Stocks on my screens

[jiesen]

Well, I was searching around in the forums and remembered this thread. I haven't been using ADX/P-SAR for a long time. It seems like I'm always tinkering around with different stuff, and lately i've been using some Stochastics. What I've been playing with lately is to take a list of fundamentally sound stocks, and apply a 20 period slow stochastic. when the STO is crosses the 20 day EMA of the sto (basically like a %D of 20, except this is an ema, not sma like %D) that provides the signal.

I've got an excel spreadsheet where I can list a number of symbols and it will fetch yahoo historical data for it and compute the signals.

A quick look at the DOW components looks like:
AIG a short
BA a buy
GE a buy
HD possible short
JNJ a buy
JPM possible short
KO possible short
MCD possible short
MMM possible short
MO possible short

http://www.mytempdir.com/268011

Buffett just increased his holdings in HD. Any attempt at a HD short had best be a short-term position.

[scifos]

Positions last from 3 days to about a month. Its hard for Stochastics, which is a momo oscillator, to keep above it's 20-ema for more than a month.

[scifos]

a quick look at the veteran's day data dump top 5:

Symbol...Signal...Strength.....Action...Notes
BAP.......Sell......Weakening...Wait
BDMS.....Sell......Weakening...Wait
ESCL......Buy......Weakening...Hold....System long nov 3 @16.95 (+17.7%)
HOLX......Buy.....Weakening...Hold.....System long nov 2 @59.75 (+12.8%)
ORBT......Buy.....Weakening...Hold.....System long oct 4 @11.00 (+19.5%)

[scifos]

Here's the finalized version of the spreadsheet

http://www.mytempdir.com/271419

Can put in multiple symbols, and it automatically sorts the symbols and created sheets.

[dolittle607]

I put in some symbols. After I get prices, I clikled on the calc button. The last date showing is for Nov 17. How do you update the date. THX.

[scifos]

I put in some symbols. After I get prices, I clikled on the calc button. The last date showing is for Nov 17. How do you update the date. THX.

Thats Thursday's date, the market was closed on friday, saturday, sunday, and yahoo's historical data doesn't include the current day's data until the market closes.

[dolittle607]

Thanks. I will try it again.

[scifos]

I did a little study of the Sto chastic system I've outlined earlier. Here's the results of following the system on the 30 Dow sto cks versus buy and hold from Aug 31, 2005 until Sept 25, 2005

Sto ck Sto to B&H %

KO -2.8% to -1.3%

AIG 6.6% 17%

JPM 12.2% to 15.7%

MCD -12.1% to 2.8%

MRK 12.2% to 10.6%

UTX 2.5% to 9.1%

AXP -0.5% to -4.9%

AA 14.8% to 1.2%

BA 4.3% to 3.2%

C 13.2% to 14.5%

CAT 12.4% to 7.1%

DD 5.3% to 9.5%

GE 3.2 to 9%

GM -14.8% to -33.6%

HON 2.0% to -3.7%

HPQ 5.1% to 10.3%

IBM 10 to 10.5

INTC 6.6 to 4.6

JNJ -4.3 to -1.3

MSFT 8.8 to 2.2

PFE -2.7 to -14.1

PG 4.1 to 3.4

SBC 4.5 to 4.2

VZ 0.4 to -1

WMT 8.1 to 11.5

XOM 7.3 to 2.2

MMM 4 to 10.5

DIS -2 to -0.8

HD 10 to 5.8

MO -1.9 to 5.0


Total:
STO system averaged 3.88% per stock.
Buy and Hold averaged 3.64% per stock.
Seems to me that the gains/losses are mostly due to stock picking and not this system's stock timing.

[scifos]

On my list right now: deeply discounted.

AKS 7.76
BXC 12.66
GT 17.93
RML 13.36
RYI 26.83
WLM 7.00

[DSteckler]

Discounted how?

[Lyehopper]

On my list right now: deeply discounted.

AKS
BXC
GT
RML
RYI
WLM

Scifos DUDE!!!! where have you been?.... We've been missing your great picks in the POTW. You gonna play next week? We've got new and improved rules. Check em out.

[scifos]

Been on vacation, then just haven't had the time. Been busy planning the wedding and traveling around the great state of South Dakota.

[scifos]

Discounted how?

Umm, let me try to remember...

Market cap > 200000000
0 < Price / ((current assets - current liabilities)/shares outstanding) < 1
I think there was also a requirement of earnings in the current fiscal year.

Point is to look for companies where, after current liabilities are paid with current assets (cash and cash equivalents), the per share current assets remaining are greater than the share price.

[Runner]

I like the chart on RYI the best !!

[scifos]

I like the chart on RYI the best !!

yep, nice little pullback on the daily. Weekly looks topped out though.