues

2515162,84

36689,09

54,08

44,84

129,85

23,29

Number of Declining Issues

1122877,16

16379,59

53,47

46,18

141,44

18,34

Odd Lot Sales/Purchases

31,07

0,80

55,34

43,18

25,68

Odd Lot Short Ratio

221,06

5,66

51,06

49,18

109,15

12,34

Open Interest

16,85

0,90

65,00

50,31

17,05

53,61

Open Interest Trend-following Strategy

20,27

1,08

78,18

56,36

5,88

72,42

Parabolic Time/Price System (Contrary)

20,19

1,06

76,19

59,10

35,12

42,53

Percentage 30-week Simple Moving Averages

467,45

13,36

58,06

50,54

5,32

78,41

Percentage 10-week Simple Moving Averages

245,24

7,01

57,53

46,58

4,17

59,39

Pivot Point Reverse Trading System

13463,27

133,22

43,97

36,86

68,24

22,28

Positive Volume Index VS 1-year EMA

44,08

0,61

33,33

1,50

75,93

Presidential Election Cycle

-73,63

-1,07

94,12

0,25

99,30

Price Channel Trading Range Breakout Rule

45,96

2,47

38,46

30,77

2,80

81,70

Price Oscillators: Moving Average Oscillators

331,86

3,28

29,94

1,75

67,41

Projection Bands

-21,99

-1,18

77,24

6,58

72,36

Projection Oscillator

16,57

0,89

76,64

11,45

73,16

Public Short Ratio

123,20

2,24

83,33

72,22

0,65

95,25

Public/Specialist Short Ratio

61,59

1,12

100,00

80,00

0,18

99,70

Put/Call Premium Ratio

143,47

6,73

76,67

55,00

5,63

69,28

Put/Call Volume Ratio Jump Strategy

141,37

6,14

89,47

90,00

1,69

98,65

Qstick 1, Trend-following

-78,32

-4,19

49,19

75,61

22,47

Qstick 9, Counter-trend

4,33

0,23

74,04

19,59

67,81

R-squared

-47,00

-2,52

100,00

0,27

100,00

Random Walk Index (RWI)

-65,05

-3,48

53,19

2,52

74,81

The Range Indicator (TRI)

-49,82

-2,67

33,33

1,28

92,55

Rate of Change, 18 weeks

305,37

3,02

43,06

2,07

60,43

Relative Strength Index (RSI)

-31,39

-1,68

85,94

6,86

78,13

Relative Volatility Index (RVI)

1,33

0,07

100,00

0,00

0,25

98,67

Schultz Advances/Total Issues Traded (A/T)

3779846,12

55137,23

53,56

43.26

117,22

29,55

Short Interest Ratio

-57,89

-0,84

72,97

1,07

90,38

Sign of the Bear

83908,87

1223,99

42,90

45,00

54,00

30,67

Simple Moving Average (126-days)

2022,54

19,96

24,83

16,93

8,74

32,96

Specialist Short Ratio

-7,43

-0,14

100,00

0,15

100,00

STIX: The Polymetric Short-term Indicator

1814,19

26,46

40,78

32,42

22,32

26,99

Stochastics (7 days, 3 SMA, В 30, S 70)

52,12

2,55

77,29

63,97

26,63

42,84

Stochastics with EMA Filter

3,32

0,16

78,13

45,10

13,44

64,18

TICK (Crossing 11-day EMA)

12905,09

368,28

51,88

46,50

119,92

18,28

Total Issues Traded (270-day EMA)

79,15

1,15

54,28

27,07

52,04

Triple EMA (ТЕМА), 6-days

-21,19

-1,13

46,97

47,58

36,76

TRIX (triple exponential smoothing)

-32,86

-1,76

48,10

56,13

35,01

25-Day Plurality Index

-93,32

-1,36

92,86

0,20

97,33

25-Day Plurality with Bollinger Bands (324, 2sd)

45,61

0,67

93,33

0,22

99,80

Ultimate Oscillator

31,20

1,67

96,00

57,14

2,46

93,20

Unchanged Issues Index

-25,01

-0,36

59,38

48,45

18,83

25,06

Upside/Downside Ratio

26,91

1,65

54,72

40,38

130,27

20,30

Volatility, СВОЕ Volatility Index (VIX)

-46,65

-3,17

63,43

29,40

46,79

Volatility & Price Channel

109,29

5,72

75,00

50,00

1,68

80,04

Volume

177,21

2,47

51,84

44,55

54,40

7,63

Volume Acceleration

1767385,88

24350,59

52,37

46,96

101,02

23,20

Volume Accumulation Oscillator

457807,44

6307,55

49,22

41,96

97,46

10,39

Volume: Cumulative Volume Index

66357,02

1789,85

47,88

45,49

101,74

28,93

Volume: Klinger Oscillator (КО)

-74,73

-3,99

46,30

36,14

27,18

Volume: On-Balance Volume (OBV)

1165062,91

16051,94

43,47

35,67

104,21

17,76

Volume * Price Momentum Oscillator (V*PMO)

1495436,39

20603,74

44,05

35,66

69,00

19,15

Volume Reversal

90,06

1,24

45,80

35,88

40,69

4,03

Volume: Williams Variable Accumulation Distribution

515047,90

7096,20

44,07

35,61

67,79

10,86

Weighted Moving Average (6-days)

51712052,38

510822,71

42,63

34,34

62,02

18,41