Subject: Re: Trends and Ranks 14-Jun-2024
Description and comparison of RRS vs Return methods applied here.
Different than using the LOG(pri) or LN(pri) like my previous methods.
Had some help and think its ok.
Example
ROC(126)= 126*SLOPE()/TREND(startpri)
RRS(252,126,63,21)= Avg(%Rank (12,6,3,1)
Symbol Start Days End .SPX 6 RSP QQQE EUSA EQAL EDOW EQWL
Buy/Sell Signal 2 HTD BUY HTD SELL SELL BUY
ROC(252) 257 252 508 26.3% 16.7% 20.6% 19.4% 12.2% 17.9% 21.3%
ROC(126) 383 126 508 13.0% 6.9% 3.7% 7.2% 4.8% 3.5% 8.7%
ROC(63) 446 63 508 4.3% -0.3% 0.3% -0.9% 0.2% -0.6% 1.2%
ROC(21) 488 21 508 2.6% -2.1% -0.4% -3.0% -3.1% -2.2% -0.8%
Avg(%Rank (12,6,3,1) 100% 45% 70% 40% 25% 25% 95%
RRS Ranks 2 2 2 3 2 4 5 5 1
%G/L(252) 256 252 508 24.2% 11.2% 15.4% 13.1% 7.1% 10.8% 15.7%
%G/L(126) 382 126 508 15.4% 5.3% 6.3% 5.3% 2.8% 3.9% 8.3%
%G/L(63) 445 63 508 6.1% -0.5% 1.4% -1.1% -0.8% -0.8% 1.1%
%G/L(21) 487 21 508 2.3% -2.6% -0.2% -3.4% -3.9% -2.4% -1.3%
Avg_%Rank (12,6,3,1) 100.0% 50% 90% 30% 10% 30% 90%
Return_Avg_Ranks 3 1 6 4 5 2
GD_