Vertical Solutions

Notes on trading system design and the pursuit of automation

AAPL Flipper, 01/25/06

An AAPL Trading Experiment -

What happens if you buy AAPL after a 10% decline from the highest point in the last 20 days and you sell on the first profitable close or after 9 days?

Since 1997:
162/206, 79%, avg $0.15/sh, with a std dev of $0.73 and a z of about 3

Tested 1997 to present, profitable all years except 1997.

Left as an exercise: integration into the AAPL Accumulator.

Henry Carstens
Vertical Solutions
carstens@verticalsolutions.com