Post #5048 by zeelotes on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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Ebbtide wrote: I'm not sure how to match Robbie's results without his data sources.

Both Robbie and I calculate the NH-NL using the Nasdaq Exchange components, as well as Operating Companies Only which is explained here:

https://www.cfraresearch.com/insights/faq/what-is-...

And yes, it is rather complex:

https://www.mcoscillator.com/learning_center/kb/ma...

This is from my software laying the two side by side.

            NASDAQ                    OCO NASDAQ           
Date        Total   NH   NL   NH-NL   Total       NH  NL   NH-NL
12/31/2024  4097    57   60   -38.69  2434        27  38   -40.44
1/2/2025    4096    76   34   -15.42  2432        35  27   -25.29
1/3/2025    4101    82   29   5.44    2431        38  22   -11.64
1/6/2025    4103    123  34   27.38   2431        71  26   3.44
1/7/2025    4099    71   53   29.67   2428        32  38   4.42
1/8/2025    4099    52   111  14.49   2426        24  82   -6.44
1/10/2025   4099    54   198  -17.09  2426        19  145  -30.56
1/13/2025   4099    36   236  -56.2   2426        11  171  -58.62
1/14/2025   4101    43   128  -67.58  2427        16  96   -67.27
1/15/2025   4103    81   88   -62.56  2426        35  62   -64.4
1/16/2025   4106    88   96   -57.64  2426        35  73   -63.38
1/17/2025   4106    92   62   -44.02  2423        42  43   -53.93
1/21/2025   4106    162  70   -17.49  2423        84  54   -37.91
1/22/2025   4104    171  89   6.98    2423        65  59   -26.36
1/23/2025   4104    122  100  18.02   2423        51  68   -19.67
1/24/2025   4107    150  62   40.47   2423        57  45   -8.09
1/27/2025   4108    97   100  39.56   2423        46  68   -6.38
1/28/2025   4108    115  129  32.07   2422        60  92   -9.73
1/29/2025   4107    112  115  25.2    2422        51  82   -13.96
1/30/2025   4107    158  106  29.24   2422        80  74   -10.69
1/31/2025   4110    138  84   32.36   2424        62  56   -8.4

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