Hi Ric,
All the best for 2010.
Your last research is very good.
I took the portfolio of the first week of December and tested a 5 position portfolio. The setup: 2 days below RSI 15 and buy the next day open.
Results in Dec 9.59%, dd -2.15%. Number of trades = 16.
Results Dec and Jan 15.84%!!! % winners = 85.71%
If you send me the stocks you tested I could test a portfolio test for you.
When will you send the data from 2004?
Have fun.
Willem
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