The Independence Day Data Dump

[mimo_100]

Crop has its own insurance though New-Born. Total crop failure can be expected from time to time and by applying strict risk control the long-term outcome will be positive. Since Creme of the Crop was born (Nov '05) Creme is +18%. The Naz is -4.8%, the S&P500 is only +4%, the Dow only +6%. And that's with a success rate of only 28.6%!! and 3 total crop failures.

Below is the equity curve after 7 Creme of the Crop system plays. Yes, 7 is a very small sample and insufficient to prove robustness, but thus far it looks very promising.



Creme of the Crop Stats
July 30 2006

Crop 1 15% closed; target hit
Crop 2 15% closed; target hit
Crop 3 -4% closed; crop failure
Crop 4 0% closed; breakeven stop
Crop 5 -4% closed; crop failure
Crop 6 0% closed; breakeven stop
Crop 7 -4% closed; crop failure

Total profit to date is +18%

Average system winner is 15%
Average system loser is -2.4%
28.6% winners
Win/Loss 6.25
Win Prob 0.286
Kelly value is 0.171
Math Expect: 1.073

Spike,

Could you provide a link to the details on Crop #7? I went to your PSP page but could not find a list anywhere. Thanks.

Tim

[Rob]

Both Lots Did Fairly Well

Yesterday I put up charts of the top ten best performers and the top ten worst performers of the Independence Day dump for the past week. I wondered whether the good performers would outdo the bad performers today, on the upward momentum, or whether the bad performers would do better on the "bounce."

Interestingly, the poorly performing stocks from last week did almost twice as well today as the others.


The best last week, and their performance today:

AKAM .... 8.25%
CLB ..... 7.35%
ICLR ... -2.29%
WRLD .... 0.00%
LMS ..... 0.47%
HWCC ... -3.49%
FLAG .... 0.93%
ALJ ..... 4.47%
HITT .... 5.82%
LBIX .... 3.33%

Avg. .... 2.48%

The worst last week, and their performance today:

CHH .... -0.79%
EMCI .... 7.58%
HSR .... 13.67%
ININ ... 11.75%
WAB ..... 0.99%
MCRI ... -0.58%
IRCE .... 0.00%
PMTI .... 1.28%
MED ..... 4.87%
XPRSA ... 8.29%

Avg. .... 4.71%

Both groups together averaged 3.59%.

[Rob]

The Best And The Worst Of The Dump, Last Week Only

[spikefader]

Spike,

Could you provide a link to the details on Crop #7? I went to your PSP page but could not find a list anywhere. Thanks.

Tim

Tim,

Crop 7 is actually PSP#10. I gotta apologise to anyone who's confused by that. After 3 or 4 months of waiting for another MM data dump to filter I decided to create the PSP site and use the same filtering methods on more 'lists', such as the IIC 100, Barcharts Top (and bottom) 100, Zacks lists, and others. With a new site came the new name, Parabolic Stock Picks, which are more relevant 'keywords' for a site.

I probably should make all this clear at the PSP site and have a dedicated Creme of the Crop page and track system stats and equity curve there for anyone interesting in following Creme of the Crop, and put reference links back to this site.

Thanks for the prompting Tim!

[Runner]

Here's another chart on why I like SAFT:

Shoot, at 6.8 x earnings, you could buy it and then sell it when the P/E runs "all the way" up to 12x, and if the earnings are the same as they are today, the sale price would be 83.64, a 76% increase over today's 47.54 close! I really hate insurance companies, and that's probably one of the best reasons to own part of one.

Very nice call Rob!!!

[Rob]

Very nice call Rob!!!

Thanks, Running One.

[Rob]

Hmm, SAFT is taking a 5+% hit so far today on no apparent news. Might be topping for the time being.