e have been getting a number of inquiries regarding our scans, trading models in general and our develoment process. If you have any questions feel free to email us at [email protected] and we will do our best to respond to you via email. Please put “QA” in the subject box so we can properly categorize your inquiry. The following is a recent email exchange.
Q: Thanks for the scan. I’m really impressed by the data you guys have compiled. Have you thought about back-testing some of these ideas for an intra-day play, instead of having to hold the positions for 5 days? Just an idea. I’ve actually got some back-tested data I’d love share with you guys. It’s an intra-day strategy I’ve been working on since mid March, but it needs some work still. In March, the strategy was up 15k in about 13 days. The beginning of April was it was down a bit, but it seems to be holding up pretty well the last couple weeks. I’d appreciate any input.
A: Thanks for the data compliment. I have been involved with strategy development since the early 90′s. The majority of my early work was with much higher transaction frequency than the scans we are currently posting. So, we are clearly no stranger to intra-day approaches. We chose to focus on multi day holds for a couple of reasons.
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