tag:blogger.com,1999:blog-2676650858658561710.post4308870919237157796..comments2023-11-02T06:14:07.871-04:00Comments on Quantifiable Edges: Are IBD Follow Through Days After Day 10 Less Reliable?Rob Hannahttp://www.blogger.com/profile/07596674657839065754noreply@blogger.comBlogger3125tag:blogger.com,1999:blog-2676650858658561710.post-67079849287058470782008-03-03T17:02:00.000-05:002008-03-03T17:02:00.000-05:00Lots of things have stopped working in the last 5 ...Lots of things have stopped working in the last 5 years. Commitment of traders report for the S&P stopped working in 2003. It used to be very reliable. Arms indicator, TICK readings, Lowry's 90% days, etc.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-2676650858658561710.post-820973237599437382008-03-01T22:42:00.000-05:002008-03-01T22:42:00.000-05:00It would seem IBD should be capable of doing the v...It would seem IBD should be capable of doing the very basic backtesting that you are doing before making such statements.<BR/><BR/> Kind of sad really. I would love to see a study of actually following their bread-and-butter breakout entry signal (cup and handle pattern) -- especially over the past 5 years. I'm sure it worked really well back in the day. My guess is now the system is about a coin flip.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-2676650858658561710.post-57667729296535333102008-03-01T09:22:00.000-05:002008-03-01T09:22:00.000-05:00The March 15, 2000 FTD on your list is interesting...The March 15, 2000 FTD on your list is interesting. While the S&P did have one, the Nasdaq and the QQQQ's were nowhere near a FTD. It was a very bifurcated market with the tech stock mania.Anonymousnoreply@blogger.com