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Trading Tribe
Trading System Project
Trends
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Tutorial Exercise #1:
Compute the Rates of
Change (basis the 20-day lag), as of the close, October 21, 2005 for all US
stocks with at least one year history, and last trading above $5/share. Rank these from strongest to weakest and
list the top 15, along with their percent rate of change per year (basis 20
days). Check your answers against price charts for visual reasonableness.
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Answer:
| Symbol |
(P-AV)/AV |
Yearly % ROC |
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BRLC
|
0.659 |
1203 |
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BCRX
|
0.358 |
653 |
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BLSC
|
0.317 |
579 |
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BTUI
|
0.300 |
548 |
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RNWK
|
0.283 |
516 |
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SNDK
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0.250 |
456 |
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TWTR
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0.236 |
431 |
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BFT |
0.228 |
416 |
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PRLS
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0.225 |
411 |
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SUPX
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0.220 |
402 |
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KNOT
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0.215 |
392 |
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BWNG
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0.213 |
389 |
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BRN |
0.213 |
389 |
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LEXR
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0.211 |
385 |
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ANSI
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0.207 |
378 |
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BABY
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0.206 |
376 |
The Charts
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