By Kenneth Trester
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An investigation of these alternative strategies, however, reveals the sensitivity of the overall results to the inclusion or 'It is not being claimed that all nine variables are necessary for a successful investment strategy, nor is it implied that other variables may not be helpful. The analysis of the 222 winners did suggest, however, that these nine variables merit further investigation. 25 Selecting Superior Securities deletion of key components from the strategy. The strategies also illustrate that lessons learned from the empirical regularities associated with the biggest winners may be applied profitably to a broader universe of companies.
E. , 2') different possible investment strategies may be derived. Obviously, not all of these strategies are practical. As a starting point, however, a strategy may be analyzed which is based on the nine technical and fundamental variables that either noticeably changed before the big price run-up or seemed to be pervasive among the winners; this strategy overlays nine investment screens on the data. The first strategy serves as a benchmark against which other trading rule results may be compared.
To establish a performance benchmark, the cumulative holding period returns of each selected stock are compared to the cumulative returns of the S&P 500 Composite Index (S&P 500) over the same period. The difference between the returns of the security and the S&P 500 is labelled an excess return. A buy signal for a particular company may be generated at multiple points in calendar time. In these cases, the returns for each buy signal are tracked separately. The data used to generate a buy signal are contained on a tape supplied by William O'Neil & Co which includes the fundamental and technical variables for 2,279 New York and American Stock Exchange firms over the 1970-1983 period.
101 Option Trading Secrets by Kenneth Trester