Free Technical Analysis Spreadsheet - PowerPoint by izj13352

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									        AmiBroker
A Powerful Technical Analysis
      & Trading Tool


           Bob Krishfield
       bobkrish@socal.rr.com
    home.socal.rr.com/bobkrish
                                     What I Plan to Cover


                                       Functions of a Technical Analysis System

                                       AmiBroker Features - Example Uses
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                                       Why Its So Powerful

                                       Getting Started - What to Expect

                                       Portfolio Trading - Best for Last
      What To Expect From A TA Program
SECURITY ANALYSIS
  Build, Scan Lists
  Rank/Sort Lists           - LISTS -                 - CHARTS-       - DATA-
  Chart Securities,          SCANS        SELECTED      PLOTS       DOWNLOAD
  Analyze Trends,             RANK        SECURITY     ANALYZE       IMPORT/
   Patterns, Cycles,        ANALYZE                   COMPARE        EXPORT
   Momentum
                                                          Signal     TRADE         % Profits
TRADE ANALYSIS                                                       ENGINE        Win/Loss
 Setup Indicator Criteria                                                          DrawDown
 Combine into Signal
 Trade Security w/ Signal   SCAN        INDICATOR    TRADING          CUSTOM
                            LOGIC          LOGIC        LOGIC        LANGUAGE
 Analyze Results                                                                             QuickTime™ and a
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 Assess Performance


       Common TA Programs include:
             TradeStation           MetaStock             Investor/RT (PC & Mac)
             AmiBroker              SuperCharts           ProTA (Mac)
             E Signal               Trading Solutions     TrendSetter (Mac)
             Wealth Lab             AIQ Expert
                       AmiBroker Functions
                                                                                                FastTrack
                                                                                                MetaStock
                                                 Charting                   DataBase
                                        Layouts,templates,Windows            Markets,           TC2000
Explore                                    Drag&Drop Indicators,             Groups,
                                                                                                QuotesPlus
Filter, SpreadSheet,                    Line-Bar-Candles, MultiPlots         Sectors,
Sort/Rank Listings                                                           Watchlists
                                                                                                AmiQuote
 Scan                   - LISTS -                 - CHARTS-              - DATA-
                                                                                                  Yahoo
 Alerts,Buy/Sells
                                                                                           FREE   MSN Money
                         SCANS        SELECTED      PLOTS              DOWNLOAD
 Update Stored Sigs
                          RANK        SECURITY     ANALYZE              IMPORT/
                        ANALYZE                   COMPARE               EXPORT            CSV files
BackTest
Profits,Win/Loss
DrawDown                                               Signal          TRADE                % Profits
                                                                       ENGINE               Win/Loss
Optimize                                                                                    DrawDown
Multiple parms
3D Graph                SCAN        INDICATOR    TRADING                CUSTOM
                        LOGIC          LOGIC        LOGIC              LANGUAGE


    Automatic                                                      AFL
                         AFL
    Analysis                                                       VBasic
                        Editor
                                                                   jScript
                       AmiBroker Extra Functions
                                                                                                   FastTrack
                                                                                                   MetaStock
                         Automatic                  Charting                   DataBase
                                                                                Markets,           TC2000
Explore                   Alerts           Layouts,templates,Windows
                                                                                Groups,
                          e-mail,             Drag&Drop Indicators,                                QuotesPlus
Filter, SpreadSheet,                       Line-Bar-Candles, MultiPlots         Sectors,
Sort/Rank Listings        sounds                                                Watchlists
                                                                                                   AmiQuote
 Scan                      - LISTS -                 - CHARTS-              - DATA-
                                                                                                     Yahoo
 Alerts,Buy/Sells                                                                                    MSN Money
                            SCANS        SELECTED      PLOTS              DOWNLOAD
 Update Stored Sigs
                             RANK        SECURITY     ANALYZE              IMPORT/
                           ANALYZE                   COMPARE               EXPORT            CSV files
BackTest
Profits,Win/Loss
DrawDown                                                  Signal          TRADE                % Profits
                                                                          ENGINE               Win/Loss
Optimize                                                                                       DrawDown
Multiple parms
3D Graph                   SCAN        INDICATOR    TRADING                CUSTOM              Import Trade
                           LOGIC          LOGIC        LOGIC              LANGUAGE
                                                                                                 Signals
    Automatic                                                         AFL
                             AFL         Report Explorer                                Portfolio Trading
    Analysis                                                          VBasic           multiple open positions
                            Editor       Spreadsheet of all
                                         backtest results             jScript          score & rank buys, use
                                                                                        filters, timing,scoring
             AmiBroker’s Flexible Data Interface
                   Handles Many Needs
                                                                     Internet Sources
 Security Info -                                                        Yahoo Finance
Ticker, Name, Sector,          AmiBroker        quotes                  MSN Money
Ind Group, Watchlist,           Native                   AmiQuote
Chart Lines, Text,                                                      Quote.com
Notes, Annotations             Database                                 eSignal
                                                         Historical
                                                         Daily EOD/Intraday
                                       quotes
                        Quote Data
                        Setup Switch
                                                                        MetaStock
AmiBroker                                   Data                        QuotesPlus
                                                         EOD Local
Application                                Plug-In       DataBase
                                                                        TC2000
                                  quotes
                                                                        FastTrack

                                           4 EOD DataBases Supported



                 Several Plug-ins Available for Real Time Data Services
             Using AmiBroker

These are the Features You Should Be Capable of Using
               Within 3 - 4 weeks of use.

  Chart the Market and Interpret Indicators
       Security Trends, Status, History
  Scan Lists to Select Securities, Build Lists
  Explore WatchLists to Tabulate, Sort and Rank
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          - Top Ranking Industry Groups           TIFF (Uncompressed) decompressor
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          - Daily Review of Portfolio
          - Frequent Search for New Buys
  Backtest Security with Timing Signals
  Optimize Parameters of Trading System
                  Chart the Market
    Review Screen Layout, Navigating screen
    Demo
            Drawing Tools
            Layouts, Sheets, chart Tree                          QuickTime™ and a
            Chart Indicators, Params                   TIFF (Uncompressed) decompressor
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            AFL Editor - sample code
            Drag/drop indicators, change
    Show Saved Charts
            stocks, mkt status, fund plots, sys sigs



General Environment/Trend
 - Market Condition - MA200, OTC/NY, NSUDV
 - Economic/Seasonal
 - Small Cap Price Action
Timing Individual Security Price
  - OverBought / Sold , Momentum, Relative Strength
        Explore & Make Lists From Database

                       AFL Program              AFL Program
Explore                “Screen3yrs”             “Cheese”
Filter, SpreadSheet,
Sort/Rank Listings

 Scan
 Alerts,Buy/Sells
 Update Stored Sigs


BackTest                 Top Performing Funds - 3 yrs
Profits,Win/Loss
DrawDown

Optimize                                      Cheese Chart - Momentum of
Multiple parms
3D Graph                                         200 Industry Groups

    Automatic
    Analysis
                   Scan WatchLists to Find Status

Explore
Filter, SpreadSheet,
Sort/Rank Listings

 Scan                  Scan List of Currently Held Stock & Mutual Fund
 Alerts,Buy/Sells      Positions for Alert “sell” conditions.
 Update Stored Sigs


BackTest                       close falls below 21d MA
Profits,Win/Loss               momentum falls below 0
DrawDown                       200% increase in volume on new 5 day low
Optimize
Multiple parms
3D Graph



    Automatic
    Analysis
     Check Equity of a Fund Timing System

Explore
Filter, SpreadSheet,
Sort/Rank Listings

 Scan
 Alerts,Buy/Sells
 Update Stored Sigs
                       Demo NSupV with FUSMX
BackTest
Profits,Win/Loss       Show individual / portfolio equity
DrawDown
                       Show Report Outputs
Optimize
Multiple parms
3D Graph



    Automatic
    Analysis
                       Optimize Timing of A Signal

Explore
Filter, SpreadSheet,
Sort/Rank Listings

 Scan
 Alerts,Buy/Sells
 Update Stored Sigs         Run Optimize of 2 parm single security
                                    C-EMA-2CO with FUSMX
BackTest
Profits,Win/Loss
DrawDown

                            Show 3d graph
Optimize
Multiple parms
3D Graph



    Automatic
    Analysis
        Why AmiBroker Is Powerful
Powerful Capabilities for
    - Charting
    - Simulating Trading
    - Opting to Real Time
    - Interfacing with Many Data Sources         Some Examples
                                                    Follow
    - for a Low Cost.
Development Continues to Add Major Features

Open Architecture for AFL and Data
  - AFL Plug-Ins extend AFL with No Loss of Performance
  - Data Plug-Ins can link to any external data source

AFL Flexibility, Ease of Use, and Power
  - Large User Community Sharing AFL Programs
Watchlists Created with QuotesPlus Scans

                Hundreds of Scans Available to Select Securities
                 Using Technical and Fundamental Data


                           AmiBroker      quotes
Security Info               Native                 AmiQuote
                           Database


                    Quote Data
                    Setup Switch                                      Quotes Plus
                                   quotes
AmiBroker                               Data       QuotesPlus         • Update from Web
Application                            Plug-In      DataBase          • Chart Securities
                                                                      • Scan DataBase
Import as                                                             • Build Lists
Watchlists

                       Breakouts List              Dow 30 List
                                                                                Quotes Plus
                          CANSLIM List              SP 100 List
                                                                                  Scans
                           EPS Growth List            Rus 2000 List
Access to FastTrack/Trade Knowledgebase
                 Hundreds of Trade Programs Developed
                 And Accessible via AFL Programs

                         AmiBroker      quotes
 Security Info            Native                 AmiQuote
                         Database


                  Quote Data
                  Setup Switch
                                  quotes                           FastTrack
AmiBroker                             Data        FastTrack
Application                          Plug-In        Local      • Update from Web
                                                  DataBase     • Chart Funds
                                                               • Spreadsheet Rank


AFL Program                                    MICROC2
                      Signal Files                              Trade Program
  Imports                                        FUBAR
 FT Signals
                                                    RUTTR     • Run Programs
                                                              • Build Signals
   AFL Programs                  Programs
    Made from                                     Library of Trade Programs
    Trade Code
                                                       HeadsUp, NCAlpha, etc.
                   How to Get Started - What to Expect

                                     Learn Basics - Charting / Analysis
                                       1. Read Getting Started Instructions
                                       2. Do Tutorials
                                       3. Attend User Groups
                                       4. Follow Discussions on Yahoo Groups
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                                     Advanced Capabilities - Learn AFL
                                       1. Read User Manual
                                       2. Try Examples in Manual, AB Library
                                       3. Review Daily AFL Examples on Yahoo
                                       4. Copy & Change Examples into Your
                                          Programs (Program by Example)
                                       5. Attend User Groups / Conferences
          AmiBroker - Two Editions
                                             Regular    Professional
                  Feature
                                             Edition      Edition

End of day Charting, backtesting, scanning    Yes            Yes
1-,5-,15-minute, hourly, Intraday
                                              Yes            Yes
charting/backtesting/scanning
Custom minute bars                            Yes            Yes
5-second,15-second bar
                                               No            Yes
charts/backtesting/scanning
Tick charts/backtesting/scanning               No            Yes
                                              Yes 10                                QuickTime™ and a


Streaming Real Time quote Display                       Yes Unlimited
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                                             symbols

Pricing                                       $129          $199

                                             Plus Costs of Data Services



Due to Price of Euro - Price is going up soon to $149 and $219
                  AmiBroker Free Support
Free Technical Support for Paid users
  provided via e-mail only
Free Support Package Includes:
                                                                 QuickTime™ and a
• unlimited support for installation issues            TIFF (Uncompressed) decompressor
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• unlimited support issues for basic usage
  charting, help on single AFL functions,
   setting up data plug-in
• limited support for advanced usage issues
   including basic AFL/VBScript/JScript
On-Line User Manual and Help Files:           What’s Not for free?
• Startup instructions, tutorials,            •   debugging customer's code/writing DLLs
  How-to directions,                          •   help on 3rd party tools
  Detailed References                         •   custom programming
                                              •   consultation on C/C++, JScript, VBScript
Key sources of information / support
• Starters Guide:  www.amibroker.com/starter/
• Yahoo Groups: finance.groups.yahoo.com/group/amibroker
                                                          Trading Models

     Securities List                  A
                                                                 Simple Timed Signal
Holdings




                                                                     Security A Bought When Signal is a Buy
                           A      Market action       A
                                                                     Security A Sold When Signal is a Sell

                       $                           Sell              Performance Depends on Match of Security
                                  Timed Signal                       With Signal for Conditions of Market.
                      Buy                          $$
                                                  Equity


             Securities List           A      B                   Two Funds Switched - Timed Signal
                                                                      Security A Bought, B Sold When Signal is a Buy
                          B                                 B
                                                                      Security A Sold, B Bought When Signal is a Sell
           Holdings




                              A      Market           A
                                     action
                                                                       Common FastTrack/Trade Model for Funds
                                                                       Switching. Plotted as J Chart in FastTrack.
                      S                              Sell
                                    Timed Signal
                          Buy                              Buy         Signal is Used to Trigger Switch from A to B
                                                                       Occurs On Same Day, etc. Simple form of
                      Equity                        Equity             Rotational Trading.
                                         Strongest AmiBroker Feature
                                              Is Portfolio Trading
                                                                          Portfolio Trading Model Addresses Key
                                                                            Issues By Use of:
                                                                             – Multiple Open Positions to Reduce Drawdown
                                                                             – Timing to Reduce Exposure in Down Markets
                                                                             – Scored and Ranked Candidates for More
                                                                               Productive Buys
                                                                             – Rotational Trading to Upgrade Positions and
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                                               QuickTime™ and a
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                                                          Solves Problem of Trying to Find Best Security
                                                                      to Work With A Signal
                                Portfolio Trading Model
                 Securities List
                                                         Multiple Open Positions w/Scoring and Timing
                    A      B      C       D   E
                  List Ranked by position score
                                                         Set: Max No of Open Positions
                                                              List of Securities,
                                              D
                                                              Timing Signal
                          C                       C
                                                              Position Scoring Formula
Holdings




                          B           B                  Each Security in List is Ranked by Score.
                 Market
           A     action               A       E
                                                         Buy: When Timing is a Buy, Buy Top Ranked
                                                         Items of List Until Cash Used Up
                                   Sell           Sell
                        TIMED SIGNAL
                                                         Sell: Upon Sell Signal or Stop
           Buy            Buy             Buy
                               Equity



           Buys and Sells Controlled by Optional Signal and AmiBroker Position Scoring of List.
                                       Rotational Trading
                 A Dynamic Option of Portfolio Trading
                 Securities List                               Funds Rotation Based on Scoring
                   A      B      C     D       E               Set: Max No of Open Positions
                 List Ranked by position score                      List of Securities,
                                                     Below          Position Scoring Formula
                                                   Threshold
                          C                             C      Each Security in List is Ranked by Its Score.
Holdings




            B                     B
                                           D
                                                               Buy Top Items of List until Cash Used Up,
           A
                 Market           A                            Replacing Lower Ranked Open Positions
                 action                E

                                                               Sell if Stopped Out, Below Threshold,
           Buy         Buy       Swap                 Sell        or Replace by Higher Ranked
                              Equity


                  Buy Buys and Sells Controlled by AmiBroker Scoring.
                  Rotational Mode May Increase Profits By Upgrading Open Positions.
Study       Model          Watchlist   CAR MDD% CAR/MDD    UPI # Trades % in Mkt %Wins
   28 C RUTTR            f-NBISX        14.7  -4.3   3.5    6.0       8     40.0   62.5
   75 R emaratio         s-IBD100      103.4 -31.9   3.2    7.6      79     84.4   76.0
   21 P NSUpDnVol        s-SSR          26.0  -8.5   3.1    8.1      81     38.2   50.6
   76 R emaratio         s-NewAmer      64.6 -23.0   2.8    6.3      46     85.0   93.5
   37 HeadsUp            s-NewAmer     107.4 -39.0   2.8    6.9      25     90.4   32.0
   26 C NSUpDnVol        f-NBISX        20.3  -8.4   2.4    4.9       6     60.6   50.0
   74 R emaratio         s-SSR          29.8 -12.3   2.4    5.7      80     84.4   50.0
   40 P HeadsUp          s-NewAmer      54.7 -23.4   2.3    7.6      30     87.6   50.0
   20 P NSUDV-rsistoch   s-SSR          18.2  -7.9   2.3    4.8      83     51.8   50.6
   27 C NSUpDnVol        f-NBISX        18.4  -8.4   2.2    4.2       6     59.5   50.0
   24 R emaratio         s-SSR          26.2 -12.7   2.1    4.3      77     85.5   76.6
   11 P NSUDV-rsistoch   f-NLFundX2     19.4 -10.6   1.8    2.8      26     56.6   53.9
   17 P NSUDV-rsistoch   f-NLFundX2     19.4 -10.6   1.8    2.8     157     56.6   62.4
   51 P NSUpDnVol        f-NLFundX3     17.4  -9.6   1.8    3.0      92     59.2   41.3
   48 P NSUpDnVol        s-SSR          20.4 -11.5   1.8    4.1     196     37.9   42.9
   18 P NSUDV-rsistoch   e-ETFs         17.1  -9.8   1.8    2.7      64     47.5   81.3
   77 R emaratio         s-eTables      73.9 -42.4   1.7    4.6      30     84.5   53.3
   52 P NSUDV-rsistoch   f-NLFundX3     16.9  -9.8   1.7    2.9      30     60.0   53.3
   58 P NSUDV-rsistoch   s-IBD100       22.6 -13.9   1.6    3.6     132     37.9   75.8
   32 HeadsUp            f-NLFundX3     18.2 -11.5   1.6    2.7      29     66.1   44.8
   53 P NSUDV-rsistoch   f-NLFundX2     16.5 -10.5   1.6    2.5     169     48.3   36.1
   10 P NSUpDnVol        f-NLFundX2     19.0 -12.4   1.5    2.6      76     50.7   38.2
   31 HeadsUp            f-NLFundX2     17.7 -12.2   1.5    2.5     185     73.9   37.8
    7 R RSIstoch         f-NLFundX2     21.4 -15.9   1.4    2.5     144     86.7   50.0
   55 P NSUDV-rsistoch   f-Selects      14.7 -11.2   1.3    2.2      30     53.6   60.0
   50 P NSUpDnVol        f-NLFundX2     15.3 -12.1   1.3    2.1      16     43.5   43.8
   60 P NSUDV-rsistoch   s-SSR          14.0 -11.2   1.3    2.2      76     51.1   51.3
    6 R emaratio         f-NLFundX2     16.4 -14.5   1.1    1.6      90     85.6   43.3
   36 HeadsUp            s-IBD100       27.1 -24.3   1.1    2.1     171     90.4   39.2
   16 P NSUDV-rsistoch   s-eTables      12.0 -11.4   1.1    1.4      30     36.7   53.3
   56 P NSUDV-rsistoch   f-Rydex        12.1 -12.5   1.0    1.3      30     42.7   50.0
    3 HeadsUp            f-NLFundX2     11.0 -11.6   1.0    1.1      27     57.4   48.2
Study       Model          Watchlist   CAR MDD% CAR/MDD    UPI # Trades % in Mkt %Wins
   21 P NSUpDnVol        s-SSR          26.0  -8.5   3.1    8.1      81     38.2   50.6
   75 R emaratio         s-IBD100      103.4 -31.9   3.2    7.6      79     84.4   76.0
   40 P HeadsUp          s-NewAmer      54.7 -23.4   2.3    7.6      30     87.6   50.0
   37 HeadsUp            s-NewAmer     107.4 -39.0   2.8    6.9      25     90.4   32.0
   76 R emaratio         s-NewAmer      64.6 -23.0   2.8    6.3      46     85.0   93.5
   28 C RUTTR            f-NBISX        14.7  -4.3   3.5    6.0       8     40.0   62.5
   74 R emaratio         s-SSR          29.8 -12.3   2.4    5.7      80     84.4   50.0
   26 C NSUpDnVol        f-NBISX        20.3  -8.4   2.4    4.9       6     60.6   50.0
   20 P NSUDV-rsistoch   s-SSR          18.2  -7.9   2.3    4.8      83     51.8   50.6
   77 R emaratio         s-eTables      73.9 -42.4   1.7    4.6      30     84.5   53.3
   24 R emaratio         s-SSR          26.2 -12.7   2.1    4.3      77     85.5   76.6
   27 C NSUpDnVol        f-NBISX        18.4  -8.4   2.2    4.2       6     59.5   50.0
   48 P NSUpDnVol        s-SSR          20.4 -11.5   1.8    4.1     196     37.9   42.9
   58 P NSUDV-rsistoch   s-IBD100       22.6 -13.9   1.6    3.6     132     37.9   75.8
   51 P NSUpDnVol        f-NLFundX3     17.4  -9.6   1.8    3.0      92     59.2   41.3
   52 P NSUDV-rsistoch   f-NLFundX3     16.9  -9.8   1.7    2.9      30     60.0   53.3
   11 P NSUDV-rsistoch   f-NLFundX2     19.4 -10.6   1.8    2.8      26     56.6   53.9
   17 P NSUDV-rsistoch   f-NLFundX2     19.4 -10.6   1.8    2.8     157     56.6   62.4
   32 HeadsUp            f-NLFundX3     18.2 -11.5   1.6    2.7      29     66.1   44.8
   18 P NSUDV-rsistoch   e-ETFs         17.1  -9.8   1.8    2.7      64     47.5   81.3
   10 P NSUpDnVol        f-NLFundX2     19.0 -12.4   1.5    2.6      76     50.7   38.2
   31 HeadsUp            f-NLFundX2     17.7 -12.2   1.5    2.5     185     73.9   37.8
    7 R RSIstoch         f-NLFundX2     21.4 -15.9   1.4    2.5     144     86.7   50.0
   53 P NSUDV-rsistoch   f-NLFundX2     16.5 -10.5   1.6    2.5     169     48.3   36.1
   55 P NSUDV-rsistoch   f-Selects      14.7 -11.2   1.3    2.2      30     53.6   60.0
   60 P NSUDV-rsistoch   s-SSR          14.0 -11.2   1.3    2.2      76     51.1   51.3
   36 HeadsUp            s-IBD100       27.1 -24.3   1.1    2.1     171     90.4   39.2
   50 P NSUpDnVol        f-NLFundX2     15.3 -12.1   1.3    2.1      16     43.5   43.8
    6 R emaratio         f-NLFundX2     16.4 -14.5   1.1    1.6      90     85.6   43.3
                           My Choices for Portfolio Trading


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                                     PositionScore Formulas: EMA Ratio, RSIStoch, HeadsUP
                                                                     (more planned)

                                     Timing Signals: RUTVOL, FUBAR, NSUDV, ZAGZAG
                                                                     (planned to try composites)

                                     Rotational Trading Options: ReRanking Frequency (planned)
                                     List of Securities: IBD100, eTables, Stock SuperStars, ETFs, CANSLIM,
                                                          S&P600, NLFundX, ProFunds, Rydex, Fid Selects,

                                     Screening Filters: tbd

                                     Some Ideas I Plan to Try :
                                               - Volume Based Formulas for ETF scoring
                                               - Adaptive Equity Feedback for Scoring
                                               - Fundamental Screens for Quality Stocks
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                                     That’s All Folks!
   are needed to see this picture.




                 Check My WebSite for This Briefing and Updates to it.

                                     home.socal.rr.com/bobkrish
                  BackTests - By Security List
            System            Sec List      ANN% MDD% UPI      % Win UI    Trades
Multiple    RTrade emaratio   100 IBDS        369.6 -46.2 24.7   66.7 14.8      12
Positions   RTrade RSI        100 IBDS         96.8 -61.7  3.6   52.5 25.3     453
            R2HeadsUp         100 IBDS         84.8 -26.5  8.6   56.2  9.3     185
            HeadsUp           100 IBDS         45.4 -29.0  3.3   55.8 12.3     129
            RTrade rsistoch   100 IBDS         41.9 -49.6  1.7   50.4 21.8     117

            R2HeadsUp         107   EFTS       20.9   -23.3    1.6   47.6    9.6   252
            HeadsUp           107   EFTS        6.9   -25.9    0.2   46.2    9.1    39
            RHeadsUp          107   EFTS        6.5   -40.6    0.1   45.8   18.3   251
            RTrade RSI        107   EFTS        5.1   -31.0    0.0   50.8   13.2   321
            RTrade emaratio   107   EFTS        4.2   -48.2   -0.1   44.3   25.2    79
            RTrade rsistoch   107   EFTS        0.2   -33.7   -0.3   47.5   17.3    99
            EMA_XOver         107   EFTS       -7.2   -44.8   -0.4   42.9   32.0   119

            EMA_XOver         20   FUNDX3      30.2   -14.4   4.7    53.9    5.3    65
            RTrade RSI        20   FUNDX3      27.7   -11.3   5.2    57.1    4.3   686
            RTrade rsistoch   20   FUNDX3      25.1   -32.0   2.0    60.5    9.9    38
            R2HeadsUp         20   FUNDX3      23.3   -15.6   2.6    54.4    6.9   239
            RTrade emaratio   20   FUNDX3      11.9   -36.1   0.4    61.3   15.8    31
            HeadsUp           20   FUNDX3      10.2   -12.9   0.8    34.6    6.3    26
            RHeadsUp          20   FUNDX3       8.8   -36.3   0.2    54.3   15.7   245

            RTrade rsistoch   26   FUNDX2      41.3   -19.4   7.2    59.0    5.0    173
            RTrade RSI        26   FUNDX2      25.4   -10.9   4.2    54.8    4.8   1215
            HeadsUp           26   FUNDX2      23.3   -20.4   3.1    55.6    5.7     27
            RTrade emaratio   26   FUNDX2      17.7   -21.9   1.5    47.8    8.2    226
            RHeadsUp          26   FUNDX2      11.4   -26.2   0.6    51.3   10.2    786
            R2HeadsUp         26   FUNDX2       7.7   -34.5   0.2    50.9   14.4    226
            HeadsUp           28   FUNDX4       8.4    -7.2   0.9    56.7    3.6     30
                 Backtests - By System
                System            Sec List      ANN% MDD% UPI      % Win UI    Trades
                RTrade emaratio   100 IBDS        369.6 -46.2 24.7   66.7 14.8      12
                RTrade emaratio   100 IBDS        272.6 -49.6 12.0   54.2 22.2      24
                RTrade emaratio   39 SSRS         113.8 -35.5  8.4   58.8 12.9      17
Rotational      RTrade emaratio   39 SSRS          90.4 -30.9  7.8   73.3 10.9      15
                RTrade emaratio   26 FUNDX2        17.7 -21.9  1.5   47.8  8.2     226
                RTrade emaratio   87 PROFUNDS      15.9 -24.0  0.9   38.6 11.6      44
                RTrade emaratio   20 FUNDX3        11.9 -36.1  0.4   61.3 15.8      31
                RTrade emaratio   107 EFTS          4.2 -48.2 -0.1   44.3 25.2      79
                RTrade emaratio   41 SELECTS        3.7 -30.5 -0.1   49.3 14.6     359
                RTrade emaratio   87 PROFUNDS       0.5 -38.8 -0.2   34.8 20.7      46

                RTrade   RSI      100 IBDS         96.8   -61.7    3.6   52.5   25.3    453
                RTrade   RSI      39 SSRS          42.9   -38.8    2.5   50.7   15.1    138
                RTrade   RSI      20 FUNDX3        27.7   -11.3    5.2   57.1    4.3    686
                RTrade   RSI      26 FUNDX2        25.4   -10.9    4.2   54.8    4.8   1215
Rotational      RTrade   RSI      41 SELECTS       19.2   -24.0    1.4   52.9   10.1    325
                RTrade   RSI      20 FUNDX3        10.5   -17.2    0.7   52.6    7.0    802
                RTrade   RSI      20 FUNDX3         5.7   -27.8    0.0   50.3   12.2    394
                RTrade   RSI      107 EFTS          5.1   -31.0    0.0   50.8   13.2    321
                RTrade   RSI      87 PROFUNDS     -11.7   -33.3   -0.9   45.6   19.9   1730

                HeadsUp           100 IBDS         45.4   -29.0    3.3   55.8   12.3   129
                HeadsUp           39 SSRS          28.3   -39.5    1.4   41.5   16.1    41
                HeadsUp           26 FUNDX2        23.3   -20.4    3.1   55.6    5.7    27
Fixed Scoring   HeadsUp           41 SELECTS       17.2   -13.8    2.0   62.5    6.0    32
                HeadsUp           87 PROFUNDS      14.4   -24.6    0.7   47.4   12.5    38
                HeadsUp           20 FUNDX3        10.2   -12.9    0.8   34.6    6.3    26
                HeadsUp           20 FUNDX3         9.4   -12.9    0.6   34.6    6.4    26
                HeadsUp           28 FUNDX4         8.4    -7.2    0.9   56.7    3.6    30
                HeadsUp           107 EFTS          6.9   -25.9    0.2   46.2    9.1    39
                HeadsUp           95 RYDEX         -0.1   -45.9   -0.2   41.7   32.9    48
                HeadsUp           41 SELECTS       -1.0   -16.3   -0.9   39.4    7.3   165

								
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