On Wednesday March 2nd I presented at the monthly Atlanta Technical Analysis Society meeting. The presentation was on backward and forward testing using Amibroker. But for this audience emphasis was on getting comfortable with the idea of using Amibroker. Presentation is attached.
Attached is a link to an Excel file containing 104 securities (stocks, ETFs) that have come up as BUY in the past 5 trading days using the technical model. They are also all trading an average of 100K or more shares per day. FYI.
Attached is the most recent backtest report for the technical model. This was run against the 2432 symbols of the NASDAQ composite for as far back as there are active symbols — trades start in 1981.
I have enhanced the OTM Technical Model to provide a current view of the overall market and an individual security’s correlation to that market. This can be useful in forecasting turning points in the market.
As the OnTheMark 4X KBA Model (Technical combined with Value based Fundamentals like Intrinsic Value) progresses, here is a point in time analysis of the current holdings presuming the model is applied to all stocks in the US Equity market. I am still developing an ability to backtest using fundamental data (point in time Intrinsic value), so this analysis is based on what is going on right now in the model.