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2007 Feb 28 - Wed

2007/02/27 Market Notes

Well that was an interesting day. The Dow bottomed out around 537 and rebounded up to being down 400 for the day. The one point I wanted to remind myself of was that the Dow futures were noticeably down in early morning trading, before the bell. Even before that, there were notes about early morning Chinese sell-offs happening. It is said that during yesterday's trading, "China's Shanghai Composite reversed early losses to end at a record in its first day after Lunar New Year celebrations".

Today's "declines came on concerns that the government may introduce additional macro-economic tightening measures to cool speculative activity".

It has been noted that this day approached the one day loss of September 17, 2001.

The market psychologists would probably suggest a rebound slightly for tomorrow as the professionals buy back. I can't put a date on it, but a the beginning of last year, oils caused a big dip, but the original market highs were re-attained within a week or so. Come to think of it, it may have been the year before where we had a dip and a rebound.

It is interesting to note that John Mauldin's Weekly E-Letter on Saturday talked about the 51.9% Recession based upon an inverted yield curve.

So, we have a toss up, are the pro's going to buy back in, or is retail going to bring it down more for the next couple of days.

[/Trading/MarketNotes] permanent link

Darvas Selections for 2007/02/28

Here are the selections for Wednesday. These lists have the Darvas stop calculated in the second column.

Start: 2007-01-27
High: 2007-02-22
EOD: 2007-02-27

Symbol Stop

ADI 36.64
AKS 22.03
ALTR 21.48
AMKR 12.04
ATHR 26.71
ATI 104.51
AUY 15.25
BG 84.03
BGO 6.32
BNI 84.57
CA 25.45
CERN 53.28
CF 38.11
CHL 49.57
CNP 18.31
CTSH 91.00
DD 52.95
ED 49.25
FAF 46.70
GILD 73.25
GS 219.26
GT 25.85
HAS 29.47
HL 8.40
HLT 35.84
HLTH 15.48
IR 44.00
JBHT 27.48
JOYG 52.94
LM 106.28
LWSN 8.44
MCK 56.48
MET 65.79
MHS 67.57
MOS 26.26
NBL 57.06
NIHD 70.54
NRG 65.79
NTES 21.29
NWL 30.47
NYB 17.35
OMC 100.61
OMX 51.85
ONNN 10.46
PAAS 31.52
PD 124.40
PENN 42.95
PMTC 20.18
POT 161.00
PWR 23.31
RIO 36.68
RRC 31.25
RYI 34.01
SCUR 9.35
SHLD 187.27
SIX 6.28
STM 19.92
SYK 63.50
TEVA 37.76
TRA 17.78
TSM 11.30
UIS 8.92
USU 14.98
UVN 35.94
WIN 15.10
XL 73.99
YRCW 42.92

Start: 2007-01-27
High: 2007-02-21
EOD: 2007-02-27

Symbol Stop

AFFX 27.01
AKS 22.03
ARRS 15.01
ATI 104.51
AUY 15.25
AXL 25.82
BAX 50.32
BG 84.03
BGO 6.32
BNI 84.57
CA 25.45
CE 28.71
CHRW 53.50
CORI 4.99
CTV 38.99
DD 52.95
DISH 42.51
DLTR 33.89
EGO 6.20
EMC 14.38
FEIC 34.34
FHN 44.05
FRK 65.85
GIGM 12.80
GILD 73.25
GNW 36.87
GT 25.85
HAS 29.47
HL 8.40
HLTH 15.48
HOLX 57.70
ICE 158.05
JBHT 27.48
JCP 85.68
JOYG 52.94
LWSN 8.44
LYO 32.48
MCK 56.48
MHS 67.57
MOS 26.26
MTW 58.51
NBL 57.06
NRG 65.79
NWL 30.47
NWS.A 23.04
PAAS 31.52
PD 124.40
POT 161.00
PWR 23.31
RIO 36.68
RRI 17.06
RSH 23.95
SHLD 187.27
SVM 13.50
TEVA 37.76
TRA 17.78
UVN 35.94
VIV 4.02
WIN 15.10
WYN 35.10
XL 73.99

Start: 2007-01-27
High: 2007-02-20
EOD: 2007-02-27

Symbol Stop

AET 45.38
ALGN 17.01
ALKS 17.30
AOC 38.95
BAX 50.32
BG 84.03
CE 28.71
CERN 53.28
CHRW 53.50
CL 68.56
CNP 18.31
CTB 16.84
CTV 38.99
DD 52.95
DISH 42.51
DLTR 33.89
DTC 9.13
FEIC 34.34
FHN 44.05
FIS 45.80
FRK 65.85
GIGM 12.80
GNW 36.87
GS 219.26
HLT 35.84
HLTH 15.48
ICE 158.05
IR 44.00
JBHT 27.48
JCP 85.68
LWSN 8.44
LYO 32.48
MCK 56.48
MHK 93.12
MOS 26.26
MTW 58.51
NBL 57.06
NRG 65.79
NWL 30.47
NYB 17.35
ONNN 10.46
POT 161.00
PRU 92.83
PWR 23.31
PX 64.20
RRI 17.06
RSH 23.95
RTH 106.38
SHLD 187.27
SIMO 21.50
STM 19.92
SVM 13.50
TGT 63.20
TMX 30.75
TRA 17.78
UST 59.44
WYN 35.10
XLP 26.86
XLY 39.99
ZMH 85.94

[/Trading/Darvas/D200702] permanent link

Darvas Results at EOD 2007/02/27 with EOD Signal of 2007/02/26

In comparison, the Dow Jones Industrial Index opened at 12628, had a lower high of 12629, had a lower low of 12086, and closed down for the day at 12216.

Dow futures were way down before the start of trading and indicated that today might not be a good day to enter, or perhaps prefer to short these instruments.

Symbol # Open High Low Close Stop O->H O->C

AET 2 45.50 45.65 43.49 44.28 45.38 0.15 -1.22
AFFX 1 27.19 27.23 25.94 25.94 27.01 0.04 -1.25
AKS 1 21.71 21.71 20.08 20.41 22.03 0.00 -1.30
ALGN 2 16.71 16.87 16.30 16.33 17.01 0.16 -0.38
ALKS 2 17.15 17.16 16.27 16.74 17.30 0.01 -0.41
AMP 1 61.34 61.34 56.74 58.13 61.75 0.00 -3.21
AOC 2 38.50 38.63 37.05 37.36 38.95 0.13 -1.14
ARBA 1 9.30 9.59 9.16 9.21 9.79 0.29 -0.09
ARRS 1 13.58 13.69 13.01 13.06 15.01 0.11 -0.52
ATI 1 101.49 104.18 95.79 98.67 104.51 2.69 -2.82
AUY 1 14.78 15.12 13.53 14.05 15.25 0.34 -0.73
AXL 1 25.63 25.67 24.52 24.66 25.82 0.04 -0.97
BAX 2 50.10 50.40 48.10 49.10 50.32 0.30 -1.00
BG 2 82.35 83.61 76.50 78.96 84.03 1.26 -3.39
BGC 3 51.15 52.00 47.00 50.09 52.46 0.85 -1.06
BGO 1 6.30 6.30 5.43 5.96 6.32 0.00 -0.34
BNI 1 80.13 81.22 78.27 78.89 84.57 1.09 -1.24
BSG 1 13.34 13.41 13.17 13.34 13.43 0.07 0.00
CA 1 26.67 26.80 25.75 26.19 25.45 0.13 -0.48
CE 3 29.00 29.29 28.28 29.15 28.71 0.29 0.15
CERN 1 53.54 53.70 50.92 51.30 53.28 0.16 -2.24
CHRW 2 53.02 53.17 51.37 51.65 53.50 0.15 -1.37
CL 2 68.38 69.00 66.75 67.34 68.56 0.62 -1.04
CNP 1 18.38 18.43 17.64 17.85 18.31 0.05 -0.53
CORI 1 5.03 5.03 4.99 5.01 4.99 0.00 -0.02
CTB 1 15.42 15.70 14.56 14.70 16.84 0.28 -0.72
CTV 2 39.51 39.51 36.91 37.62 38.99 0.00 -1.89
DCX 1 69.30 69.49 66.26 67.30 69.80 0.19 -2.00
DD 3 52.70 52.87 48.63 51.30 52.95 0.17 -1.40
DISH 3 42.17 42.29 40.52 40.90 42.51 0.12 -1.27
DLTR 2 33.84 33.87 32.78 32.99 33.89 0.03 -0.85
DTC 2 8.62 8.75 8.23 8.52 9.13 0.13 -0.10
EGO 2 6.20 6.35 5.79 6.03 6.20 0.15 -0.17
EL 1 47.31 47.99 45.60 45.76 48.15 0.68 -1.55
EMC 1 14.30 14.30 13.72 13.75 14.38 0.00 -0.55
FEIC 2 34.00 34.06 32.61 33.15 33.34 0.06 -0.85
FHN 3 44.13 44.13 42.49 42.95 44.05 0.00 -1.18
FIS 2 46.55 46.61 45.08 45.29 45.80 0.06 -1.26
FRK 2 67.31 67.61 66.49 66.59 65.85 0.30 -0.72
GIGM 2 12.20 12.70 11.21 12.15 12.80 0.50 -0.05
GILD 1 73.40 73.40 70.00 70.58 73.25 0.00 -2.82
GNW 2 36.04 36.05 34.80 35.00 36.87 0.01 -1.04
GS 1 209.75 210.40 194.65 199.76 219.26 0.65 -9.99
GT 1 25.39 25.42 24.01 24.41 25.85 0.03 -0.98
HAS 2 28.86 28.99 28.15 28.64 29.47 0.13 -0.22
HL 1 8.28 8.29 7.57 7.69 8.40 0.01 -0.59
HLT 1 36.14 36.15 34.56 34.86 35.84 0.01 -1.28
HLTH 2 14.93 15.00 14.45 14.61 15.48 0.07 -0.32
HOLX 1 57.35 57.35 53.60 54.70 57.70 0.00 -2.65
ICE 3 152.30 153.58 143.11 144.58 158.05 1.28 -7.72
IR 2 44.51 45.01 41.10 42.77 44.00 0.50 -1.74
JBHT 3 26.84 26.94 26.15 26.25 27.48 0.10 -0.59
JCP 2 81.75 82.20 79.52 80.28 85.68 0.45 -1.47
JOYG 1 52.00 52.38 49.41 50.33 52.94 0.38 -1.67
KG 1 18.43 18.49 17.91 17.91 18.66 0.06 -0.52
LWSN 3 8.18 8.23 7.92 7.97 8.44 0.05 -0.21
LYO 2 32.28 32.58 31.05 31.57 32.48 0.30 -0.71
MCK 3 57.10 57.15 55.11 56.06 56.93 0.05 -1.04
MHK 2 90.00 90.15 87.00 88.75 93.12 0.15 -1.25
MHS 1 66.15 67.45 64.54 65.18 67.57 1.30 -0.97
MOS 3 25.66 25.66 24.27 25.10 26.26 0.00 -0.56
MTW 2 60.09 61.87 58.50 59.03 59.02 1.78 -1.06
NBL 3 57.44 58.28 56.58 57.25 57.06 0.84 -0.19
NMX 1 130.00 134.50 125.67 126.98 134.59 4.50 -3.02
NOC 3 73.15 73.64 71.55 71.91 74.67 0.49 -1.24
NOK 1 22.37 22.51 21.50 21.87 23.02 0.14 -0.50
NRG 3 67.15 67.70 66.01 66.25 63.71 0.55 -0.90
NWL 2 30.97 31.10 30.20 30.40 30.55 0.13 -0.57
NWS.A 1 23.44 24.08 22.22 22.37 23.04 0.64 -1.07
NYB 1 16.74 17.00 16.60 16.71 17.35 0.26 -0.03
ONNN 2 10.32 10.50 9.81 10.10 10.46 0.18 -0.22
OSK 1 54.79 54.81 52.09 53.39 54.77 0.02 -1.40
PAAS 1 30.90 31.23 28.56 29.22 31.52 0.33 -1.68
PD 2 125.75 126.34 122.53 123.00 124.77 0.59 -2.75
POT 3 163.76 164.08 148.54 155.37 161.00 0.32 -8.39
PRU 1 92.26 92.36 89.78 90.21 92.83 0.10 -2.05
PWR 2 23.40 23.40 22.00 22.68 23.31 0.00 -0.72
PX 1 63.73 63.90 60.23 61.47 64.20 0.17 -2.26
QCOM 1 41.06 41.67 40.00 40.25 41.57 0.61 -0.81
RFMD 1 8.20 8.37 8.11 8.22 8.34 0.17 0.02
RIO 1 34.57 35.25 31.58 33.01 36.68 0.68 -1.56
RRI 3 17.10 17.29 16.45 16.87 17.06 0.19 -0.23
RSH 2 23.55 26.24 23.37 25.13 23.10 2.69 1.58
RTH 1 103.87 104.04 100.76 101.71 106.38 0.17 -2.16
SHLD 3 183.58 184.43 178.12 178.54 187.27 0.85 -5.04
SIMO 2 21.10 21.30 19.03 20.30 21.50 0.20 -0.80
SNE 2 53.20 53.34 51.11 51.70 52.77 0.14 -1.50
STI 1 86.01 86.02 83.46 83.92 85.65 0.01 -2.09
STM 1 19.50 19.54 18.87 19.09 19.92 0.04 -0.41
SVM 2 13.72 13.76 13.34 13.40 13.50 0.04 -0.32
TEVA 1 36.77 36.93 35.36 35.51 37.76 0.16 -1.26
TGT 1 61.70 62.00 59.40 59.40 63.20 0.30 -2.30
TMX 1 30.51 30.68 29.06 29.23 30.75 0.17 -1.28
TRA 3 18.04 18.05 15.88 16.88 17.78 0.01 -1.16
UST 1 59.88 59.88 57.61 58.06 59.44 0.00 -1.82
UTX 1 66.25 66.80 64.75 65.46 68.75 0.55 -0.79
UVN 2 35.91 36.02 35.88 35.90 35.97 0.11 -0.01
VIV 1 3.76 3.87 3.53 3.70 4.02 0.11 -0.06
VSEA 1 49.19 49.20 47.25 47.80 49.18 0.01 -1.39
WCI 1 20.99 21.39 20.58 21.11 23.64 0.40 0.12
WHR 1 93.00 93.01 89.40 89.95 95.04 0.01 -3.05
WIN 1 15.31 15.32 14.50 14.68 15.10 0.01 -0.63
WYN 2 35.25 35.58 34.19 34.24 35.10 0.33 -1.01
XL 1 72.86 73.36 71.19 71.54 73.99 0.50 -1.32
XLP 2 26.69 26.71 25.81 26.20 26.86 0.02 -0.49
XLY 1 39.08 39.09 37.68 38.15 39.99 0.01 -0.93
ZMH 1 84.80 87.14 81.74 83.74 85.94 2.34 -1.06
107 4578.87 39.00 -139.31

[/Trading/Darvas/D200702] permanent link

2007 Feb 27 - Tue

NTLM Passthrough Authentication

Most, well, all of my client sites have Active Directory based networks. To facilitate authentication and authorization to various pages of a web-site, it makes it easier on admin staff to assign users to groups in Active Directory, and then use NTLM Pass-through Authentication from Internet Explorer based web browsers to gain access to selected pages.

In performing research on this subject, I came across how to make Squid perform NTLM Pass-Through Authentication and act as a replacement Microsoft ISA server.

But back to Apache based NTLM Pass through authentication, I came across something that is supposed to work with Drupal. The source file doesn't offer up easy to use information. Moving along, there is a circa 2000 NTLM auth module for Apache/Unix.

I think the Apache-AuthenNTLM Perl Module is probably the best solution, well the best I've encountered so far. That is the one I'm going to try. There are a couple of supporting documents: Modperl Mailing List Entry and a SourceForge Discussion Group entry.

The unknown is how to integrate group authorization. It looks like the only way to get appropriate information is through basic authentication so I can use those credentials to gain secondary access to AD group composition via a previously described LDAP module. That should allow me to gain automatic access to username and password.

[/OpenSource] permanent link

Darvas Selections for 2007/02/27

Here are the selections for Tuesday. These lists have the Darvas stop calculated in the second column.

Start: 2007-01-26
High: 2007-02-21
EOD: 2007-02-26

Symbol Stop

AFFX 27.01
AKS 22.03
AMP 61.75
ARRS 15.01
ATI 104.51
AUY 15.25
AXL 25.82
BAX 50.32
BG 84.03
BGC 52.46
BGO 6.32
BNI 84.57
CA 25.45
CE 28.71
CHRW 53.50
CORI 4.99
CTV 38.99
DD 52.95
DISH 42.51
DLTR 33.89
EGO 6.20
EMC 14.38
FEIC 33.34
FHN 44.05
FRK 65.85
GIGM 12.80
GILD 73.25
GNW 36.87
GT 25.85
HAS 29.47
HL 8.40
HLTH 15.48
HOLX 57.70
ICE 158.05
JBHT 27.48
JCP 85.68
JOYG 52.94
LWSN 8.44
LYO 32.48
MCK 56.93
MHS 67.57
MOS 26.26
MTW 59.02
NBL 57.06
NOC 74.67
NRG 63.71
NWL 30.55
NWS.A 23.04
PAAS 31.52
PD 124.77
POT 161.00
PWR 23.31
RIO 36.68
RRI 17.06
RSH 23.10
SHLD 187.27
SNE 52.77
SVM 13.50
TEVA 37.76
TRA 17.78
UVN 35.97
VIV 4.02
WIN 15.10
WYN 35.10
XL 73.99

Start: 2007-01-26
High: 2007-02-20
EOD: 2007-02-26

Symbol Stop

AET 45.38
ALGN 17.01
ALKS 17.30
AOC 38.95
BAX 50.32
BG 84.03
BGC 52.46
CE 28.71
CERN 53.28
CHRW 53.50
CL 68.56
CNP 18.31
CTB 16.84
CTV 38.99
DD 52.95
DISH 42.51
DLTR 33.89
DTC 9.13
FEIC 33.34
FHN 44.05
FIS 45.80
FRK 65.85
GIGM 12.80
GNW 36.87
GS 219.26
HLT 35.84
HLTH 15.48
ICE 158.05
IR 44.00
JBHT 27.48
JCP 85.68
LWSN 8.44
LYO 32.48
MCK 56.93
MHK 93.12
MOS 26.26
MTW 59.02
NBL 57.06
NOC 74.67
NRG 63.71
NWL 30.55
NYB 17.35
ONNN 10.46
POT 161.00
PRU 92.83
PWR 23.31
PX 64.20
RFMD 8.34
RRI 17.06
RSH 23.10
RTH 106.38
SHLD 187.27
SIMO 21.50
STM 19.92
SVM 13.50
TGT 63.20
TMX 30.75
TRA 17.78
UST 59.44
WYN 35.10
XLP 26.86
XLY 39.99
ZMH 85.94

Start: 2007-01-26
High: 2007-02-16
EOD: 2007-02-26

Symbol Stop

AET 45.38
ALGN 17.01
ALKS 17.30
AOC 38.95
ARBA 9.79
BGC 52.46
BSG 13.43
CE 28.71
CL 68.56
DCX 69.80
DD 52.95
DISH 42.51
DTC 9.13
EGO 6.20
EL 48.15
FHN 44.05
FIS 45.80
HAS 29.47
ICE 158.05
IR 44.00
JBHT 27.48
KG 18.66
LWSN 8.44
MCK 56.93
MHK 93.12
MOS 26.26
NBL 57.06
NMX 134.59
NOC 74.67
NOK 23.02
NRG 63.71
ONNN 10.46
OSK 54.77
PD 124.77
POT 161.00
QCOM 41.57
RRI 17.06
SHLD 187.27
SIMO 21.50
SNE 52.77
STI 85.65
TRA 17.78
UTX 68.75
UVN 35.97
VSEA 49.18
WCI 23.64
WHR 95.04
XLP 26.86

[/Trading/Darvas/D200702] permanent link

Darvas Results at EOD 2007/02/26 with EOD Signal of 2007/02/23

In comparison, the Dow Jones Industrial Index opened at 12647, had a higher high of 12697, had a lower low of 12608, and closed down for the day at 12632.

Symbol # Open High Low Close Stop O->H O->C

ABC 1 54.90 54.96 53.58 54.02 54.40 0.06 -0.88
ACS 2 54.10 54.26 53.40 53.53 53.44 0.16 -0.57
AET 3 46.06 46.15 45.39 45.86 45.38 0.09 -0.20
AGIX 1 11.52 11.75 11.45 11.57 10.84 0.23 0.05
AKS 1 22.56 22.83 22.27 22.33 22.03 0.27 -0.23
ALGN 3 17.19 17.34 16.92 16.98 17.01 0.15 -0.21
ALKS 2 17.52 17.65 17.34 17.45 17.30 0.13 -0.07
AMT 2 40.25 40.63 40.00 40.44 40.46 0.38 0.19
AOC 2 38.70 39.18 38.57 38.69 38.95 0.48 -0.01
AQNT 1 27.63 27.77 26.97 27.34 28.19 0.14 -0.29
ARBA 2 9.80 9.95 9.66 9.75 9.79 0.15 -0.05
AT 1 63.30 63.88 62.36 62.74 63.01 0.58 -0.56
BAX 2 50.00 50.19 49.71 50.15 50.32 0.19 0.15
BBBY 1 42.72 42.81 42.12 42.45 42.54 0.09 -0.27
BG 1 84.50 85.49 83.57 84.24 84.03 0.99 -0.26
BGC 3 53.25 53.49 51.89 52.13 53.20 0.24 -1.12
BSG 1 13.74 13.75 13.44 13.50 13.43 0.01 -0.24
BUD 1 50.03 50.10 49.56 49.81 51.56 0.07 -0.22
BYD 1 49.01 49.24 48.25 48.62 47.82 0.23 -0.39
CBSS 1 70.33 70.50 70.10 70.27 69.85 0.17 -0.06
CE 3 29.66 29.94 29.45 29.78 28.71 0.28 0.12
CECO 1 30.19 30.29 29.65 29.86 29.85 0.10 -0.33
CERN 2 54.28 54.47 53.61 53.94 53.28 0.19 -0.34
CHRW 1 53.98 54.16 51.89 52.40 53.50 0.18 -1.58
CL 2 68.53 68.76 68.04 68.47 68.56 0.23 -0.06
CNP 1 18.38 18.95 18.32 18.37 17.86 0.57 -0.01
COH 2 50.30 50.38 48.74 48.93 49.45 0.08 -1.37
COST 3 57.92 58.07 56.97 57.40 57.18 0.15 -0.52
CTB 1 16.27 16.37 15.76 15.89 16.33 0.10 -0.38
CTV 2 40.00 40.23 39.22 39.51 37.95 0.23 -0.49
CX 1 36.99 37.07 36.20 36.54 36.37 0.08 -0.45
DCEL 1 9.40 9.57 9.25 9.43 9.09 0.17 0.03
DCX 1 70.82 70.88 70.32 70.57 71.10 0.06 -0.25
DD 3 53.50 53.67 53.01 53.14 52.95 0.17 -0.36
DG 2 17.82 17.84 17.56 17.64 17.54 0.02 -0.18
DISH 2 42.75 42.90 42.24 42.47 42.51 0.15 -0.28
DLTR 2 34.19 34.42 33.82 34.18 33.89 0.23 -0.01
DOW 2 46.42 47.26 44.76 44.99 42.68 0.84 -1.43
DTC 2 8.85 8.98 8.50 8.97 9.13 0.13 0.12
EBAY 1 34.28 34.35 33.07 33.42 33.80 0.07 -0.86
EDS 3 29.02 29.21 28.91 29.13 29.31 0.19 0.11
EEM 2 118.04 118.23 116.57 117.45 116.50 0.19 -0.59
EFA 3 77.16 77.18 76.71 76.72 76.05 0.02 -0.44
EGO 2 6.41 6.45 6.35 6.42 6.20 0.04 0.01
EL 1 47.71 47.75 47.13 47.31 48.15 0.04 -0.40
EXP 1 48.70 48.71 47.98 48.05 48.42 0.01 -0.65
EXPE 1 21.75 21.98 21.48 21.71 21.65 0.23 -0.04
FEIC 1 34.47 34.65 34.00 34.07 34.60 0.18 -0.40
FHN 2 44.72 44.82 43.99 44.33 44.05 0.10 -0.39
FIS 3 47.29 47.32 46.53 46.79 45.80 0.03 -0.50
FISV 3 54.65 55.00 54.04 54.18 54.03 0.35 -0.47
FRK 1 67.80 68.19 67.62 67.99 63.85 0.39 0.19
GIGM 1 13.50 13.70 13.05 13.12 12.80 0.20 -0.38
GNW 1 36.19 36.41 35.90 36.04 36.87 0.22 -0.15
GS 1 217.99 218.37 212.66 214.00 220.51 0.38 -3.99
HAS 2 29.53 29.55 29.15 29.25 29.47 0.02 -0.28
HLT 1 36.85 37.00 35.89 36.13 35.84 0.15 -0.72
HLTH 1 15.42 15.42 14.95 15.03 15.48 0.00 -0.39
HNZ 1 47.21 47.33 46.76 47.01 47.32 0.12 -0.20
HRP 1 13.37 13.39 13.18 13.31 13.49 0.02 -0.06
IACI 1 40.58 40.99 40.52 40.74 39.48 0.41 0.16
ICE 2 163.15 164.98 156.06 157.21 158.05 1.83 -5.94
IP 1 37.42 38.00 37.25 37.46 37.58 0.58 0.04
IR 3 45.50 45.62 44.67 45.11 44.00 0.12 -0.39
JBHT 3 28.08 28.08 26.99 27.12 27.48 0.00 -0.96
JCP 2 84.68 84.68 82.70 83.00 85.68 0.00 -1.68
KG 2 18.72 18.82 18.34 18.43 18.66 0.10 -0.29
KMB 1 69.91 70.10 69.56 69.90 69.97 0.19 -0.01
LWSN 2 8.46 8.50 8.31 8.34 8.44 0.04 -0.12
LYO 1 33.00 33.58 32.34 33.04 32.48 0.58 0.04
MCD 3 46.00 46.15 45.76 45.80 45.00 0.15 -0.20
MCK 3 57.40 58.07 57.12 57.13 56.93 0.67 -0.27
MHK 2 92.80 92.80 89.50 90.80 93.12 0.00 -2.00
MIR 2 38.19 39.00 37.76 38.19 36.69 0.81 0.00
MNST 3 52.57 53.00 51.90 52.37 52.44 0.43 -0.20
MON 1 55.96 56.09 54.59 54.79 56.24 0.13 -1.17
MOS 3 26.88 27.06 26.20 26.40 26.26 0.18 -0.48
MTW 1 63.71 63.96 61.55 61.87 59.25 0.25 -1.84
NBL 3 58.87 59.48 58.38 58.44 57.06 0.61 -0.43
NCC 1 38.25 38.25 38.03 38.16 38.35 0.00 -0.09
NMX 1 137.46 139.39 132.78 132.99 134.59 1.93 -4.47
NOC 3 73.90 74.60 73.39 73.84 75.22 0.70 -0.06
NOK 2 22.86 23.03 22.75 23.03 23.02 0.17 0.17
NRG 2 68.00 70.00 67.30 67.75 61.63 2.00 -0.25
NRPH 1 63.43 63.50 63.30 63.33 61.15 0.07 -0.10
NWL 1 31.56 31.66 31.07 31.10 30.55 0.10 -0.46
NYB 1 17.08 17.34 16.81 16.90 17.35 0.26 -0.18
ONNN 3 10.82 10.88 10.53 10.58 10.46 0.06 -0.24
OSK 1 56.44 57.28 55.21 55.69 54.77 0.84 -0.75
PD 2 126.95 128.00 126.70 127.57 124.77 1.05 0.62
PNC 1 75.70 75.88 75.36 75.66 74.30 0.18 -0.04
POT 2 168.00 168.58 164.50 165.01 161.00 0.58 -2.99
PRU 1 92.45 92.73 91.89 92.37 92.83 0.28 -0.08
PSSI 1 21.56 21.59 21.26 21.39 21.39 0.03 -0.17
PWR 2 23.80 23.94 23.16 23.68 23.31 0.14 -0.12
PX 1 64.98 65.00 64.11 64.24 64.20 0.02 -0.74
QCOM 2 43.26 43.30 42.25 42.65 40.85 0.04 -0.61
RFMD 1 8.54 8.56 8.40 8.47 8.15 0.02 -0.07
RRI 3 17.10 17.74 16.81 17.31 16.18 0.64 0.21
RSH 2 22.79 22.88 22.33 22.45 23.10 0.09 -0.34
RTH 2 105.60 105.67 104.28 105.00 106.38 0.07 -0.60
RYI 1 34.97 35.10 34.27 34.88 34.31 0.13 -0.09
SGMS 1 34.39 34.39 33.49 33.70 33.29 0.00 -0.69
SHLD 2 188.89 189.70 184.69 186.64 187.27 0.81 -2.25
SIMO 2 21.81 22.14 21.60 21.99 21.50 0.33 0.18
SNE 1 52.99 52.99 52.48 52.90 52.77 0.00 -0.09
STI 2 87.00 87.21 86.22 86.75 85.65 0.21 -0.25
STM 1 20.11 20.18 19.99 20.18 19.92 0.07 0.07
SVM 1 13.85 13.90 13.63 13.78 13.50 0.05 -0.07
TEVA 1 37.94 37.95 37.24 37.51 37.76 0.01 -0.43
TEX 2 72.25 72.75 68.35 68.72 68.20 0.50 -3.53
TGT 1 63.12 63.43 62.23 62.55 63.20 0.31 -0.57
TIF 3 42.89 45.98 42.82 45.06 41.48 3.09 2.17
TMX 1 30.67 30.93 30.35 30.54 30.75 0.26 -0.13
TRA 3 18.48 18.63 18.04 18.26 17.78 0.15 -0.22
TRN 3 45.12 45.12 43.82 44.32 44.41 0.00 -0.80
URBN 1 26.38 26.84 25.75 25.81 26.89 0.46 -0.57
URI 1 29.00 29.19 28.76 28.90 28.88 0.19 -0.10
UST 2 60.50 60.50 59.86 59.87 59.44 0.00 -0.63
UTX 2 67.80 68.20 66.80 67.23 68.75 0.40 -0.57
UVN 1 36.04 36.09 35.95 35.96 35.97 0.05 -0.08
VSEA 2 50.39 50.39 48.69 49.61 49.18 0.00 -0.78
WB 3 57.29 57.49 56.67 57.07 58.06 0.20 -0.22
WCI 1 22.00 22.02 21.21 21.44 23.64 0.02 -0.56
WHR 1 93.74 93.96 92.64 93.55 95.04 0.22 -0.19
WLP 2 81.05 81.33 80.61 81.13 81.60 0.28 0.08
WYN 1 35.48 35.62 35.30 35.39 35.10 0.14 -0.09
XLP 3 26.82 26.84 26.70 26.81 26.86 0.02 -0.01
XLY 1 39.85 39.88 39.38 39.51 39.99 0.03 -0.34
YHOO 3 32.80 32.84 30.85 32.12 30.79 0.04 -0.68
ZMH 1 85.70 85.80 85.10 85.37 85.94 0.10 -0.33
131 5918.52 36.14 -62.47

[/Trading/Darvas/D200702] permanent link

2007 Feb 26 - Mon

Event Logs: Some Stuff To Try At Home

Somewhere in my collection of Monitoring Server Configs, I have some information on getting Cisco syslog stuff into a separate file.

For another customer site, I used Nagios coupled with Steve Shipway's Nagios EventLog agent for Windows to collect specific Windows Events and alarm on them. It was interesting and convoluted experience to get all this working. If there is interest, I'll post my process notes on how I got the whole thing integrated.

Today, or rather originally a week ago, an ISP requested that I forward some router syslog events to them so they could correlate their events with mine, or vice versa, my events with theirs. (ok, contrary to one of my recent articles, some ISP's do see the light of day in troubleshooting, although this same one hasn't quite grasped the IP SLA bonus yet).

Anyway, two routers, the endpoints on an mpls link, in two different regions behind two different firewalls are at issue. The knee jerk reaction is to add a second syslog entry in each router to forward to the ISP's syslog address. This will require, in addition to the second entry in each router, entries in each firewall.

That seemed silly. I thought: why not just forward the syslog entries from the server instead. Well, not so easy with the standard sylogd daemon in Debian.

Some searching lead to a number of interesting alternatives. The one slated for immediate testing is to try BalaBit's syslog-ng where I can forward based upon more refined rules such as host and message content. This is a simple Debian apt-get upgrade. DebianHelp offers some instrucitons for installation and use with php=-syslog-ng. Jeremy Mates's syslog-ng blog discusses some further syslog-ng configuration details. As a sidetrack, his blog also has some stuff for sendmail and other Linux Geek stuff. As a point of reference, one more syslog-ng site is cudeso.be.

Once I've got syslog-ng going, and the cisco log entries forwarded, I'm thinking about stopping event log watching with Nagios and Shipway's thing and instead trying Intersect Alliance's Snare Agent for windows sending syslog events to syslog-ng. I see they also know how to do stuff with Snort Logs, Apache Logs, and others.

Something I see a lot of words about but no real specifics is Splunk. They proclaim to be able to scan and correlate and do queries on logs from many servers. That could be an interesting tool, and free for systems with daily log files under 500M.

[/OpenSource] permanent link

Note To Self: Network Performance Link

Unbelievable. The name slipped my mind. And a simple internet search for my favorite network performance tool, IPerf, becomes an exercise in frustration. Finally. With an indirect hop through Les Cottrell's Network Monitoring Tools List , I was able to track it down.

My problem was that I had IPTraf and couldn't recall the real one I wanted.

Just so I land here again with the appropriate queries, here is what I tried:

open source ip traffic simulator

While on the subject of network performance, I've noticed that some ISP's like to play deaf, dumb and blind to customer performance issues. Some wireless ISP's have installed central wireless access points that don't provide SNMP access. So when RF and related radio issues hit, they are unable to troubleshoot anything other than through the WAG (Wild Ass Guess) principle.

And for one more performance whine, ... are there any ISP's out there who provide routers that can act as Cisco IP SLA Responders to customer routers? This greatly facilitates link quality testing. However, ISP's seem to be deathly afraid of airing their dirty laundry. One would think that this would, instead, be a positive thing in terms of improving traffic quality, especially at the corporate level.

If you have comments on this, I'd like to hear them over on the forums.

[/OpenSource] permanent link

Trading Site of the Day -- The Option Insider: High Level News And Commentary

The Options Insider is a relatively new site and founded by an options trader by the name of Mark S. Longo.

The site has a few introductory articles to options trading. Hopefully, as time goes on, the substance will be filled out. For nitty gritty options information, I have already discussed a few sites, so nothing here is not such a bad thing.

The site's current strength is the news links. It looks as though they follow quite a number of news sources and provide links to Options related stories and other primary news sources. This is a good starting point for options related news releases.

[/Trading/SiteOfTheDay/D200702] permanent link

Lighting Design for Sordid Lives

I've already accumulated a week of updates that havn't been performed yet for various and sundry things on this site. It looks like I'll have to fit things in when I can. I hadn't quite expected the time commitment. But I am having fun and learning something completely different. So if updates are slow for a while longer yet, hang tight, I'll get the stuff up sooner, or later. I'd really like to do it sooner myself, but we'll see how things go.

I'm volunteering at the Bermuda Musical and Dramatic Society as a crew member working the lights for the production of Sordid Lives by Del Shores. Mary Brier is lighting designer. I've been following her around, trying not to get too much in the way, but still trying to soak it all in. Not until one has been on that side of the theatre does one realize just how much work there is in producing a successful production. Warm and dark washes, cross lights, specials, down lights, sub-masters, amber and blue and lavendar colors, cues, ...

Opening is on March 1. At that time, the hectic design should boil down to pressing the 'go' button at the correct time on cue calls from the stage manager, in this case Nicola. Supervising the whole funny farm, and a good guy to work with, is the director Keith Madeiros.

[/Personal/Bermuda/Personal] permanent link

Darvas Selections for 2007/02/26

Here are the selections for Monday. These lists have the Darvas stop calculated in the second column.

Start: 2007-01-23
High: 2007-02-20
EOD: 2007-02-23

Symbol Stop

ACS 53.44
AET 45.38
ALGN 17.01
ALKS 17.30
AMT 40.46
AOC 38.95
AT 63.01
BAX 50.32
BG 84.03
BGC 53.20
BYD 47.82
CE 28.71
CERN 53.28
CHRW 53.50
CL 68.56
CNP 17.86
COH 49.45
COST 57.18
CTB 16.33
CTV 37.95
CX 36.37
DD 52.95
DG 17.54
DISH 42.51
DLTR 33.89
DTC 9.13
EBAY 33.80
EDS 29.31
EEM 116.50
EFA 76.05
EXP 48.42
FEIC 34.60
FHN 44.05
FIS 45.80
FISV 54.03
FRK 63.85
GIGM 12.80
GNW 36.87
GS 220.51
HLT 35.84
HLTH 15.48
IACI 39.48
ICE 158.05
IR 44.00
JBHT 27.48
JCP 85.68
KMB 69.97
LWSN 8.44
LYO 32.48
MCD 45.00
MCK 56.93
MHK 93.12
MIR 36.69
MNST 52.44
MOS 26.26
MTW 59.25
NBL 57.06
NOC 75.22
NRG 61.63
NRPH 61.15
NWL 30.55
NYB 17.35
ONNN 10.46
PNC 74.30
POT 161.00
PRU 92.83
PSSI 21.39
PWR 23.31
PX 64.20
RFMD 8.15
RRI 16.18
RSH 23.10
RTH 106.38
SHLD 187.27
SIMO 21.50
STM 19.92
SVM 13.50
TGT 63.20
TIF 41.48
TMX 30.75
TRA 17.78
TRN 44.41
URBN 26.89
UST 59.44
WB 58.06
WLP 81.60
WYN 35.10
XLP 26.86
XLY 39.99
YHOO 30.79
ZMH 85.94

Start: 2007-01-23
High: 2007-02-16
EOD: 2007-02-23

Symbol Stop

AET 45.38
ALGN 17.01
ALKS 17.30
AOC 38.95
ARBA 9.79
BGC 53.20
BSG 13.43
CBSS 69.85
CE 28.71
CL 68.56
COH 49.45
COST 57.18
DCX 71.10
DD 52.95
DISH 42.51
DOW 42.68
DTC 9.13
EDS 29.31
EFA 76.05
EGO 6.20
EL 48.15
FHN 44.05
FIS 45.80
FISV 54.03
HAS 29.47
ICE 158.05
IP 37.58
IR 44.00
JBHT 27.48
KG 18.66
LWSN 8.44
MCD 45.00
MCK 56.93
MHK 93.12
MIR 36.69
MNST 52.44
MOS 26.26
NBL 57.06
NCC 38.35
NMX 134.59
NOC 75.22
NOK 23.02
NRG 61.63
ONNN 10.46
OSK 54.77
PD 124.77
POT 161.00
QCOM 40.85
RRI 16.18
SHLD 187.27
SIMO 21.50
SNE 52.77
STI 85.65
TEX 68.20
TIF 41.48
TRA 17.78
TRN 44.41
UTX 68.75
UVN 35.97
VSEA 49.18
WB 58.06
WCI 23.64
WHR 95.04
XLP 26.86
YHOO 30.79

Start: 2007-01-23
High: 2007-02-15
EOD: 2007-02-23

Symbol Stop

ABC 54.40
ACS 53.44
AET 45.38
AGIX 10.84
AKS 22.03
ALGN 17.01
AMT 40.46
AQNT 28.19
ARBA 9.79
BAX 50.32
BBBY 42.54
BGC 53.20
BUD 51.56
CE 28.71
CECO 29.85
CERN 53.28
COST 57.18
CTV 37.95
DCEL 9.09
DD 52.95
DG 17.54
DLTR 33.89
DOW 42.68
EDS 29.31
EEM 116.50
EFA 76.05
EGO 6.20
EXPE 21.65
FIS 45.80
FISV 54.03
HAS 29.47
HNZ 47.32
HRP 13.49
IR 44.00
JBHT 27.48
JCP 85.68
KG 18.66
MCD 45.00
MCK 56.93
MNST 52.44
MON 56.24
MOS 26.26
NBL 57.06
NOC 75.22
NOK 23.02
ONNN 10.46
PD 124.77
PWR 23.31
QCOM 40.85
RRI 16.18
RSH 23.10
RTH 106.38
RYI 34.31
SGMS 33.29
STI 85.65
TEVA 37.76
TEX 68.20
TIF 41.48
TRA 17.78
TRN 44.41
URI 28.88
UST 59.44
UTX 68.75
VSEA 49.18
WB 58.06
WLP 81.60
XLP 26.86
YHOO 30.79

[/Trading/Darvas/D200702] permanent link

2007 Feb 24 - Sat

Trading Site of the Day -- Trade The News: Live News for the Ears and Eyes

Trade The News is a 24 hour Audio News Squawk service for Equities, Credit and Forex. They also provide news through a streaming service. For both visual and aural news feeds, you'll need to install a downloadable software client. They have a free 7 day trial. The subscription prices seem reasonable. It sounds as though it gets you to the heart of the markets to provide the real time feeling for the ebb and flow.

[/Trading/SiteOfTheDay/D200702] permanent link

Darvas Results at EOD 2007/02/23 with EOD Signal of 2007/02/22

In comparison, the Dow Jones Industrial Index opened at 12679, had a lower high of 12682, had a lower low of 12628, and closed down for the day at 12647.

Symbol # Open High Low Close Stop O->H O->C

ABB 1 17.79 17.89 17.77 17.85 18.62 0.10 0.06
ABC 2 54.81 55.13 54.45 55.01 54.40 0.32 0.20
ACS 1 54.42 54.42 53.65 54.01 53.44 0.00 -0.41
ADP 1 50.78 51.24 50.61 51.18 50.33 0.46 0.40
AET 2 46.07 46.23 45.67 46.06 44.32 0.16 -0.01
AGIX 1 11.62 11.75 11.25 11.58 10.84 0.13 -0.04
AKS 1 22.75 23.08 22.28 22.41 22.03 0.33 -0.34
ALGN 3 17.43 17.43 17.09 17.26 17.01 0.00 -0.17
ALKS 1 17.77 17.80 17.34 17.42 17.30 0.03 -0.35
AMP 1 62.95 62.95 62.05 62.63 61.75 0.00 -0.32
AMT 1 40.47 40.64 40.18 40.25 40.46 0.17 -0.22
AMX 1 47.00 47.21 46.78 47.15 45.76 0.21 0.15
AOC 1 38.66 39.04 38.50 38.70 38.95 0.38 0.04
AQNT 1 27.63 27.98 27.25 27.44 28.19 0.35 -0.19
ARBA 3 10.05 10.08 9.84 9.85 9.79 0.03 -0.20
AVP 1 38.41 38.97 38.28 38.56 39.72 0.56 0.15
BAX 1 50.54 50.54 49.48 49.81 50.32 0.00 -0.73
BBBY 2 43.13 43.32 42.39 42.57 42.54 0.19 -0.56
BGC 3 53.22 53.50 52.51 52.80 53.20 0.28 -0.42
BNI 1 84.30 84.45 82.95 83.91 84.57 0.15 -0.39
BSG 2 13.66 13.69 13.36 13.66 13.43 0.03 0.00
BUD 1 50.35 50.35 50.02 50.05 51.56 0.00 -0.30
CBS 1 31.52 31.53 31.12 31.32 31.68 0.01 -0.20
CBSS 1 69.96 70.05 69.90 69.95 69.85 0.09 -0.01
CE 3 29.12 29.87 29.05 29.63 28.71 0.75 0.51
CECO 1 29.71 30.32 29.62 30.08 28.13 0.61 0.37
CEG 1 75.70 76.25 75.46 76.08 74.40 0.55 0.38
CEN 2 33.88 33.97 33.69 33.84 33.63 0.09 -0.04
CERN 2 53.47 54.39 53.41 54.27 53.28 0.92 0.80
CL 1 68.19 68.44 67.74 68.33 68.56 0.25 0.14
CMI 1 144.00 145.24 143.73 144.65 138.58 1.24 0.65
COH 2 49.95 50.28 49.54 49.97 49.45 0.33 0.02
CORI 1 5.02 5.05 5.02 5.03 4.92 0.03 0.01
COST 2 58.10 58.19 57.27 57.47 57.18 0.09 -0.63
CRUS 1 8.65 9.44 8.65 8.91 8.46 0.79 0.26
CSX 1 40.50 40.79 40.06 40.42 39.69 0.29 -0.08
CTV 1 38.00 39.69 37.50 39.14 36.91 1.69 1.14
CVH 1 56.18 56.27 55.63 55.75 56.43 0.09 -0.43
CX 1 37.48 37.50 36.43 36.60 36.37 0.02 -0.88
DCEL 1 9.45 9.46 9.28 9.33 9.08 0.01 -0.12
DCX 1 70.30 71.10 70.28 70.92 71.10 0.80 0.62
DD 3 52.27 53.11 51.77 52.99 52.95 0.84 0.72
DG 1 17.87 17.90 17.50 17.74 17.54 0.03 -0.13
DISH 1 42.63 42.93 42.47 42.52 42.51 0.30 -0.11
DLTR 2 34.34 34.36 33.82 34.05 33.89 0.02 -0.29
DOW 3 42.84 43.68 42.43 43.45 42.68 0.84 0.61
DTC 1 8.99 9.04 8.80 8.80 9.21 0.05 -0.19
EDS 3 28.87 29.03 28.76 28.97 29.31 0.16 0.10
EEM 2 118.24 118.65 116.70 117.50 116.50 0.41 -0.74
EFA 3 76.55 76.79 76.48 76.68 76.05 0.24 0.13
EGO 2 6.54 6.55 6.35 6.40 6.20 0.01 -0.14
EL 1 46.91 47.58 46.81 47.36 48.15 0.67 0.45
ETN 2 84.40 84.89 83.48 84.04 82.24 0.49 -0.36
EXPE 2 22.10 22.12 21.58 21.70 21.65 0.02 -0.40
FHN 1 44.93 45.05 44.50 44.66 44.05 0.12 -0.27
FIS 3 46.98 47.18 46.82 47.04 45.80 0.20 0.06
FISV 3 54.88 54.97 54.33 54.69 53.34 0.09 -0.19
HAS 2 29.56 29.70 29.23 29.31 29.47 0.14 -0.25
HNT 3 54.65 55.00 54.46 54.50 53.13 0.35 -0.15
HNZ 1 47.83 47.83 46.97 47.21 47.32 0.00 -0.62
HRP 1 13.28 13.40 13.14 13.31 13.49 0.12 0.03
HTZ 1 21.95 21.95 21.40 21.56 21.65 0.00 -0.39
IACI 1 40.62 40.69 40.23 40.58 39.48 0.07 -0.04
IAR 1 34.50 35.24 34.50 35.17 34.89 0.74 0.67
ICE 1 160.15 164.00 159.20 161.94 158.05 3.85 1.79
IP 2 37.13 37.27 36.95 37.18 36.59 0.14 0.05
IR 2 44.40 45.27 44.28 45.20 44.00 0.87 0.80
JBHT 3 27.85 28.13 27.47 28.07 27.48 0.28 0.22
JCP 1 83.98 84.61 83.25 84.05 85.68 0.63 0.07
KG 3 18.75 18.82 18.53 18.71 18.66 0.07 -0.04
LWSN 1 8.53 8.60 8.30 8.47 8.44 0.07 -0.06
MCD 2 46.05 46.21 45.83 46.01 45.00 0.16 -0.04
MCK 2 57.26 57.57 56.76 57.39 56.93 0.31 0.13
MET 1 65.98 65.98 65.07 65.26 65.79 0.00 -0.72
MFE 1 31.52 31.80 31.22 31.65 30.26 0.28 0.13
MHK 1 92.71 93.03 92.17 92.95 93.12 0.32 0.24
MIR 2 35.95 37.01 35.90 37.01 35.65 1.06 1.06
MLS 1 25.20 25.20 25.11 25.14 25.70 0.00 -0.06
MNST 2 53.88 53.95 52.24 52.36 52.44 0.07 -1.52
MON 1 56.55 56.60 55.62 55.74 56.24 0.05 -0.81
MOS 3 26.38 26.80 26.18 26.47 26.26 0.42 0.09
NBL 3 58.82 59.00 58.04 58.65 57.06 0.18 -0.17
NCC 1 38.38 38.38 38.08 38.19 38.35 0.00 -0.19
NKE 2 108.23 108.23 107.18 108.04 105.38 0.00 -0.19
NMX 1 135.81 139.42 135.81 138.61 134.59 3.61 2.80
NOC 2 74.25 74.65 73.81 74.42 75.22 0.40 0.17
NOK 3 22.78 22.96 22.75 22.84 23.02 0.18 0.06
NOV 1 69.64 70.39 69.08 69.85 68.85 0.75 0.21
NRG 1 62.20 63.81 62.20 63.52 61.63 1.61 1.32
NUAN 2 14.90 15.09 14.87 15.07 14.36 0.19 0.17
NVL 1 43.90 43.99 43.86 43.91 44.00 0.09 0.01
NWL 1 31.80 31.87 31.56 31.74 30.55 0.07 -0.06
ONNN 3 10.49 10.78 10.43 10.76 9.91 0.29 0.27
OSI 1 40.65 40.70 40.06 40.45 40.49 0.05 -0.20
OSK 1 56.01 56.69 55.64 56.69 54.49 0.68 0.68
PAYX 1 41.92 42.43 41.73 42.38 40.89 0.51 0.46
PCAR 3 74.17 74.23 72.92 73.22 72.45 0.06 -0.95
PD 2 126.40 126.99 126.25 126.55 124.77 0.59 0.15
PNC 1 75.95 75.95 75.28 75.50 74.65 0.00 -0.45
POT 1 165.50 168.22 165.16 167.11 161.00 2.72 1.61
PSSI 1 21.66 21.66 21.44 21.56 21.16 0.00 -0.10
PWR 1 23.05 23.66 23.01 23.62 22.44 0.61 0.57
PX 1 64.48 64.93 64.14 64.73 64.20 0.45 0.25
QCOM 2 43.20 43.61 42.57 43.36 40.85 0.41 0.16
RIO 1 37.14 37.17 36.22 36.69 36.68 0.03 -0.45
RL 2 87.75 88.09 86.83 87.54 87.16 0.34 -0.21
RRI 3 16.29 16.38 16.06 16.28 16.18 0.09 -0.01
RSH 1 23.30 23.33 22.55 22.62 23.10 0.03 -0.68
RTH 1 105.75 106.21 105.05 105.43 106.38 0.46 -0.32
RYI 1 34.80 35.08 34.30 34.75 34.31 0.28 -0.05
SGMS 1 34.37 34.60 34.28 34.32 33.29 0.23 -0.05
SHLD 1 189.19 189.92 186.85 187.65 187.27 0.73 -1.54
SIMO 1 21.69 22.00 21.55 21.87 21.50 0.31 0.18
SLE 1 17.22 17.27 17.14 17.25 17.30 0.05 0.03
SNE 2 52.85 53.00 52.04 52.27 52.77 0.15 -0.58
TEVA 2 37.74 37.99 37.07 37.63 37.76 0.25 -0.11
TEX 2 70.69 71.50 70.17 71.02 68.20 0.81 0.33
TIF 3 42.73 43.00 42.56 42.86 41.86 0.27 0.13
TRA 3 17.72 18.30 17.63 18.13 17.78 0.58 0.41
TRN 3 43.30 44.90 42.79 44.70 42.12 1.60 1.40
TTWO 1 19.75 20.35 19.54 19.79 20.32 0.60 0.04
UNP 1 103.50 104.32 102.87 103.88 104.26 0.82 0.38
URBN 1 26.35 26.43 25.75 26.14 25.48 0.08 -0.21
URI 1 28.91 29.02 28.47 29.00 28.88 0.11 0.09
UST 1 60.67 60.71 60.05 60.31 59.44 0.04 -0.36
UTX 2 67.25 67.59 67.01 67.55 68.75 0.34 0.30
UVN 1 36.01 36.03 35.96 35.98 35.97 0.02 -0.03
VSEA 2 48.49 49.64 47.88 49.31 49.18 1.15 0.82
WB 3 58.77 58.77 57.43 57.74 58.06 0.00 -1.03
WCI 1 22.40 22.48 21.65 21.68 23.64 0.08 -0.72
WHR 1 93.15 93.75 92.51 93.35 95.04 0.60 0.20
WLP 1 81.76 81.78 81.03 81.50 81.60 0.02 -0.26
XLP 2 26.82 26.82 26.71 26.82 26.86 0.00 0.00
YHOO 3 31.60 32.18 31.41 32.10 30.79 0.58 0.50
134 5822.68 51.12 3.47

[/Trading/Darvas/D200702] permanent link

2007 Feb 23 - Fri

Darvas Selections for 2007/02/23

Here are the selections for Friday. These lists have the Darvas stop calculated in the second column.

Start: 2007-01-22
High: 2007-02-16
EOD: 2007-02-22

Symbol Stop

AET 44.32
ALGN 17.01
ALKS 17.30
AOC 38.95
ARBA 9.79
AVP 39.72
BGC 53.20
BSG 13.43
CBSS 69.85
CE 28.71
CEN 33.63
CL 68.56
COH 49.45
COST 57.18
CVH 56.43
DCX 71.10
DD 52.95
DISH 42.51
DOW 42.68
DTC 9.21
EDS 29.31
EFA 76.05
EGO 6.20
EL 48.15
FHN 44.05
FIS 45.80
FISV 53.34
HAS 29.47
HNT 53.13
ICE 158.05
IP 36.59
IR 44.00
JBHT 27.48
KG 18.66
LWSN 8.44
MCD 45.00
MCK 56.93
MHK 93.12
MIR 35.65
MNST 52.44
MOS 26.26
NBL 57.06
NCC 38.35
NKE 105.38
NMX 134.59
NOC 75.22
NOK 23.02
NRG 61.63
ONNN 9.91
OSK 54.49
PCAR 72.45
PD 124.77
POT 161.00
QCOM 40.85
RL 87.16
RRI 16.18
SHLD 187.27
SIMO 21.50
SNE 52.77
TEX 68.20
TIF 41.86
TRA 17.78
TRN 42.12
UTX 68.75
UVN 35.97
VSEA 49.18
WB 58.06
WCI 23.64
WHR 95.04
XLP 26.86
YHOO 30.79

Start: 2007-01-22
High: 2007-02-15
EOD: 2007-02-22

Symbol Stop

ABC 54.40
ACS 53.44
AET 44.32
AGIX 10.84
AKS 22.03
ALGN 17.01
AMT 40.46
AQNT 28.19
ARBA 9.79
BAX 50.32
BBBY 42.54
BGC 53.20
BUD 51.56
CE 28.71
CECO 28.13
CEN 33.63
CERN 53.28
COST 57.18
CTV 36.91
DCEL 9.08
DD 52.95
DG 17.54
DLTR 33.89
DOW 42.68
EDS 29.31
EEM 116.50
EFA 76.05
EGO 6.20
ETN 82.24
EXPE 21.65
FIS 45.80
FISV 53.34
HAS 29.47
HNT 53.13
HNZ 47.32
HRP 13.49
IR 44.00
JBHT 27.48
JCP 85.68
KG 18.66
MCD 45.00
MCK 56.93
MLS 25.70
MNST 52.44
MON 56.24
MOS 26.26
NBL 57.06
NOC 75.22
NOK 23.02
NUAN 14.36
ONNN 9.91
PCAR 72.45
PD 124.77
PWR 22.44
QCOM 40.85
RL 87.16
RRI 16.18
RSH 23.10
RTH 106.38
RYI 34.31
SGMS 33.29
TEVA 37.76
TEX 68.20
TIF 41.86
TRA 17.78
TRN 42.12
URI 28.88
UST 59.44
UTX 68.75
VSEA 49.18
WB 58.06
WLP 81.60
XLP 26.86
YHOO 30.79

Start: 2007-01-22
High: 2007-02-14
EOD: 2007-02-22

Symbol Stop

ABB 18.62
ABC 54.40
ADP 50.33
ALGN 17.01
AMP 61.75
AMX 45.76
ARBA 9.79
BBBY 42.54
BGC 53.20
BNI 84.57
BSG 13.43
CBS 31.68
CE 28.71
CEG 74.40
CERN 53.28
CMI 138.58
COH 49.45
CORI 4.92
CRUS 8.46
CSX 39.69
CX 36.37
DD 52.95
DLTR 33.89
DOW 42.68
EDS 29.31
EEM 116.50
EFA 76.05
ETN 82.24
EXPE 21.65
FIS 45.80
FISV 53.34
HNT 53.13
HTZ 21.65
IACI 39.48
IAR 34.89
IP 36.59
JBHT 27.48
KG 18.66
MET 65.79
MFE 30.26
MIR 35.65
MOS 26.26
NBL 57.06
NKE 105.38
NOK 23.02
NOV 68.85
NUAN 14.36
NVL 44.00
NWL 30.55
ONNN 9.91
OSI 40.49
PAYX 40.89
PCAR 72.45
PNC 74.65
PSSI 21.16
PX 64.20
RIO 36.68
RRI 16.18
SLE 17.30
SNE 52.77
TEVA 37.76
TIF 41.86
TRA 17.78
TRN 42.12
TTWO 20.32
UNP 104.26
URBN 25.48
WB 58.06
YHOO 30.79

[/Trading/Darvas/D200702] permanent link

Darvas Results at EOD 2007/02/22 with EOD Signal of 2007/02/21

In comparison, the Dow Jones Industrial Index opened at 12735, had a lower high of 12763, had a lower low of 12650, and closed down for the day at 12686.

Symbol # Open High Low Close Stop O->H O->C

ABB 1 17.87 17.96 17.82 17.92 18.62 0.09 0.05
ABC 2 54.85 55.00 54.69 54.84 54.40 0.15 -0.01
ACS 1 54.35 54.50 53.84 54.43 53.44 0.15 0.08
ADP 2 50.75 51.04 50.35 50.91 50.33 0.29 0.16
AET 1 45.83 46.26 45.44 46.13 44.32 0.43 0.30
AGIX 1 11.59 11.91 11.05 11.82 10.84 0.32 0.23
AKS 1 23.03 23.19 22.48 22.75 22.03 0.16 -0.28
ALGN 3 17.66 17.77 17.30 17.51 17.01 0.11 -0.15
AMP 1 62.74 63.03 62.60 62.92 61.75 0.29 0.18
AMT 1 40.60 41.15 40.17 40.38 40.46 0.55 -0.22
AMX 1 47.81 48.25 46.96 47.19 45.76 0.44 -0.62
APPB 1 26.84 27.00 26.51 26.64 26.15 0.16 -0.20
AQNT 1 27.80 27.98 27.28 27.73 28.19 0.18 -0.07
ARBA 2 10.08 10.14 9.81 10.10 9.79 0.06 0.02
BAX 1 50.39 50.59 50.17 50.31 50.32 0.20 -0.08
BBBY 2 42.78 43.02 42.57 43.02 42.54 0.24 0.24
BGC 3 53.20 53.52 52.21 53.42 50.51 0.32 0.22
BNI 1 84.90 85.90 84.19 84.92 84.57 1.00 0.02
BSG 1 13.69 13.71 13.58 13.68 13.43 0.02 -0.01
BUD 1 50.82 51.11 50.23 50.39 51.56 0.29 -0.43
CBS 1 31.75 31.81 31.35 31.55 31.68 0.06 -0.20
CE 3 29.87 29.97 29.02 29.19 28.71 0.10 -0.68
CECO 2 29.23 29.78 29.23 29.71 28.13 0.55 0.48
CEN 2 33.95 34.04 33.83 33.88 33.63 0.09 -0.07
CERN 3 53.18 53.69 52.93 53.32 50.95 0.51 0.14
CMI 1 146.40 146.57 143.54 144.24 138.58 0.17 -2.16
COH 2 49.85 50.08 49.12 49.73 49.45 0.23 -0.12
CORI 1 5.00 5.04 5.00 5.02 4.65 0.04 0.02
COST 1 58.33 58.33 57.55 58.09 57.18 0.00 -0.24
CRUS 1 8.33 8.61 8.29 8.50 7.80 0.28 0.17
CSX 2 41.20 41.50 40.14 40.45 39.69 0.30 -0.75
CTV 1 37.30 37.37 36.63 37.17 36.91 0.07 -0.13
CX 1 37.75 38.01 37.20 37.43 36.37 0.26 -0.32
D 1 85.15 85.60 84.80 85.35 84.70 0.45 0.20
DCEL 1 9.31 9.51 9.16 9.48 9.08 0.20 0.17
DD 2 53.00 53.18 52.36 52.64 52.95 0.18 -0.36
DG 1 17.95 18.00 17.78 17.87 17.54 0.05 -0.08
DLTR 2 34.61 34.69 34.00 34.23 33.89 0.08 -0.38
DOW 3 43.10 43.42 42.74 43.00 42.68 0.32 -0.10
EDS 3 29.40 29.41 28.87 28.99 29.31 0.01 -0.41
EEM 2 119.18 119.58 118.09 118.50 116.50 0.40 -0.68
EFA 2 76.28 76.46 76.17 76.44 76.05 0.18 0.16
EGO 1 6.40 6.50 6.33 6.38 6.20 0.10 -0.02
ETN 2 81.05 83.47 80.82 83.35 77.21 2.42 2.30
EXPE 2 22.34 22.47 21.89 22.14 21.65 0.13 -0.20
FIS 2 47.15 47.30 46.65 47.00 45.80 0.15 -0.15
FISV 2 54.97 54.97 54.34 54.89 53.34 0.00 -0.08
GM 1 35.59 35.59 34.50 34.63 35.99 0.00 -0.96
HAS 1 29.64 29.80 29.50 29.65 29.47 0.16 0.01
HNT 3 54.30 55.00 54.21 54.54 53.13 0.70 0.24
HNZ 1 47.73 47.89 47.38 47.56 47.32 0.16 -0.17
HRP 1 13.41 13.45 13.25 13.32 13.49 0.04 -0.09
HTZ 1 21.75 22.05 21.69 21.70 21.65 0.30 -0.05
IACI 1 40.23 40.62 40.17 40.55 39.48 0.39 0.32
IAR 2 35.50 35.64 35.04 35.43 34.89 0.14 -0.07
IP 2 37.61 37.70 37.06 37.13 36.59 0.09 -0.48
IR 1 44.30 44.67 44.28 44.58 44.00 0.37 0.28
JBHT 3 27.60 28.14 27.42 27.86 27.48 0.54 0.26
JCP 1 84.60 85.26 82.14 83.39 85.68 0.66 -1.21
KG 2 18.58 18.78 18.56 18.75 18.66 0.20 0.17
LTR 1 44.24 44.34 44.07 44.17 43.51 0.10 -0.07
MCD 1 45.85 46.09 45.81 46.05 45.00 0.24 0.20
MCK 1 57.45 57.73 57.08 57.19 56.93 0.28 -0.26
MET 2 65.50 66.25 65.50 65.92 64.75 0.75 0.42
MFE 1 30.32 31.55 30.31 31.48 30.26 1.23 1.16
MIR 1 35.89 36.10 35.73 35.95 35.65 0.21 0.06
MLS 1 25.24 25.25 25.13 25.20 25.70 0.01 -0.04
MNST 1 54.41 54.52 53.11 53.61 52.44 0.11 -0.80
MON 1 56.50 57.08 56.00 56.48 56.24 0.58 -0.02
MOS 3 26.87 27.23 25.52 26.24 26.26 0.36 -0.63
NBL 2 56.99 58.87 56.99 58.69 57.06 1.88 1.70
NKE 2 106.90 108.30 106.64 108.23 105.38 1.40 1.33
NOC 2 75.10 75.35 74.45 74.72 75.22 0.25 -0.38
NOK 3 22.84 22.86 22.70 22.84 23.02 0.02 0.00
NOV 2 67.60 69.49 67.08 69.13 68.85 1.89 1.53
NUAN 2 14.99 15.16 14.78 14.87 14.36 0.17 -0.12
NVL 1 43.95 44.02 43.86 43.92 44.00 0.07 -0.03
NWL 1 31.89 31.95 31.57 31.75 30.55 0.06 -0.14
ONNN 2 10.35 10.65 10.24 10.44 9.91 0.30 0.09
OSI 2 40.51 40.69 40.47 40.52 40.49 0.18 0.01
PAYX 1 41.57 41.80 41.17 41.79 40.89 0.23 0.22
PCAR 2 73.93 73.96 72.80 73.96 72.45 0.03 0.03
PD 1 126.49 126.60 125.60 126.22 124.77 0.11 -0.27
PNC 2 75.91 76.21 75.27 75.70 74.65 0.30 -0.21
PSSI 1 21.55 21.64 21.43 21.59 21.16 0.09 0.04
PWR 1 23.20 23.43 22.12 23.01 21.57 0.23 -0.19
PX 2 64.35 64.69 63.94 64.43 64.20 0.34 0.08
QCOM 1 42.22 42.80 42.03 42.79 39.91 0.58 0.57
RIO 2 37.49 38.05 36.67 37.10 36.68 0.56 -0.39
RL 1 88.22 88.80 86.97 87.70 87.16 0.58 -0.52
RRI 2 16.34 16.49 16.12 16.24 16.18 0.15 -0.10
RSH 1 23.39 23.59 23.07 23.35 23.10 0.20 -0.04
RTH 1 105.90 106.13 104.85 105.50 106.38 0.23 -0.40
RYI 1 35.43 35.49 34.47 34.80 34.31 0.06 -0.63
SGMS 1 34.47 34.56 34.14 34.54 33.29 0.09 0.07
SLE 1 17.22 17.32 17.14 17.27 17.30 0.10 0.05
SNE 2 52.70 52.78 52.30 52.47 52.77 0.08 -0.23
TEVA 3 38.40 38.48 37.45 37.74 37.76 0.08 -0.66
TEX 1 71.59 71.60 69.46 70.61 68.20 0.01 -0.98
TIF 3 42.89 42.93 42.37 42.81 41.86 0.04 -0.08
TRA 3 18.11 18.77 17.00 17.68 17.78 0.66 -0.43
TRN 3 45.50 46.00 42.26 43.30 42.12 0.50 -2.20
TSG 1 32.44 32.49 32.38 32.42 32.52 0.05 -0.02
TTWO 1 19.80 20.04 19.56 19.83 20.32 0.24 0.03
UNP 1 104.89 105.84 103.52 104.11 104.26 0.95 -0.78
URBN 1 26.90 27.16 26.18 26.29 25.48 0.26 -0.61
URI 1 29.07 29.23 28.71 28.99 28.88 0.16 -0.08
UST 1 60.95 60.99 60.27 60.49 59.44 0.04 -0.46
UTX 1 67.51 68.06 67.06 67.50 68.75 0.55 -0.01
VSEA 1 48.47 49.01 47.79 48.47 49.18 0.54 0.00
WB 3 58.53 58.80 58.45 58.77 58.06 0.27 0.24
WLP 1 82.00 82.05 81.36 81.76 81.60 0.05 -0.24
WYN 1 35.05 35.35 35.04 35.29 35.10 0.30 0.24
XLP 1 26.85 26.93 26.73 26.80 26.86 0.08 -0.05
YHOO 2 31.59 32.08 31.32 31.60 30.79 0.49 0.01
115 5005.87 35.84 -9.80

[/Trading/Darvas/D200702] permanent link

2007 Feb 22 - Thu

Darvas Selections for 2007/02/22

Here are the selections for Thursday. These lists have the Darvas stop calculated in the second column.

Start: 2007-01-21
High: 2007-02-15
EOD: 2007-02-21

Symbol Stop

ABC 54.40
ACS 53.44
AET 44.32
AGIX 10.84
AKS 22.03
ALGN 17.01
AMT 40.46
AQNT 28.19
ARBA 9.79
BAX 50.32
BBBY 42.54
BGC 50.51
BUD 51.56
CE 28.71
CECO 28.13
CEN 33.63
CERN 50.95
COST 57.18
CTV 36.91
DCEL 9.08
DD 52.95
DG 17.54
DLTR 33.89
DOW 42.68
EDS 29.31
EEM 116.50
EFA 76.05
EGO 6.20
ETN 77.21
EXPE 21.65
FIS 45.80
FISV 53.34
HAS 29.47
HNT 53.13
HNZ 47.32
HRP 13.49
IR 44.00
JBHT 27.48
JCP 85.68
KG 18.66
MCD 45.00
MCK 56.93
MLS 25.70
MNST 52.44
MON 56.24
MOS 26.26
NBL 57.06
NOC 75.22
NOK 23.02
NUAN 14.36
ONNN 9.91
PCAR 72.45
PD 124.77
PWR 21.57
QCOM 39.91
RL 87.16
RRI 16.18
RSH 23.10
RTH 106.38
RYI 34.31
SGMS 33.29
TEVA 37.76
TEX 68.20
TIF 41.86
TRA 17.78
TRN 42.12
URI 28.88
UST 59.44
UTX 68.75
VSEA 49.18
WB 58.06
WLP 81.60
XLP 26.86
YHOO 30.79

Start: 2007-01-21
High: 2007-02-14
EOD: 2007-02-21

Symbol Stop

ABB 18.62
ABC 54.40
ADP 50.33
ALGN 17.01
AMP 61.75
AMX 45.76
ARBA 9.79
BBBY 42.54
BGC 50.51
BNI 84.57
BSG 13.43
CBS 31.68
CE 28.71
CERN 50.95
CMI 138.58
COH 49.45
CORI 4.65
CRUS 7.80
CSX 39.69
CX 36.37
DD 52.95
DLTR 33.89
DOW 42.68
EDS 29.31
EEM 116.50
EFA 76.05
ETN 77.21
EXPE 21.65
FIS 45.80
FISV 53.34
HNT 53.13
HTZ 21.65
IACI 39.48
IAR 34.89
IP 36.59
JBHT 27.48
KG 18.66
MET 64.75
MFE 30.26
MIR 35.65
MOS 26.26
NBL 57.06
NKE 105.38
NOK 23.02
NOV 68.85
NUAN 14.36
NVL 44.00
NWL 30.55
ONNN 9.91
OSI 40.49
PAYX 40.89
PCAR 72.45
PNC 74.65
PSSI 21.16
PX 64.20
RIO 36.68
RRI 16.18
SLE 17.30
SNE 52.77
TEVA 37.76
TIF 41.86
TRA 17.78
TRN 42.12
TTWO 20.32
UNP 104.26
URBN 25.48
WB 58.06
YHOO 30.79

Start: 2007-01-21
High: 2007-02-13
EOD: 2007-02-21

Symbol Stop

ADP 50.33
ALGN 17.01
APPB 26.15
BGC 50.51
CE 28.71
CECO 28.13
CEN 33.63
CERN 50.95
COH 49.45
CSX 39.69
D 84.70
DOW 42.68
EDS 29.31
GM 35.99
HNT 53.13
IAR 34.89
IP 36.59
JBHT 27.48
LTR 43.51
MET 64.75
MOS 26.26
NKE 105.38
NOC 75.22
NOK 23.02
NOV 68.85
OSI 40.49
PNC 74.65
PX 64.20
RIO 36.68
SNE 52.77
TEVA 37.76
TIF 41.86
TRA 17.78
TRN 42.12
TSG 32.52
WB 58.06
WYN 35.10

[/Trading/Darvas/D200702] permanent link

Darvas Results at EOD 2007/02/21 with EOD Signal of 2007/02/20

In comparison, the Dow Jones Industrial Index opened at 12782, went down from 12782, had a higher low of 12707, and closed down for the day at 12738.

Symbol # Open High Low Close Stop O->H O->C

ABB 1 17.85 17.88 17.70 17.82 18.62 0.03 -0.03
ABC 1 54.78 54.96 54.66 54.85 54.40 0.18 0.07
ADP 2 50.45 50.84 50.38 50.81 50.33 0.39 0.36
ALGN 2 17.73 17.89 17.51 17.58 17.01 0.16 -0.15
AMP 1 62.75 63.08 62.28 62.74 61.75 0.33 -0.01
AMX 1 47.30 47.89 47.22 47.71 45.76 0.59 0.41
APPB 1 26.91 26.91 26.71 26.84 26.15 0.00 -0.07
ARBA 1 9.93 10.00 9.80 9.99 9.79 0.07 0.06
BBBY 1 42.78 42.83 42.48 42.65 42.54 0.05 -0.13
BGC 2 52.21 53.24 51.73 52.54 50.51 1.03 0.33
BNI 1 82.00 84.91 81.10 84.69 81.56 2.91 2.69
BSG 1 13.46 13.68 13.46 13.67 13.43 0.22 0.21
CBS 1 31.90 32.00 31.66 31.70 31.68 0.10 -0.20
CE 2 29.67 30.10 29.60 29.88 28.71 0.43 0.21
CECO 1 28.99 29.81 28.80 29.31 28.13 0.82 0.32
CEN 1 33.95 34.13 33.84 33.99 33.63 0.18 0.04
CERN 2 52.99 53.09 52.56 52.97 50.95 0.10 -0.02
COH 2 50.83 51.03 49.73 49.95 49.45 0.20 -0.88
CORI 1 5.00 5.76 4.99 5.00 4.38 0.76 0.00
CRUS 1 8.23 8.31 8.20 8.27 7.80 0.08 0.04
CSX 2 39.50 41.03 39.48 40.87 39.69 1.53 1.37
CX 1 36.40 37.72 36.32 37.58 36.37 1.32 1.18
DD 1 52.50 53.05 52.33 53.01 51.93 0.55 0.51
DLTR 1 34.52 34.98 34.33 34.57 33.89 0.46 0.05
DOW 2 43.13 43.21 42.97 43.01 42.68 0.08 -0.12
EDS 2 29.47 29.94 29.22 29.32 29.31 0.47 -0.15
EEM 1 117.58 118.88 117.13 118.63 116.50 1.30 1.05
EFA 1 75.84 76.38 75.70 76.10 76.05 0.54 0.26
ETN 1 79.27 80.88 79.27 80.78 77.21 1.61 1.51
EXPE 1 22.25 22.47 22.11 22.35 21.65 0.22 0.10
FIS 1 47.32 47.38 46.87 46.97 45.80 0.06 -0.35
FISV 1 55.03 55.07 54.48 54.80 53.34 0.04 -0.23
GM 1 35.96 35.96 35.14 35.37 35.99 0.00 -0.59
HNT 2 54.04 54.57 54.00 54.43 53.13 0.53 0.39
HTZ 1 22.00 22.00 21.60 21.74 21.65 0.00 -0.26
IACI 1 39.95 40.41 39.81 40.26 39.48 0.46 0.31
IAR 2 35.00 35.42 34.80 35.38 34.89 0.42 0.38
IP 2 37.44 37.62 36.89 37.54 36.59 0.18 0.10
JBHT 2 27.15 27.71 26.91 27.56 26.54 0.56 0.41
KG 1 18.65 18.77 18.50 18.54 18.66 0.12 -0.11
MET 2 65.61 65.61 65.26 65.51 64.75 0.00 -0.10
MFE 1 29.88 30.25 29.67 30.23 30.26 0.37 0.35
MIR 1 36.30 36.30 35.68 35.90 35.65 0.00 -0.40
MOS 2 25.85 26.91 25.74 26.90 24.12 1.06 1.05
NBL 1 57.07 57.84 56.75 57.75 57.06 0.77 0.68
NKE 2 106.79 107.37 106.51 107.11 105.38 0.58 0.32
NOC 1 75.41 75.72 75.06 75.29 75.22 0.31 -0.12
NOK 2 22.80 22.98 22.74 22.88 23.02 0.18 0.08
NOV 2 66.50 67.85 66.37 67.80 68.85 1.35 1.30
NUAN 1 14.91 15.05 14.82 14.98 14.36 0.14 0.07
NVL 1 44.35 44.35 43.90 43.95 44.00 0.00 -0.40
NWL 1 31.57 31.92 31.44 31.83 30.55 0.35 0.26
ONNN 1 10.21 10.35 10.15 10.25 9.91 0.14 0.04
OSI 2 40.48 40.65 40.37 40.47 40.49 0.17 -0.01
PAYX 1 41.60 41.70 41.07 41.63 40.89 0.10 0.03
PCAR 1 73.64 74.04 73.02 73.97 72.45 0.40 0.33
PNC 2 76.00 76.15 75.73 75.85 74.65 0.15 -0.15
PSSI 1 21.45 21.71 21.45 21.57 21.16 0.26 0.12
PX 2 64.60 64.82 64.30 64.73 64.20 0.22 0.13
RRI 1 16.33 16.55 16.20 16.38 16.18 0.22 0.05
SLE 1 17.35 17.43 17.18 17.25 17.30 0.08 -0.10
SNE 2 52.55 53.26 52.50 52.91 50.39 0.71 0.36
TEVA 2 37.96 38.39 37.77 38.34 37.76 0.43 0.38
TIF 2 42.44 42.71 42.22 42.68 41.86 0.27 0.24
TRA 2 17.78 18.18 17.53 18.11 16.80 0.40 0.33
TRN 2 43.83 44.10 43.50 43.99 42.12 0.27 0.16
TSG 1 32.45 32.49 32.40 32.42 32.52 0.04 -0.03
TTWO 1 20.01 20.10 19.74 19.82 20.32 0.09 -0.19
UNP 1 102.30 104.54 101.81 104.31 104.26 2.24 2.01
URBN 1 26.67 27.00 26.46 26.94 25.48 0.33 0.27
WB 2 58.09 58.80 58.07 58.63 58.06 0.71 0.54
WYN 1 35.15 35.35 34.91 35.00 35.10 0.20 -0.15
YHOO 1 31.74 31.77 31.22 31.65 30.79 0.03 -0.09
73 2831.25 31.65 16.42

[/Trading/Darvas/D200702] permanent link

2007 Feb 21 - Wed

Darvas Selections for 2007/02/21

Here are the selections for Wednesday. These lists have the Darvas stop calculated in the second column.

Start: 2007-01-20
High: 2007-02-14
EOD: 2007-02-20

Symbol Stop

ABB 18.62
ABC 54.40
ADP 50.33
ALGN 17.01
AMP 61.75
AMX 45.76
ARBA 9.79
BBBY 42.54
BGC 50.51
BNI 81.56
BSG 13.43
CBS 31.68
CE 28.71
CERN 50.95
COH 49.45
CORI 4.38
CRUS 7.80
CSX 39.69
CX 36.37
DD 51.93
DLTR 33.89
DOW 42.68
EDS 29.31
EEM 116.50
EFA 76.05
ETN 77.21
EXPE 21.65
FIS 45.80
FISV 53.34
HNT 53.13
HTZ 21.65
IACI 39.48
IAR 34.89
IP 36.59
JBHT 26.54
KG 18.66
MET 64.75
MFE 30.26
MIR 35.65
MOS 24.12
NBL 57.06
NKE 105.38
NOK 23.02
NOV 68.85
NUAN 14.36
NVL 44.00
NWL 30.55
ONNN 9.91
OSI 40.49
PAYX 40.89
PCAR 72.45
PNC 74.65
PSSI 21.16
PX 64.20
RRI 16.18
SLE 17.30
SNE 50.39
TEVA 37.76
TIF 41.86
TRA 16.80
TRN 42.12
TTWO 20.32
UNP 104.26
URBN 25.48
WB 58.06
YHOO 30.79

Start: 2007-01-20
High: 2007-02-13
EOD: 2007-02-20

Symbol Stop

ADP 50.33
ALGN 17.01
APPB 26.15
BGC 50.51
CE 28.71
CECO 28.13
CEN 33.63
CERN 50.95
COH 49.45
CSX 39.69
DOW 42.68
EDS 29.31
GM 35.99
HNT 53.13
IAR 34.89
IP 36.59
JBHT 26.54
MET 64.75
MOS 24.12
NKE 105.38
NOC 75.22
NOK 23.02
NOV 68.85
OSI 40.49
PNC 74.65
PX 64.20
SNE 50.39
TEVA 37.76
TIF 41.86
TRA 16.80
TRN 42.12
TSG 32.52
WB 58.06
WYN 35.10

Start: 2007-01-20
High: 2007-02-13
EOD: 2007-02-20

Symbol Stop

ADP 50.33
ALGN 17.01
APPB 26.15
BGC 50.51
CE 28.71
CECO 28.13
CEN 33.63
CERN 50.95
COH 49.45
CSX 39.69
DOW 42.68
EDS 29.31
GM 35.99
HNT 53.13
IAR 34.89
IP 36.59
JBHT 26.54
MET 64.75
MOS 24.12
NKE 105.38
NOC 75.22
NOK 23.02
NOV 68.85
OSI 40.49
PNC 74.65
PX 64.20
SNE 50.39
TEVA 37.76
TIF 41.86
TRA 16.80
TRN 42.12
TSG 32.52
WB 58.06
WYN 35.10
Stats: 75 symbols 34 buys

[/Trading/Darvas/D200702] permanent link

Darvas Results at EOD 2007/02/16

In comparison, the Dow Jones Industrial Index opened at 12766, had a higher high of 12795, had a lower low of 12704, and closed up for the day at 12786.

Symbol # Open High Low Close Stop O->H O->C

ADP 1 50.80 51.05 50.52 50.69 49.77 0.25 -0.11
AEP 1 46.01 46.01 45.61 45.95 45.41 0.00 -0.06
AGU 2 39.03 39.73 38.89 39.61 38.32 0.70 0.58
AINV 1 24.01 24.20 23.84 24.12 23.79 0.19 0.11
AIV 1 61.60 62.29 60.71 61.99 63.41 0.69 0.39
AL 3 53.96 54.97 53.77 54.73 54.53 1.01 0.77
ALGN 1 17.48 17.95 17.46 17.88 17.01 0.47 0.40
ALVR 1 8.18 8.27 8.10 8.22 7.77 0.09 0.04
AMX 1 48.30 48.45 47.30 47.68 45.76 0.15 -0.62
ANAD 1 13.00 13.71 12.92 13.63 12.49 0.71 0.63
AOC 1 38.70 39.21 38.43 39.08 38.95 0.51 0.38
APPB 1 26.32 26.92 26.31 26.90 26.15 0.60 0.58
ARBA 1 10.14 10.15 9.87 9.98 9.79 0.01 -0.16
ATHR 1 25.58 26.30 25.23 26.27 25.37 0.72 0.69
AUY 1 14.06 14.12 13.91 13.97 13.61 0.06 -0.09
AVP 1 38.72 40.13 38.72 39.99 38.64 1.41 1.27
BG 1 81.30 83.80 80.84 83.52 79.85 2.50 2.22
BGC 2 51.93 52.55 51.67 52.46 50.81 0.62 0.53
BID 1 39.00 39.08 38.23 38.99 38.31 0.08 -0.01
CAR 1 27.30 27.40 26.96 27.40 26.76 0.10 0.10
CBS 1 31.87 32.01 31.60 31.95 31.91 0.14 0.08
CE 1 29.30 29.80 29.10 29.68 28.71 0.50 0.38
CECO 3 28.88 29.29 28.30 28.66 28.13 0.41 -0.22
CEN 1 34.16 34.25 33.71 34.10 32.98 0.09 -0.06
CERN 1 51.91 53.23 51.81 53.15 50.95 1.32 1.24
CGV 1 41.86 41.91 41.35 41.45 41.39 0.05 -0.41
CHINA 1 10.55 10.79 10.43 10.69 10.63 0.24 0.14
COH 2 50.00 51.00 49.69 50.83 47.03 1.00 0.83
CPWR 1 9.44 9.55 9.42 9.50 9.32 0.11 0.06
CRM 1 50.00 50.43 49.40 49.43 47.82 0.43 -0.57
CRUS 1 8.01 8.29 8.00 8.26 8.16 0.28 0.25
CSX 1 40.53 40.76 40.18 40.42 39.69 0.23 -0.11
DD 1 52.12 52.75 52.00 52.63 51.00 0.63 0.51
DOW 1 43.26 43.45 43.05 43.38 42.68 0.19 0.12
EDS 3 29.07 29.50 29.00 29.38 27.62 0.43 0.31
EGO 1 6.20 6.23 6.03 6.07 6.20 0.03 -0.13
EXC 1 63.43 63.92 63.26 63.64 62.72 0.49 0.21
EXPE 1 21.72 22.38 21.33 22.22 21.65 0.66 0.50
FMCN 2 82.50 83.67 82.00 83.35 85.84 1.17 0.85
GCI 1 62.81 63.01 62.55 62.87 62.14 0.20 0.06
GM 2 36.47 36.62 35.67 35.95 35.99 0.15 -0.52
GSK 2 58.23 58.40 57.97 58.00 56.11 0.17 -0.23
GT 1 25.10 25.45 24.75 25.39 25.33 0.35 0.29
HAS 1 29.60 29.62 29.21 29.32 29.47 0.02 -0.28
HD 1 40.74 41.80 40.70 41.34 41.18 1.06 0.60
HES 1 54.06 54.06 53.05 53.62 53.00 0.00 -0.44
HNT 1 53.86 54.45 53.20 54.29 54.01 0.59 0.43
HTZ 1 21.95 22.28 21.57 22.25 21.65 0.33 0.30
IAR 1 35.24 35.45 34.92 35.35 34.89 0.21 0.11
IP 1 37.41 37.75 37.35 37.68 36.93 0.34 0.27
IRF 1 43.39 43.39 42.50 43.00 42.99 0.00 -0.39
ITW 1 52.61 53.50 52.52 53.33 52.21 0.89 0.72
JBHT 2 26.65 27.37 26.47 27.31 26.54 0.72 0.66
KG 1 18.63 18.70 18.39 18.64 18.66 0.07 0.01
LI 2 34.42 34.63 34.36 34.44 32.50 0.21 0.02
MA 1 108.32 108.50 106.54 107.82 113.08 0.18 -0.50
MCHP 1 35.87 36.30 35.53 36.25 36.09 0.43 0.38
MET 2 64.95 65.71 64.52 65.61 64.75 0.76 0.66
MIR 1 35.93 36.31 35.68 36.30 35.65 0.38 0.37
MOS 1 25.73 26.18 25.38 25.97 22.57 0.45 0.24
MRVC 1 4.27 4.31 4.22 4.29 4.19 0.04 0.02
NKE 3 106.30 107.10 105.64 106.81 105.58 0.80 0.51
NOC 2 75.14 75.49 74.91 75.45 73.57 0.35 0.31
NOK 1 23.03 23.10 22.86 22.99 23.02 0.07 -0.04
NOV 1 67.51 67.69 66.66 66.72 68.85 0.18 -0.79
NT 1 31.67 31.79 31.25 31.31 31.08 0.12 -0.36
NUAN 1 14.39 15.03 14.32 15.00 14.44 0.64 0.61
NVL 1 44.10 44.28 44.02 44.13 40.00 0.18 0.03
NVT 1 34.80 34.86 34.37 34.86 35.17 0.06 0.06
ONXX 2 28.30 29.88 27.56 29.03 18.41 1.58 0.73
OSI 1 40.68 40.74 40.39 40.51 39.96 0.06 -0.17
PCLN 1 51.87 53.89 51.67 53.50 51.53 2.02 1.63
PNC 1 75.85 76.41 74.24 76.23 75.15 0.56 0.38
PX 1 64.10 64.89 63.64 64.83 64.20 0.79 0.73
RHT 3 24.00 24.71 23.96 24.37 24.47 0.71 0.37
RSH 1 22.97 23.56 22.88 23.54 23.10 0.59 0.57
RTH 1 105.31 106.72 104.79 106.58 104.95 1.41 1.27
SHLD 1 187.03 189.37 185.25 189.08 180.10 2.34 2.05
SNE 2 52.00 52.61 51.97 52.54 50.39 0.61 0.54
SONS 1 7.56 7.77 7.54 7.69 7.80 0.21 0.13
TEVA 1 37.54 38.18 37.45 38.12 37.76 0.64 0.58
TIF 2 42.90 42.99 42.06 42.94 40.50 0.09 0.04
TRA 3 17.44 17.96 17.37 17.78 16.80 0.52 0.34
TRN 1 42.77 44.09 42.57 43.83 42.12 1.32 1.06
TSG 1 32.43 32.49 32.41 32.45 32.52 0.06 0.02
TSN 2 18.75 19.16 18.75 19.13 18.67 0.41 0.38
USU 1 14.03 14.50 13.90 14.37 14.78 0.47 0.34
VRSN 1 25.97 26.51 25.59 26.25 25.49 0.54 0.28
WB 1 58.10 58.50 58.02 58.36 57.34 0.40 0.26
WYN 2 34.70 35.33 34.50 35.33 34.40 0.63 0.63
XL 1 73.85 73.89 72.86 73.85 72.23 0.04 0.00
XLY 1 39.83 40.21 39.75 40.19 39.72 0.38 0.36
XRX 2 18.09 18.19 18.01 18.06 17.25 0.10 -0.03
93 3676.02 45.70 27.22

[/Trading/Darvas/D200702] permanent link

2007 Feb 20 - Tue

Trading Site of the Day -- John Mauldin: Market Investments

Looking at the economy from the big picture perspective is John Mauldin's Weekly E-Letter. He is an investment advisor who appears to be well connected to well known economic thinkers and shakers.

His newsletter provides good analysis of current macroeconomic causes and affects. Recent articles cover such things as what the the inverted yield curve portends (the difference between the 3 month T-bill rate and the 10 year bond), the current housing slow down (and how it relates to the folding of sub-prime mortgate issuers), commodities, real-estate, ....

His articles provide useful insight into what the markets are doing, and where they might be headed.

[/Trading/SiteOfTheDay/D200702] permanent link

2007 Feb 18 - Sun

Darvas Selections for 2007/02/20

Here are the selections for Tuesday. Monday is President's Day holiday. These lists have the Darvas stop calculated in the second column.

Start: 2007-01-16
High: 2007-02-09
EOD: 2007-02-16

Symbol Stop

AEP 45.41
AGU 38.32
AINV 23.79
AIV 63.41
AL 54.53
AMX 45.76
AOC 38.95
ARBA 9.79
ARDI 7.44
ATHR 25.37
AUY 13.61
AVP 38.64
BG 79.85
BID 38.31
CBS 31.91
CECO 28.13
CGV 41.39
CHINA 10.63
COH 47.03
CPWR 9.32
CRUS 8.16
DD 51.00
EDS 27.62
EGO 6.20
EXC 62.72
EXPE 21.65
FMCN 85.84
GM 35.99
GT 25.33
HAS 29.47
HES 53.00
HTZ 21.65
IRF 42.99
LI 32.50
MA 113.08
MCHP 36.09
MET 64.75
MIR 35.65
MRVC 4.19
NKE 105.58
NUAN 14.44
NVT 35.17
RHT 24.47
RSH 23.10
RTH 104.95
SHLD 180.10
SNE 50.39
SONS 7.80
TIF 40.50
TRA 16.80
TSN 18.67
USU 14.78
VRSN 25.49
WYN 34.40
XL 72.23
XLY 39.72
XRX 17.25

Start: 2007-01-16
High: 2007-02-12
EOD: 2007-02-16

Symbol Stop

AL 54.53
BGC 50.81
CECO 28.13
EDS 27.62
FMCN 85.84
GSK 56.11
HD 41.18
JBHT 26.54
KG 18.66
LI 32.50
NKE 105.58
NOC 73.57
NVL 40.00
ONXX 18.41
RHT 24.47
TRA 16.80

Start: 2007-01-16
High: 2007-02-13
EOD: 2007-02-16

Symbol Stop

ADP 49.77
AGU 38.32
AL 54.53
ALGN 17.01
ALVR 7.77
ANAD 12.49
APPB 26.15
BGC 50.81
CAR 26.76
CE 28.71
CECO 28.13
CEN 32.98
CERN 50.95
COH 47.03
CRM 47.82
CSX 39.69
DOW 42.68
EDS 27.62
GCI 62.14
GM 35.99
GSK 56.11
HNT 54.01
IAR 34.89
IP 36.93
ITW 52.21
JBHT 26.54
MET 64.75
MOS 22.57
NKE 105.58
NOC 73.57
NOK 23.02
NOV 68.85
NT 31.08
ONXX 18.41
OSI 39.96
PCLN 51.53
PNC 75.15
PX 64.20
RHT 24.47
SNE 50.39
TEVA 37.76
TIF 40.50
TRA 16.80
TRN 42.12
TSG 32.52
TSN 18.67
WB 57.34
WYN 34.40
XRX 17.25

[/Trading/Darvas/D200702] permanent link

Darvas Results at EOD 2007/02/16

In comparison, the Dow Jones Industrial Index opened down slightly at 12764, had a lower high of 12769, had a higher low of 12744, and closed up for the day slightly at 12767.

Here is an equity curve for trading one 100 share block of each of the selected instruments from opening bell to three minutes before the ending bell:

The low points on the curve correspond to the initial low points of the Dow. This resulted in about a $1000 draw down. From there, the Dow traded sideways, but the Darvas selections trended upwards to end, after commissions, at about $1600 profit, with the day's hypothetical trades yielding 0.32% return.

In this case, I've used the Darvas selector as something to suggest instruments for day trading: in at the beginning of the day, out at the end. Even though a stop is shown for each instrument, no stops were placed. For this day, I found that stops reduced the return.

For the result chart below, here is a description of cell colors:

If Low is green, then it stayed above the stop level.
If Close is green, the symbol closed up for the day.
If Stop is green, then stop was below close of the day.

The '#' column represents the number of occurances in the previous day's selections.

Symbol # Open High Low Close Stop O->H O->C

AEP 1 45.58 45.92 45.37 45.89 45.41 0.34 0.31
AFFX 1 28.14 28.19 27.49 27.93 27.83 0.05 -0.21
AGU 1 38.73 38.81 38.23 38.77 38.32 0.08 0.04
AINV 1 23.41 23.88 23.41 23.79 23.30 0.47 0.38
AIV 1 60.70 61.72 60.34 61.60 63.41 1.02 0.90
AKAM 1 56.16 56.39 55.55 55.99 55.71 0.23 -0.17
AL 2 55.06 55.30 54.42 54.76 54.53 0.24 -0.30
ALVR 1 8.20 8.33 7.94 8.32 7.77 0.13 0.12
AMX 2 48.25 48.53 47.82 48.23 45.76 0.28 -0.02
ANAD 1 12.19 12.99 12.15 12.91 11.40 0.80 0.72
ANF 1 82.35 82.74 81.63 82.67 82.81 0.39 0.32
AOC 1 38.72 39.20 38.72 39.01 36.91 0.48 0.29
ARBA 1 11.08 11.08 10.00 10.02 9.79 0.00 -1.06
ARDI 1 7.47 7.49 7.45 7.49 7.44 0.02 0.02
ARO 1 38.14 38.14 37.56 37.71 37.06 0.00 -0.43
ATHR 1 26.00 26.00 25.06 25.73 25.37 0.00 -0.27
AVP 1 39.83 39.83 38.94 38.99 38.64 0.00 -0.84
BEN 1 125.70 126.61 124.87 126.02 121.77 0.91 0.32
BG 2 80.50 80.85 80.17 80.56 79.85 0.35 0.06
BGC 2 51.67 52.00 51.37 51.97 50.81 0.33 0.30
BID 1 38.58 38.95 38.44 38.90 38.31 0.37 0.32
BIG 1 26.60 26.60 26.17 26.41 26.34 0.00 -0.19
CBS 2 31.75 31.93 31.61 31.81 31.91 0.18 0.06
CECO 2 27.10 29.00 26.33 28.88 28.13 1.90 1.78
CGV 1 41.45 41.68 41.31 41.67 41.39 0.23 0.22
CHINA 2 10.41 10.65 10.39 10.54 10.63 0.24 0.13
COH 2 49.29 50.00 49.01 49.98 47.03 0.71 0.69
CPWR 1 9.26 9.51 9.26 9.47 8.88 0.25 0.21
CRUS 1 8.17 8.17 8.00 8.06 8.16 0.00 -0.11
CVG 1 26.53 26.81 26.48 26.69 26.50 0.28 0.16
DD 1 51.98 52.48 51.82 52.47 51.00 0.50 0.49
DIS 1 34.68 34.91 34.41 34.89 34.44 0.23 0.21
DLTR 1 34.09 34.19 33.66 34.17 33.89 0.10 0.08
EDS 3 28.91 29.26 28.83 29.17 27.62 0.35 0.26
EGO 1 6.20 6.50 6.20 6.50 6.20 0.30 0.30
EMC 1 14.69 14.69 14.46 14.60 14.38 0.00 -0.09
EXC 2 62.62 63.32 62.18 63.19 62.72 0.70 0.57
EXPE 2 22.14 22.17 21.76 21.83 21.65 0.03 -0.31
FMCN 3 81.80 82.85 80.98 82.00 85.84 1.05 0.20
GGP 1 64.76 65.91 64.26 65.65 65.07 1.15 0.89
GM 1 36.63 36.83 35.63 36.34 35.99 0.20 -0.29
GSK 1 58.09 58.15 57.50 57.78 56.11 0.06 -0.31
GT 2 25.12 25.36 24.51 25.18 25.33 0.24 0.06
HAS 2 29.30 29.63 29.11 29.60 28.94 0.33 0.30
HCP 1 39.50 39.53 39.10 39.42 39.60 0.03 -0.08
HD 1 41.50 41.66 41.20 41.44 40.98 0.16 -0.06
HTZ 2 21.42 22.05 21.37 21.90 19.95 0.63 0.48
IACI 1 39.94 39.99 39.46 39.83 39.48 0.05 -0.11
IBN 1 44.12 44.35 44.05 44.35 45.89 0.23 0.23
IFX 1 16.05 16.29 16.00 16.26 15.68 0.24 0.21
IP 1 37.53 37.81 37.10 37.78 36.93 0.28 0.25
IRF 1 42.75 43.10 42.45 42.99 42.99 0.35 0.24
ITW 1 52.87 53.14 52.36 52.55 52.21 0.27 -0.32
JBHT 1 26.96 26.96 26.57 26.72 26.54 0.00 -0.24
KG 1 18.70 18.93 18.51 18.69 18.66 0.23 -0.01
LI 2 34.48 34.50 34.35 34.41 32.50 0.02 -0.07
MA 2 108.01 109.12 106.05 108.32 113.08 1.11 0.31
MCHP 1 36.21 36.21 35.81 36.02 36.09 0.00 -0.19
MCO 1 71.50 72.75 71.43 72.68 74.82 1.25 1.18
MET 2 64.65 65.12 64.60 64.85 64.75 0.47 0.20
MIR 1 35.64 35.98 35.54 35.93 35.65 0.34 0.29
MNST 1 54.08 54.76 54.00 54.67 51.39 0.68 0.59
MRVC 2 4.18 4.40 4.13 4.24 4.19 0.22 0.06
NKE 3 106.50 107.51 105.68 106.30 100.25 1.01 -0.20
NOC 2 74.99 75.05 74.76 75.01 73.57 0.06 0.02
NT 1 31.05 31.63 30.71 31.63 29.32 0.58 0.58
NUAN 2 14.30 14.47 14.12 14.46 12.72 0.17 0.16
NVL 1 44.29 44.34 44.06 44.29 40.00 0.05 0.00
NVT 1 34.44 34.95 34.16 34.84 35.17 0.51 0.40
ONXX 1 26.16 27.85 25.65 27.75 17.21 1.69 1.59
PRU 1 91.40 92.70 91.28 92.51 91.26 1.30 1.11
RHT 3 23.67 24.00 23.55 24.00 24.47 0.33 0.33
RMBS 1 22.84 23.08 22.29 22.64 21.49 0.24 -0.20
RSH 2 23.08 23.24 22.86 22.97 23.10 0.16 -0.11
RTH 2 105.17 105.31 104.66 105.14 104.95 0.14 -0.03
SHLD 1 186.00 187.50 185.23 187.26 180.10 1.50 1.26
SINA 1 35.61 35.82 35.03 35.11 34.35 0.21 -0.50
SNE 1 52.06 52.73 52.06 52.56 50.39 0.67 0.50
SONS 2 7.51 7.60 7.41 7.57 7.80 0.09 0.06
TGT 1 62.40 62.95 62.15 62.91 61.13 0.55 0.51
TIF 2 42.50 42.72 42.11 42.61 40.50 0.22 0.11
TRA 2 17.25 17.47 16.99 17.20 16.80 0.22 -0.05
TROW 1 49.53 49.88 49.20 49.60 48.94 0.35 0.07
TSN 1 18.90 19.00 18.79 18.94 18.67 0.10 0.04
UBS 1 62.48 63.06 62.41 63.03 63.33 0.58 0.55
UIS 1 9.21 9.30 9.18 9.28 9.22 0.09 0.07
URI 1 29.58 29.63 28.97 29.30 28.88 0.05 -0.28
USU 1 14.21 14.21 13.84 14.08 14.78 0.00 -0.13
VNO 1 133.30 134.00 131.90 133.99 132.85 0.70 0.69
VRSN 1 26.15 26.52 26.08 26.12 24.71 0.37 -0.03
WLP 1 81.95 82.94 81.75 82.25 79.00 0.99 0.30
WYN 2 34.48 34.80 34.44 34.67 32.65 0.32 0.19
XEL 1 24.15 24.35 24.04 24.26 24.14 0.20 0.11
XL 2 72.67 73.85 72.66 73.85 72.23 1.18 1.18
XLY 1 39.74 39.90 39.67 39.90 39.72 0.16 0.16
XRX 1 17.97 18.17 17.91 18.09 17.25 0.20 0.12
YHOO 1 31.00 32.00 31.00 31.91 29.88 1.00 0.91
ZMH 1 84.51 85.01 83.90 84.92 85.00 0.50 0.41
98 3977.28 38.57 18.97

[/Trading/Darvas/D200702] permanent link

2007/02/18 Market Notes

Upcoming on Wednesday are a couple of economic releases: the index of U.S. leading economic indicators, and the U.S. Consumer Price Index, the later of which will be released at 8:30 a.m. by the Bureau of Labour Statistics.

In looking at the daily candles for the Down JOnes Industrial Average over the last few months, it looks like trading for the upcoming week could be flat or in a downwards direction as traders do some profit taking.

The Darvas trades obviously work well on positive DOW days, and seem to keep somewhat above water on flat days. On down days, it looks like an effort will be needed to stay afloat. On down days, the goal would be to find a low point of the day, and then enter the trades there. I'm currently looking at the Arms Index to see if that will help at all.

So if my eyeballed pattern analysis is any good, Tuesday looks like it could be another relatively flat day or the start of downward temporary correction.

[/Trading/MarketNotes] permanent link

2007 Feb 17 - Sat

Active Directory Authentication with Perl and LDAP

On the monitoring server, I'd like to authenticate users in the following situations:

various types of tacacs access
access to portions of the web pages
authentication to Linux command prompt
authentication to call detail record tools

I think someone has started a similar authentication capability for NetDisco. In any case, I wanted to see what I could come up with.

I have a basic proof of concept script. All the options are embedded variables. I'll have to factor all that out. In the meantime, it does prove that one can provide a basic Microsoft Active Directory group name, use it to look up the distinguished name for the group name, and then perform a test to see if a user is a member of that group. At the moment, there are no recursive tests to see if the user is a member based upon a group being a member of another group.

The documentation at CPAN perl-ldap-0.34 was helpful for syntax. Microsoft's ADSIEdit MMC was helpful in seeing which Active Directory/LDAP classes/objects contained the meaningful attributes.

[/OpenSource] permanent link

Trading Site of the Day -- StratFor: Global Intelligence Briefings

John Mauldin's regular Out Of The Box newsletter has recurring essays from George Friedman, the mind behind the informative site called StratFor, a site dedicated to 'Predictive, Insightful, Global Intelligence'.

You can get an idea of the types of things they write about forom article introductions on their main page. This is a 'pay for news' type of site, but I think it well worth it for the individual who wishes to get more information of what is happening 'behind the scenes' regarding the global economy and statistics.

Subscribers recieve multiple daily email releases as well as access to the report archives. Typically there is a morning summary of international happenings, an afternoon summary, as well as major write-up on a significant current event. Iraq figures prominently and often, but China, Russia, Europe, and other world locales do get their fair share of coverage.

This isn't necessarily a trading site per-se, but as the markets are global in nature and are affected by international news events, information releases from this site can help shape daily trading moods.

[/Trading/SiteOfTheDay/D200702] permanent link

2007 Feb 16 - Fri

Darvas Selections for 2007/02/16

Here are the selections for Friday. These lists have the Darvas stop calculated in the second column.

Start: 2007-01-15
High: 2007-02-08
EOD: 2007-02-15

Symbol Stop

AFFX 27.83
AKAM 55.71
ALVR 7.77
AMX 45.76
ANAD 11.40
ANF 82.81
APCC 30.85
ARO 37.06
BEN 121.77
BG 79.85
BGC 50.81
BIG 26.34
CBS 31.91
CHINA 10.63
COH 47.03
CVG 26.50
DIS 34.44
DLTR 33.89
EDS 27.62
EMC 14.38
EXC 62.72
EXPE 21.65
FMCN 85.84
GGP 65.07
GT 25.33
HAS 28.94
HCP 39.60
HTZ 19.95
IACI 39.48
IBN 45.89
IFX 15.68
IP 36.93
ITW 52.21
MA 113.08
MCO 74.82
MET 64.75
MNST 51.39
MRVC 4.19
NKE 100.25
NOC 73.57
NT 29.32
NUAN 12.72
PRU 91.26
RHT 24.47
RMBS 21.49
RSH 23.10
RTH 104.95
SINA 34.35
SONS 7.80
TGT 61.13
TIF 40.50
TROW 48.94
UBS 63.33
UIS 9.22
URI 28.88
VNO 132.85
WLP 79.00
WYN 32.65
XEL 24.14
XL 72.23
YHOO 29.88
ZMH 85.00

Start: 2007-01-15
High: 2007-02-09
EOD: 2007-02-15

Symbol Stop

AEP 45.41
AGU 38.32
AINV 23.30
AIV 63.41
AL 54.53
AMX 45.76
AOC 36.91
ARBA 9.79
ARDI 7.44
ATHR 25.37
AVP 38.64
BG 79.85
BID 38.31
CBS 31.91
CECO 28.13
CGV 41.39
CHINA 10.63
COH 47.03
CPWR 8.88
CRUS 8.16
DD 51.00
EDS 27.62
EGO 6.20
EXC 62.72
EXPE 21.65
FMCN 85.84
GM 35.99
GT 25.33
HAS 28.94
HTZ 19.95
IRF 42.99
LI 32.50
MA 113.08
MCHP 36.09
MET 64.75
MIR 35.65
MRVC 4.19
NKE 100.25
NUAN 12.72
NVT 35.17
RHT 24.47
RSH 23.10
RTH 104.95
SHLD 180.10
SNE 50.39
SONS 7.80
TIF 40.50
TRA 16.80
TSN 18.67
USU 14.78
VRSN 24.71
WYN 32.65
XL 72.23
XLY 39.72
XRX 17.25

Start: 2007-01-15
High: 2007-02-12
EOD: 2007-02-15

Symbol Stop

AL 54.53
BGC 50.81
CECO 28.13
EDS 27.62
FMCN 85.84
GSK 56.11
HD 40.98
JBHT 26.54
KG 18.66
LI 32.50
NKE 100.25
NOC 73.57
NVL 40.00
ONXX 17.21
RHT 24.47
TRA 16.80

[/Trading/Darvas/D200702] permanent link

Rancid / CVSWeb

RANCID provides two types of functions. One of its foundations is that it provides a structure for logging into network devices for the purpose of obtaining configuration files. The second is that it stores versions of the configuration files in CVS.

CVSWeb is a web based tool for reviewing and comparing the files under CVS version control.

Rancid Installation

Obtain the latest version of Rancid, place it in /usr/src, and expand it:

wget ftp://ftp.shrubbery.net/pub/rancid/rancid-2.3.2a4.tar.gz
tar -zxvf  rancid-2.3.2a4.tar.gz
cd rancid-2.3.2a4

Build it:

./configure \
	--prefix=/usr/local/rancid \
 	--localstatedir=/var/local/rancid \
	--sysconfdir=/etc/rancid \
	--bindir=/usr/local/bin \
	--sbindir=/usr/local/sbin
make install

In /etc/rancid/rancid.conf, create group based upon the company name:

LIST_OF_GROUPS="example"

in /etc/aliases, add two aliases to the file based upon the group name created in the previous step:

rancid-example: root
rancid-admin-example: root

Run the command 'newaliases' to update the aliases.

Run the command 'rancid-cvs' to create the cvs archives. This creates a repository based upon the group name... /var/local/rancid/CVS/example/configs.

Update the device list file /var/local/rancid/example/router.db. Each line has three items, with the three items being separated with colons ':'. Use the device names as defined in the dns files.

device01:cisco:up

To login to devices via the command line, which is also needed by the crontab jobs following, you need a .cloginrc file in your home directory. Use the sample provided in the source and update it based upon the examples shown in the file.

cp cloginrc /root/.cloginrc
chmod 600 /root/.cloginrc

Turn on the hourly configuration update service by using the 'crontab -e' command and updating the configuration with:

# run config differ hourly
1 * * * * /usr/local/bin/rancid-run
# clean out config differ logs
50 23 * * * /usr/bin/find /var/local/rancid/logs -type f -mtime +2 -exec rm {} \;

clogin device01

CVSWeb Installation

Install the package:

apt-get install cvsweb

Add the following line to '/etc/apache2/sites-available/default':

Alias /cvsweb "/usr/share/cvsweb/"

and restart apache:

/etc/init.d/apache2 restart

In /etc/cvsweb.conf, just after @CVSrepositories and before the 'local' line, insert the following:

'rancid'  => ['Rancid',           '/var/local/rancid/CVS'],

Later in the same file, update with the following line:

$cvstreedefault = 'rancid';

View the repository via:

http://localhost/cgi-bin/cvsweb

[/OpenSource/Debian/Monitoring] permanent link

Darvas Results at EOD 2007/02/15

In comparison, the Dow Jones Industrial Index opened at 12741, had a higher high of 12779, had a higher low of 12728, and closed up at 12765.

If Low is green, then it stayed above the stop level. If Close is green, the symbol closed up for the day.

Start: 2007-01-14
High: 2007-02-08
EOD: 2007-02-14

Symbol Open High Low Close Stop O->H O->C

AFFX 27.38 28.31 27.25 28.14 27.83 0.93 0.76
AKAM 56.40 56.76 55.99 56.39 55.71 0.36 -0.01
ALVR 8.26 8.34 8.05 8.22 7.77 0.08 -0.04
AMX 48.29 48.59 47.88 48.46 45.76 0.30 0.17
ANAD 12.17 12.27 11.99 12.14 11.40 0.10 -0.03
ANF 82.28 82.79 81.93 82.41 82.81 0.51 0.13
ARO 38.41 38.60 38.08 38.14 37.06 0.19 -0.27
BEN 125.38 126.26 124.99 126.10 121.77 0.88 0.72
BG 79.90 81.10 79.84 80.45 79.85 1.20 0.55
BGC 50.70 51.78 50.56 51.64 48.38 1.08 0.94
BIG 26.46 26.72 26.05 26.67 26.34 0.26 0.21
CBS 32.05 32.15 31.74 31.88 31.91 0.10 -0.17
CHINA 10.80 10.85 10.37 10.42 10.63 0.05 -0.38
COH 49.25 49.46 49.01 49.29 47.03 0.21 0.04
CVG 26.47 26.71 26.44 26.62 26.50 0.24 0.15
DIS 34.70 34.73 34.17 34.67 34.44 0.03 -0.03
DLTR 33.94 34.39 33.64 34.13 33.89 0.45 0.19
EDS 28.67 29.20 28.64 29.07 27.62 0.53 0.40
EMC 14.67 14.79 14.62 14.70 14.38 0.12 0.03
EXC 63.32 63.61 62.65 62.82 62.72 0.29 -0.50
EXPE 22.51 23.10 22.00 22.30 21.65 0.59 -0.21
FMCN 78.45 80.49 76.00 80.32 85.84 2.04 1.87
GGP 64.60 65.73 64.25 65.22 65.07 1.13 0.62
GT 25.00 25.63 25.00 25.41 25.33 0.63 0.41
HAS 28.98 29.59 28.91 29.44 28.94 0.61 0.46
HCP 39.73 39.87 39.24 39.50 39.60 0.14 -0.23
HTZ 21.07 21.80 20.75 21.62 19.95 0.73 0.55
IACI 39.80 39.96 39.47 39.85 39.48 0.16 0.05
IBN 44.24 44.45 43.66 44.12 45.89 0.21 -0.12
IFX 16.00 16.15 15.95 16.05 15.68 0.15 0.05
IP 37.17 37.49 36.97 37.35 36.93 0.32 0.18
ITW 52.57 53.20 52.57 53.08 52.21 0.63 0.51
MA 108.00 108.80 107.09 108.04 113.08 0.80 0.04
MCO 71.85 72.25 71.44 71.80 74.82 0.40 -0.05
MET 65.16 65.32 64.35 64.92 64.75 0.16 -0.24
MNST 53.29 54.46 53.04 54.25 51.39 1.17 0.96
MRVC 4.34 4.45 4.21 4.27 4.19 0.11 -0.07
NKE 105.24 105.70 104.80 105.51 100.25 0.46 0.27
NOC 74.54 75.00 74.35 74.96 73.57 0.46 0.42
NT 30.60 31.18 30.37 31.05 29.32 0.58 0.45
NUAN 14.47 14.59 14.32 14.40 12.72 0.12 -0.07
PRU 92.00 92.15 91.55 91.84 91.26 0.15 -0.16
RHT 24.24 24.54 23.77 23.81 24.47 0.30 -0.43
RMBS 22.20 22.54 21.91 22.45 21.49 0.34 0.25
SINA 35.99 36.00 35.50 35.74 34.35 0.01 -0.25
SONS 7.46 7.59 7.44 7.51 7.80 0.13 0.05
TGT 62.22 62.99 62.08 62.67 61.13 0.77 0.45
TIF 42.01 42.46 41.80 42.43 40.50 0.45 0.42
TROW 49.53 49.81 49.18 49.73 48.94 0.28 0.20
UBS 62.28 62.57 62.14 62.39 63.33 0.29 0.11
UIS 9.25 9.31 9.21 9.23 9.22 0.06 -0.02
URI 28.79 29.68 28.79 29.56 28.25 0.89 0.77
VNO 134.16 134.61 132.14 133.30 132.85 0.45 -0.86
WLP 80.98 82.96 80.98 82.41 79.00 1.98 1.43
WYN 34.78 34.79 34.44 34.69 32.65 0.01 -0.09
XEL 24.32 24.37 24.13 24.26 24.14 0.05 -0.06
XL 72.90 73.40 72.51 72.93 71.56 0.50 0.03
YHOO 30.82 31.65 30.69 31.25 29.88 0.83 0.43
ZMH 84.43 84.92 83.66 84.84 85.00 0.49 0.41
2745.47 27.49 11.39

Start: 2007-01-14
High: 2007-02-09
EOD: 2007-02-14

Symbol Open High Low Close Stop O->H O->C

AEP 45.98 45.98 45.48 45.71 45.41 0.00 -0.27
AGU 37.84 39.21 37.65 38.72 37.05 1.37 0.88
AINV 23.55 23.64 23.26 23.41 23.30 0.09 -0.14
AIV 61.09 61.62 60.43 60.74 63.41 0.53 -0.35
AL 54.26 55.45 54.26 55.15 52.32 1.19 0.89
AMX 48.29 48.59 47.88 48.46 45.76 0.30 0.17
ARBA 10.48 10.99 10.41 10.76 9.79 0.51 0.28
ARDI 7.43 7.49 7.43 7.45 7.42 0.06 0.03
ATHR 25.92 26.43 25.85 26.09 24.80 0.51 0.17
AVP 38.54 39.29 38.00 39.06 38.64 0.75 0.52
BG 79.90 81.10 79.84 80.45 79.85 1.20 0.55
CBS 32.05 32.15 31.74 31.88 31.91 0.10 -0.17
CECO 29.45 29.85 29.45 29.64 28.13 0.40 0.19
CGV 42.01 42.04 41.50 41.59 41.39 0.03 -0.42
CHINA 10.80 10.85 10.37 10.42 10.63 0.05 -0.38
COH 49.25 49.46 49.01 49.29 47.03 0.21 0.04
CPWR 9.10 9.33 9.07 9.32 8.88 0.23 0.22
CRUS 8.20 8.30 8.14 8.17 8.16 0.10 -0.03
DD 52.02 52.17 51.61 51.77 51.00 0.15 -0.25
EDS 28.67 29.20 28.64 29.07 27.62 0.53 0.40
EGO 6.20 6.33 6.09 6.33 5.80 0.13 0.13
EXC 63.32 63.61 62.65 62.82 62.72 0.29 -0.50
EXPE 22.51 23.10 22.00 22.30 21.65 0.59 -0.21
FMCN 78.45 80.49 76.00 80.32 85.84 2.04 1.87
GM 36.45 36.70 36.42 36.44 35.99 0.25 -0.01
GT 25.00 25.63 25.00 25.41 25.33 0.63 0.41
HAS 28.98 29.59 28.91 29.44 28.94 0.61 0.46
HTZ 21.07 21.80 20.75 21.62 19.95 0.73 0.55
IRF 43.23 43.49 42.73 43.07 42.99 0.26 -0.16
LI 34.54 34.59 34.48 34.48 32.50 0.05 -0.06
MA 108.00 108.80 107.09 108.04 113.08 0.80 0.04
MCHP 36.14 36.32 35.89 36.10 36.09 0.18 -0.04
MET 65.16 65.32 64.35 64.92 64.75 0.16 -0.24
MIR 35.55 35.80 35.40 35.60 35.65 0.25 0.05
MRVC 4.34 4.45 4.21 4.27 4.19 0.11 -0.07
NKE 105.24 105.70 104.80 105.51 100.25 0.46 0.27
NUAN 14.47 14.59 14.32 14.40 12.72 0.12 -0.07
NVT 34.49 34.82 34.33 34.44 35.17 0.33 -0.05
RHT 24.24 24.54 23.77 23.81 24.47 0.30 -0.43
SHLD 183.40 186.29 183.38 186.11 180.10 2.89 2.71
SNE 51.50 51.88 50.66 51.79 50.39 0.38 0.29
SONS 7.46 7.59 7.44 7.51 7.80 0.13 0.05
TIF 42.01 42.46 41.80 42.43 40.50 0.45 0.42
TRA 16.52 17.34 16.52 17.25 15.82 0.82 0.73
TSN 18.61 18.99 18.61 18.90 18.67 0.38 0.29
USU 13.87 14.23 13.73 14.20 14.78 0.36 0.33
VRSN 26.25 26.25 25.94 26.19 24.71 0.00 -0.06
WYN 34.78 34.79 34.44 34.69 32.65 0.01 -0.09
XL 72.90 73.40 72.51 72.93 71.56 0.50 0.03
XLY 39.81 39.95 39.67 39.95 39.72 0.14 0.14
XRX 17.89 18.16 17.85 18.05 17.25 0.27 0.16
1934.98 22.93 9.27

[/Trading/Darvas/D200702] permanent link

2007 Feb 15 - Thu

Trading Site of the Day -- Commodity Trader: understanding of the Global Commodity Markets
Commodity Trader is a site specializing in looking at commodities and providing suggestions on what is active, where it is going, and possible things to do with it. News items, as they relate to commodities are also covered. Foreign Exchange coverage is included.

[/Trading/SiteOfTheDay/D200702] permanent link

Trading Site of the Day -- One Option: Option Trading Blog

Pete Stolcers has a blog called OneOption in which he discussed the theory behind option trades as well as showing real trades.

In his February 13 article, he talks about spreads. He discusses when to get in, how to get in, what happens when you are close to an expiry date, and examines some considerations on how to get out. He also discusses how he finds a suitable candidate for a trade.

As part of the analysis, he also examines the overall market situation. By thinking about the general, followed by some fundamental analsysis, he then generates a 'feeling' as to where things might go.

So, by what I just mentioned in the last paragraph, he isn't just a technical analsyst. He does examine each symbol's fundamentals and latest news to help justify his feelings as to where a trading instrument might be heading.

Initial posts to his blog were few and far between. Perhaps he may maintain more frequent posts in the here and now. Anyway, there is useful information there for a practitioner to learn from.

[/Trading/SiteOfTheDay/D200702] permanent link

Darvas Selections for 2007/02/15

Here are the selections for Thursday. These lists have the Darvas stop calculated in the second column.

Start: 2007-01-14
High: 2007-02-08
EOD: 2007-02-14

Symbol Stop

AFFX 27.83
AKAM 55.71
ALVR 7.77
AMX 45.76
ANAD 11.40
ANF 82.81
APCC 30.85
ARO 37.06
BEN 121.77
BG 79.85
BGC 48.38
BIG 26.34
CBS 31.91
CHINA 10.63
COH 47.03
CVG 26.50
DIS 34.44
DLTR 33.89
EDS 27.62
EMC 14.38
EXC 62.72
EXPE 21.65
FMCN 85.84
GGP 65.07
GT 25.33
HAS 28.94
HCP 39.60
HTZ 19.95
IACI 39.48
IBN 45.89
IFX 15.68
IP 36.93
ITW 52.21
MA 113.08
MCO 74.82
MET 64.75
MNST 51.39
MRVC 4.19
NKE 100.25
NOC 73.57
NT 29.32
NUAN 12.72
PRU 91.26
RHT 24.47
RMBS 21.49
SINA 34.35
SONS 7.80
TGT 61.13
TIF 40.50
TROW 48.94
UBS 63.33
UIS 9.22
URI 28.25
VNO 132.85
WLP 79.00
WYN 32.65
XEL 24.14
XL 71.56
YHOO 29.88
ZMH 85.00

Start: 2007-01-14
High: 2007-02-09
EOD: 2007-02-14

Symbol Stop

AEP 45.41
AGU 37.05
AINV 23.30
AIV 63.41
AL 52.32
AMX 45.76
ARBA 9.79
ARDI 7.42
ATHR 24.80
AVP 38.64
BG 79.85
CBS 31.91
CECO 28.13
CGV 41.39
CHINA 10.63
COH 47.03
CPWR 8.88
CRUS 8.16
DD 51.00
EDS 27.62
EGO 5.80
EXC 62.72
EXPE 21.65
FMCN 85.84
GM 35.99
GT 25.33
HAS 28.94
HTZ 19.95
IRF 42.99
LI 32.50
MA 113.08
MCHP 36.09
MET 64.75
MIR 35.65
MRVC 4.19
NKE 100.25
NUAN 12.72
NVT 35.17
RHT 24.47
SHLD 180.10
SNE 50.39
SONS 7.80
TIF 40.50
TRA 15.82
TSN 18.67
USU 14.78
VRSN 24.71
WYN 32.65
XL 71.56
XLY 39.72
XRX 17.25

[/Trading/Darvas/D200702] permanent link

Darvas Results at EOD 2007/02/14

In comparison, the Dow Jones Industrial Index opened down slightly at 12651, had a higher high of 12759, had a higher low (an all positive day) of 12651, and closed up further at 12741.

If Low is green, then it stayed above the stop level. If Close is green, the symbol closed up for the day.

Start: 2007-01-13
High: 2007-02-07
EOD: 2007-02-13

Symbol Open High Low Close Stop O->H O->C

ABB 18.66 19.25 18.65 19.13 18.62 0.59 0.47
ACN 38.72 39.25 38.69 39.20 37.86 0.53 0.48
AET 42.60 43.80 42.60 43.64 42.99 1.20 1.04
AFL 47.95 48.02 47.64 47.90 48.71 0.07 -0.05
AMKR 11.41 11.98 11.32 11.76 11.40 0.57 0.35
AMP 61.18 63.07 61.16 62.56 59.35 1.89 1.38
AMT 39.54 40.03 39.50 39.60 39.30 0.49 0.06
AN 23.06 23.08 22.76 23.03 22.56 0.02 -0.03
ANAD 12.12 12.13 11.91 12.10 11.40 0.01 -0.02
ARO 38.21 38.51 37.81 38.40 37.06 0.30 0.19
ATHR 25.69 26.20 25.60 25.79 24.80 0.51 0.10
BEN 123.16 126.00 122.95 125.59 121.77 2.84 2.43
BIG 26.49 26.58 26.29 26.41 26.34 0.09 -0.08
BMC 32.15 32.67 32.02 32.44 35.41 0.52 0.29
CAR 27.00 27.16 26.90 27.05 26.76 0.16 0.05
CECO 29.38 29.49 29.29 29.46 28.13 0.11 0.08
CHINA 10.59 10.88 10.58 10.85 10.63 0.29 0.26
CHKP 24.77 25.03 24.63 24.92 24.43 0.26 0.15
CIT 59.22 60.44 59.03 59.82 58.63 1.22 0.60
COH 48.25 49.58 47.81 49.38 47.03 1.33 1.13
COL 68.45 69.22 68.40 69.22 66.18 0.77 0.77
COST 56.51 57.15 56.34 57.05 54.66 0.64 0.54
CRM 48.90 50.13 48.78 49.88 47.82 1.23 0.98
CROX 53.77 54.53 53.20 53.51 57.32 0.76 -0.26
CX 35.88 37.14 35.72 36.95 36.37 1.26 1.07
DD 51.40 51.89 51.33 51.79 51.00 0.49 0.39
DISH 42.14 42.50 41.93 42.04 41.53 0.36 -0.10
DTV 23.98 24.29 23.86 23.92 24.76 0.31 -0.06
EEM 115.30 117.88 113.85 117.65 116.50 2.58 2.35
EFA 75.66 76.40 75.63 76.32 74.51 0.74 0.66
EXPE 21.68 22.49 21.64 22.27 21.65 0.81 0.59
FHN 43.90 44.35 43.79 43.99 44.05 0.45 0.09
FISV 53.75 54.50 53.65 54.30 51.44 0.75 0.55
GGP 63.59 65.20 63.10 64.72 65.07 1.61 1.13
GIGM 12.20 12.55 12.16 12.39 11.95 0.35 0.19
GILD 70.94 71.74 70.51 71.72 71.92 0.80 0.78
GNW 36.43 36.77 36.31 36.63 36.61 0.34 0.20
GR 49.95 50.78 49.77 50.44 48.39 0.83 0.49
HAS 28.50 29.00 28.45 28.98 28.94 0.50 0.48
HCP 40.25 40.33 39.68 39.83 39.60 0.08 -0.42
HLT 36.61 37.17 36.54 36.82 37.31 0.56 0.21
HON 46.51 47.65 46.20 47.54 45.90 1.14 1.03
HTZ 20.40 21.32 20.28 21.22 19.95 0.92 0.82
IACI 39.90 40.15 39.63 39.85 39.48 0.25 -0.05
IBN 42.24 43.67 42.00 43.61 45.89 1.43 1.37
IFX 15.98 16.24 15.95 16.18 15.68 0.26 0.20
ITW 52.05 52.93 52.02 52.77 50.29 0.88 0.72
JCP 83.44 84.92 83.12 84.59 84.09 1.48 1.15
KEY 39.00 39.49 38.93 39.37 38.97 0.49 0.37
KLIC 9.63 10.00 9.63 9.95 9.09 0.37 0.32
LEH 83.30 84.36 82.77 83.65 84.13 1.06 0.35
LLL 86.17 87.73 86.05 87.62 83.25 1.56 1.45
MCO 71.10 72.18 71.07 71.68 74.82 1.08 0.58
MET 64.30 65.79 64.25 65.34 64.75 1.49 1.04
MIR 35.45 35.97 35.38 35.69 34.61 0.52 0.24
MLS 26.31 26.61 26.05 26.35 26.30 0.30 0.04
MRVC 4.20 4.39 4.18 4.28 4.19 0.19 0.08
NKE 105.20 105.78 104.95 105.38 100.25 0.58 0.18
NOC 74.60 74.96 73.84 74.48 73.57 0.36 -0.12
NT 30.18 30.60 29.94 30.50 29.32 0.42 0.32
NTY 50.90 51.76 50.59 51.20 52.32 0.86 0.30
NUAN 14.25 14.46 14.08 14.40 12.72 0.21 0.15
NYT 25.55 25.97 25.38 25.75 25.69 0.42 0.20
PCAR 70.00 72.36 69.85 72.36 69.72 2.36 2.36
PLCM 33.73 34.19 33.70 34.07 32.43 0.46 0.34
RHT 24.29 25.00 24.02 24.23 24.47 0.71 -0.06
RTN 55.48 55.48 54.95 54.96 53.22 0.00 -0.52
SCUR 8.80 9.14 8.80 9.05 8.84 0.34 0.25
SNV 32.72 33.02 32.63 32.93 32.10 0.30 0.21
SPG 116.60 118.72 115.65 117.73 121.24 2.12 1.13
TGT 62.10 62.60 61.90 62.44 59.88 0.50 0.34
TRN 40.30 41.82 40.25 41.60 39.83 1.52 1.30
TSN 18.75 18.80 18.47 18.62 18.67 0.05 -0.13
UBS 62.57 63.35 62.47 63.31 63.33 0.78 0.74
UIS 9.25 9.28 9.15 9.21 9.22 0.03 -0.04
URI 28.48 28.80 28.35 28.74 28.25 0.32 0.26
VNO 133.90 135.06 132.64 133.91 132.85 1.16 0.01
WLP 80.69 81.29 80.27 80.98 79.00 0.60 0.29
XL 73.00 73.44 72.75 73.10 71.56 0.44 0.10
XLI 36.34 36.78 36.26 36.73 35.96 0.44 0.39
XLY 39.65 39.87 39.58 39.82 39.72 0.22 0.17
YHOO 29.69 30.86 29.64 30.66 29.88 1.17 0.97
ZMH 84.09 84.96 83.92 84.62 85.00 0.87 0.53
3775.55 59.88 38.89

Start: 2007-01-13
High: 2007-02-08
EOD: 2007-02-13

Symbol Open High Low Close Stop O->H O->C

AFFX 27.33 27.66 27.11 27.40 27.83 0.33 0.07
ALVR 8.31 8.39 8.25 8.32 7.77 0.08 0.01
AMX 47.83 48.67 47.79 48.50 45.76 0.84 0.67
ANAD 12.12 12.13 11.91 12.10 11.40 0.01 -0.02
ANF 81.52 82.51 81.06 82.27 82.81 0.99 0.75
APCC 30.94 31.00 30.93 30.98 30.85 0.06 0.04
ARO 38.21 38.51 37.81 38.40 37.06 0.30 0.19
BEN 123.16 126.00 122.95 125.59 121.77 2.84 2.43
BG 80.15 80.55 79.86 79.92 79.85 0.40 -0.23
BGC 50.36 51.49 50.10 50.68 48.38 1.13 0.32
BIG 26.49 26.58 26.29 26.41 26.34 0.09 -0.08
CBS 31.98 32.27 31.95 31.99 31.91 0.29 0.01
CHINA 10.59 10.88 10.58 10.85 10.63 0.29 0.26
COH 48.25 49.58 47.81 49.38 47.03 1.33 1.13
CVG 26.34 26.60 26.26 26.55 26.50 0.26 0.21
DIS 34.58 34.82 34.52 34.75 34.44 0.24 0.17
DLTR 33.34 34.03 33.11 34.00 32.53 0.69 0.66
EDS 28.30 28.77 28.22 28.65 27.62 0.47 0.35
EMC 14.56 14.77 14.40 14.70 14.38 0.21 0.14
EXC 63.63 64.04 63.50 63.78 62.72 0.41 0.15
EXPE 21.68 22.49 21.64 22.27 21.65 0.81 0.59
FMCN 80.32 81.75 79.30 79.62 85.84 1.43 -0.70
GGP 63.59 65.20 63.10 64.72 65.07 1.61 1.13
GT 24.74 25.00 24.38 24.85 25.33 0.26 0.11
HAS 28.50 29.00 28.45 28.98 28.94 0.50 0.48
HCP 40.25 40.33 39.68 39.83 39.60 0.08 -0.42
HTZ 20.40 21.32 20.28 21.22 19.95 0.92 0.82
IACI 39.90 40.15 39.63 39.85 39.48 0.25 -0.05
IBN 42.24 43.67 42.00 43.61 45.89 1.43 1.37
IFX 15.98 16.24 15.95 16.18 15.68 0.26 0.20
IP 37.00 37.49 36.91 37.33 36.93 0.49 0.33
ITW 52.05 52.93 52.02 52.77 50.29 0.88 0.72
MA 104.21 108.82 104.10 108.02 113.08 4.61 3.81
MCO 71.10 72.18 71.07 71.68 74.82 1.08 0.58
MET 64.30 65.79 64.25 65.34 64.75 1.49 1.04
MNST 53.31 53.92 53.00 53.63 51.39 0.61 0.32
MRVC 4.20 4.39 4.18 4.28 4.19 0.19 0.08
NKE 105.20 105.78 104.95 105.38 100.25 0.58 0.18
NOC 74.60 74.96 73.84 74.48 73.57 0.36 -0.12
NT 30.18 30.60 29.94 30.50 29.32 0.42 0.32
NUAN 14.25 14.46 14.08 14.40 12.72 0.21 0.15
PRU 91.73 92.75 91.50 92.55 91.26 1.02 0.82
RHT 24.29 25.00 24.02 24.23 24.47 0.71 -0.06
RMBS 21.90 22.17 21.83 22.00 21.49 0.27 0.10
SONS 7.34 7.62 7.34 7.48 7.80 0.28 0.14
TGT 62.10 62.60 61.90 62.44 59.88 0.50 0.34
TIF 41.75 42.45 41.56 42.07 40.50 0.70 0.32
TROW 48.97 49.78 48.87 49.60 48.94 0.81 0.63
UBS 62.57 63.35 62.47 63.31 63.33 0.78 0.74
UIS 9.25 9.28 9.15 9.21 9.22 0.03 -0.04
URI 28.48 28.80 28.35 28.74 28.25 0.32 0.26
VNO 133.90 135.06 132.64 133.91 132.85 1.16 0.01
WLP 80.69 81.29 80.27 80.98 79.00 0.60 0.29
WYN 34.81 35.05 34.61 34.85 32.65 0.24 0.04
XEL 24.25 24.53 24.20 24.30 24.14 0.28 0.05
XL 73.00 73.44 72.75 73.10 71.56 0.44 0.10
YHOO 29.69 30.86 29.64 30.66 29.88 1.17 0.97
ZMH 84.09 84.96 83.92 84.62 85.00 0.87 0.53
2664.80 39.91 23.41

[/Trading/Darvas/D200702] permanent link

2007 Feb 14 - Wed

Monitoring Server: DNS with BIND

When doing diagnostics with network devices and their interfaces, it is helpful to have forward and reverse lookups on a number of ip addresses. These lookups can be implemented within Active Directory or under a separate DNS server. Use the following instructions if you wish to use a separate dns server, based upon Bind. You'll need to choose a different domain or a delegated domain than what is used in Active Directory or your other primary DNS server.

Installation

Install bind:

apt-get install bind9

The service starts upon installation.

Choose a domain for the network devices. For example, if your regular network domain is 'example.com', use something like 'netdevices.example.com'. You'll need to make a number of changes to files in the /etc/bind directory.

Create a file called 'db.netdevices.example.com'. It's content should look similar to:

;
; BIND data file for network devices
;
$TTL    604800
@       IN      SOA     netdevices.example.com root.localhost. (
                        2006051501      ; Serial               
                         604800         ; Refresh
                          86400         ; Retry
                        2419200         ; Expire
                         604800 )       ; Negative Cache TTL
;
@       IN      NS      localhost.
@       IN      A       127.0.0.1

device01  IN      A       10.1.6.30     ;device 01 on network

Edit 'named.conf.local'. Uncomment the line which includes 'zones.rfc1918'. Add a reference to the zone file you just created. You should have something that looks like:

include "/etc/bind/zones.rfc1918";

zone "netdevices.example.com" {
        type master;
        file "/etc/bind/db.netdevices.example.com";
};

Update the forwarders entry in 'named.conf.options'. This should be your Active Directory or similar servers. On those servers, you should delegate the netdevices.example.com domain to this server.

options {
        directory "/var/cache/bind";

        forwarders {
                10.1.1.154;
                10.1.1.159;
        };

        auth-nxdomain no;    # conform to RFC1035
};

Depending upon the ip blocks in which your devices reside, you'll need to create some reverse lookup files. For example, create a file called 'db.6.1.10.in-addr.arpa' to hold the reverse lookups for rfc1918 ip addresses.


; BIND reverse data file for local loopback interface
;
$TTL    604800
@       IN      SOA     localhost. root.localhost. (
                        2006060901      ; Serial
                         604800         ; Refresh
                          86400         ; Retry
                        2419200         ; Expire
                         604800 )       ; Negative Cache TTL
;
@       IN      NS      localhost.

30 IN      PTR     device01

Now edit zones.rfc1918 and add a zone line so it uses your new file. For example, our change should show as:

zone "6.1.10.in-addr.arpa"      { type master; file "/etc/bind/db.6.1.10.in-addr.arpa"; };

Restart the service. Check /var/log/syslog to be sure things started properly with no errors.

/etc/init.d/bind9 restart

Edit /etc/resolv.conf so you have the following. If you are running dhcp, this may not work properly as the file may get over-written.

search netdevices.example.com example.com
nameserver 10.1.1.154
nameserver 10.1.1.159

Active Directory Changes

You need to configure forward and reverse delegations in Active Directory DNS to allow the monitoring server to resolve the monitoring subnet.

To provide forward delegation:

Look in the Forward Lookup Zones and select the internal domain
Right click and select New Delegation
In 'Delegated Domain', put 'netdevices'
Add the fully qualified domain name, 'server.netdevices.example.com', and it's ip address
finish to apply the change

To provide reverse delegation (assuming that a complete subnet has been assigned to the network monitoring server):

Look in Reverse Lookup Zones
Add a new Active Directory integrated zone
Put in the first octet ONLY of the network id (for example 10)
Finish
Right click on the new reverse zone (such as 10.in-addr.arpa) and create a new Domain
If the second octet of the domain is '1', use 1 as the domain id and Finish
Right click on the new domain and add a new delegation
If the third octet is 6, put 6 in as the delegated domain
For the server name, put in the fully qualified domain name and ip address of the monitoring server running Bind
Finish

To test, on the active directory server, start nslookup. Put in the fully qualified domain name of the bind server to see if resolves. Put in the ip address of the bind server to see if it resolves.

[/OpenSource/Debian/Monitoring] permanent link

Aptitude vs apt-get vs dselect

I have tried to use dselect on occasion. I thought it was just me who couldn't figure out how to deal with it. I guess that is a common ailment around users. I see now on an old debian-users mail list, dselect is really not recommended for much of anything.

As such, I have been using the likes of apt-get, apt-key, and apt-file for my package management. Today, I see that even apt-get is old and gray. The new kid on the block is 'aptitude' for Debian package management. From a message by Joey Hess on a another Debian User List entry, I reprint the following reasons for using Aptitude:

Seven reasons why you should be using aptitude instead of apt-get.

1. aptitude can look just like apt-get

   If you run 'aptitude update' or 'aptitude upgrade' or 'aptitude
   install', it looks and works just like apt-get, with a few enhancements.
   So there is no learning curve.

2. aptitude sanely handles recommends

   A long-standing failure of apt-get has been its lack of support for
   the Recommends relationship. Which is a problem because many packages
   in Debian rely on Recommends to pull in software that the average user
   generally uses with the package. This is a not uncommon cause of
   trouble, even though apt-get recently became able to at least mention
   recommended packages, it's easy to miss its warnings.

   Aptitude supports Recommends by default, and can be confgigured to
   support Suggests too. It even supports installing recommended packages
   when used in command-line mode.

3. aptitude tracks automatically installed packages

   Stop worrying about pruning unused libraries and support packages from
   your system. If you use aptitude to install everything, it will keep
   track of what packages are pulled in by dependencies alone, and remove
   those packages when they are no longer needed.

4. use aptitude as a normal user and avoid hosing your system

   Maybe you didn't know that you can run aptitude in gui mode as a regular
   user. Make any changes you'd like to try out. If you get into a real
   mess, you can hit 'q' and exit, your changes will not be saved.
   (aptitude also lets you use ctrl-u to undo changes). Since it's running
   as a normal user, you cannot hose your system until you tell aptitude to
   do something, at which point it will prompt you for your root password.

5. aptitude has a powerful UI and searching capabilities

   Between aptitude's categorical browser and its great support for
   mutt-style filtering and searching of packages by name, description,
   maintainer, dependencies, etc, you should be able to find packages
   faster than ever before using aptitude.

6. aptitude makes it easy to keep track of obsolete software

   If Debian stops distributing a package, apt will leave it on your system
   indefinitly, with no warnings, and no upgrades. Aptitude lists such
   packages in its "Obsolete and Locally Created Packages" section, so you
   can be informed of the problem and do something about it.

7. aptitude has an interface to the Debian task system

   Aptitude lets you use Debian's task system as it was designed to be
   used. You can browse the available tasks, select a task for install, and
   then dig into it and de-select parts of the task that you don't want.
   apt-get has no support for tasks, and aptitude is better even than
   special purpose tools like tasksel.

Makes sense to me. I'll give it a try.

[/OpenSource/Debian] permanent link

Tag Line, by Tom Robbins

Using words to describe magic is like using a screwdriver to cut roast beef.
-- Tom Robbins

[/Personal/TagLines] permanent link

Hints for Debian apt-get and Expired Public Keys

When running 'apt-get update', I encountered time out issues and this error:

W: GPG error: http://security.debian.org testing/updates Release: The following signatures couldn't be verified because the public key is not available: NO_PUBKEY A70DAF536070D3A1

A search came up with a solution at FreeSpamFilter.org Forum Site. The site recommended the following commands (where the key is the one from the above error message):

gpg --keyserver subkeys.pgp.net --recv-keys A70DAF536070D3A1
gpg --export A70DAF536070D3A1 | apt-key add -

Before running 'apt-get update' again, based upon comments from Ubuntu Forums, I also ran the following two commands:

apt-get clean
apt-get check

The update process now runs cleanly.

[/OpenSource/Debian] permanent link

Darvas Selections for 2007/02/14

Here are the selections for Wednesday. These lists have the Darvas stop calculated in the second column.

Start: 2007-01-13
High: 2007-02-07
EOD: 2007-02-13

Symbol Stop

ABB 18.62
ACN 37.86
AET 42.99
AFL 48.71
AMKR 11.40
AMP 59.35
AMT 39.30
AN 22.56
ANAD 11.40
ARO 37.06
ATHR 24.80
BEN 121.77
BIG 26.34
BMC 35.41
CAR 26.76
CECO 28.13
CHINA 10.63
CHKP 24.43
CIT 58.63
COH 47.03
COL 66.18
COST 54.66
CRM 47.82
CROX 57.32
CX 36.37
DD 51.00
DISH 41.53
DTV 24.76
EEM 116.50
EFA 74.51
EXPE 21.65
FHN 44.05
FISV 51.44
GGP 65.07
GIGM 11.95
GILD 71.92
GNW 36.61
GR 48.39
HAS 28.94
HCP 39.60
HLT 37.31
HON 45.90
HTZ 19.95
IACI 39.48
IBN 45.89
IFX 15.68
ITW 50.29
JCP 84.09
KEY 38.97
KLIC 9.09
LEH 84.13
LLL 83.25
MCO 74.82
MET 64.75
MIR 34.61
MLS 26.30
MRVC 4.19
NKE 100.25
NOC 73.57
NT 29.32
NTY 52.32
NUAN 12.72
NYT 25.69
PCAR 69.72
PLCM 32.43
RHT 24.47
RTN 53.22
SCUR 8.84
SNV 32.10
SPG 121.24
TGT 59.88
TRN 39.83
TSN 18.67
UBS 63.33
UIS 9.22
URI 28.25
VNO 132.85
WLP 79.00
XL 71.56
XLI 35.96
XLY 39.72
YHOO 29.88
ZMH 85.00

Start: 2007-01-13
High: 2007-02-08
EOD: 2007-02-13

Symbol Stop

AFFX 27.83
ALVR 7.77
AMX 45.76
ANAD 11.40
ANF 82.81
APCC 30.85
ARO 37.06
BEN 121.77
BG 79.85
BGC 48.38
BIG 26.34
CBS 31.91
CHINA 10.63
COH 47.03
CVG 26.50
DIS 34.44
DLTR 32.53
EDS 27.62
EMC 14.38
EXC 62.72
EXPE 21.65
FMCN 85.84
GGP 65.07
GT 25.33
HAS 28.94
HCP 39.60
HTZ 19.95
IACI 39.48
IBN 45.89
IFX 15.68
IP 36.93
ITW 50.29
MA 113.08
MCO 74.82
MET 64.75
MNST 51.39
MRVC 4.19
NKE 100.25
NOC 73.57
NT 29.32
NUAN 12.72
PRU 91.26
RHT 24.47
RMBS 21.49
SONS 7.80
TGT 59.88
TIF 40.50
TROW 48.94
UBS 63.33
UIS 9.22
URI 28.25
VNO 132.85
WLP 79.00
WYN 32.65
XEL 24.14
XL 71.56
YHOO 29.88
ZMH 85.00

[/Trading/Darvas/D200702] permanent link

Darvas Results at EOD 2007/02/13

In comparison, the Dow Jones Industrial Index opened at 12549, had a higher high of 12658, had a higher low (an all positive day) of 12549, and closed up further at 12654.

If Low is green, then it stayed above the stop level. If Close is green, the symbol closed up for the day.

Start: 2007-01-12
High: 2007-02-06
EOD: 2007-02-12

Symbol Open High Low Close Stop O->H O->C

AA 34.85 36.05 34.55 35.00 32.29 1.20 0.15
ABB 18.42 18.55 18.38 18.55 18.62 0.13 0.13
AEP 45.83 45.88 45.38 45.78 45.23 0.05 -0.05
AFL 47.86 48.06 47.61 47.84 48.71 0.20 -0.02
AMP 60.35 61.53 60.28 61.12 59.35 1.18 0.77
ANAD 11.36 12.32 11.24 11.98 11.40 0.96 0.62
ARO 37.75 38.25 37.66 38.18 37.06 0.50 0.43
AVP 38.32 38.66 38.03 38.60 38.64 0.34 0.28
BEN 122.34 122.97 121.75 122.91 121.77 0.63 0.57
BMC 31.02 32.10 30.93 32.01 35.41 1.08 0.99
CE 28.62 29.19 28.62 28.99 27.32 0.57 0.37
CECO 29.47 29.50 29.25 29.35 28.13 0.03 -0.12
CHINA 10.72 10.76 10.56 10.62 10.63 0.04 -0.10
CHKP 24.38 24.91 24.36 24.65 24.43 0.53 0.27
CIT 58.91 59.33 58.87 59.12 58.63 0.42 0.21
CRM 47.50 48.93 47.50 48.49 44.32 1.43 0.99
CROX 55.70 55.70 52.60 53.54 57.32 0.00 -2.16
DE 103.23 104.19 102.52 102.67 100.95 0.96 -0.56
EEM 113.95 115.40 113.87 115.17 116.50 1.45 1.22
EFA 74.83 75.34 74.77 75.30 74.51 0.51 0.47
FHN 43.74 43.99 43.05 43.92 44.05 0.25 0.18
FRX 53.33 53.50 52.86 53.30 56.54 0.17 -0.03
GGB 17.24 18.24 17.20 18.17 18.04 1.00 0.93
GGP 59.50 63.12 59.42 62.98 65.07 3.62 3.48
GNW 35.89 36.50 35.77 36.43 36.61 0.61 0.54
HLT 36.35 36.90 36.22 36.61 37.31 0.55 0.26
HON 46.10 46.59 46.03 46.51 45.90 0.49 0.41
HRS 51.80 52.00 51.33 51.79 51.69 0.20 -0.01
ITW 52.00 52.56 51.89 51.95 50.29 0.56 -0.05
KEY 38.89 39.10 38.55 38.97 38.97 0.21 0.08
LEA 38.98 39.12 38.46 38.98 40.60 0.14 0.00
LEH 82.22 83.04 81.82 82.83 84.13 0.82 0.61
MAT 26.20 26.52 25.96 26.42 26.13 0.32 0.22
MET 63.80 64.97 63.50 64.85 62.87 1.17 1.05
MIR 34.98 35.37 34.81 35.36 34.61 0.39 0.38
MLS 25.88 26.25 25.86 26.24 26.30 0.37 0.36
MRVC 4.27 4.27 4.20 4.22 4.19 0.00 -0.05
NOC 74.41 74.99 74.36 74.60 73.57 0.58 0.19
NTRS 62.25 62.34 61.90 62.17 58.66 0.09 -0.08
NUAN 13.74 14.08 13.67 14.07 12.72 0.34 0.33
NVL 43.72 43.95 43.67 43.85 40.00 0.23 0.13
NYT 25.36 25.50 25.13 25.16 25.16 0.14 -0.20
RDN 61.00 62.01 60.82 61.90 62.50 1.01 0.90
SID 34.68 35.96 34.64 35.51 35.20 1.28 0.83
SNE 49.40 49.80 49.40 49.71 48.01 0.40 0.31
SNV 32.57 32.78 32.51 32.78 32.10 0.21 0.21
SPG 113.50 118.05 113.09 118.00 121.24 4.55 4.50
SSTI 5.44 5.50 5.35 5.47 5.19 0.06 0.03
STP 37.50 37.70 37.00 37.36 38.24 0.20 -0.14
TPX 24.83 25.36 24.64 25.36 24.40 0.53 0.53
TSN 18.34 18.83 18.13 18.76 18.01 0.49 0.42
UIS 9.04 9.14 9.03 9.14 9.22 0.10 0.10
WLP 80.98 81.06 80.56 80.87 79.00 0.08 -0.11
XEL 24.10 24.24 24.00 24.21 24.14 0.14 0.11
XLU 37.93 38.25 37.93 38.23 37.84 0.32 0.30
2395.40 33.83 21.18

Start: 2007-01-12
High: 2007-02-07
EOD: 2007-02-12

Symbol Open High Low Close Stop O->H O->C

ABB 18.42 18.55 18.38 18.55 18.62 0.13 0.13
ACN 38.69 38.80 38.43 38.72 37.98 0.11 0.03
AET 43.00 43.61 42.90 43.43 42.99 0.61 0.43
AFL 47.86 48.06 47.61 47.84 48.71 0.20 -0.02
ALTR 20.41 21.03 20.41 20.62 20.64 0.62 0.21
AMKR 11.07 11.42 11.02 11.36 11.40 0.35 0.29
AMP 60.35 61.53 60.28 61.12 59.35 1.18 0.77
AMT 39.50 39.98 39.47 39.55 39.30 0.48 0.05
AN 22.82 23.08 22.81 23.08 22.56 0.26 0.26
ANAD 11.36 12.32 11.24 11.98 11.40 0.96 0.62
ARO 37.75 38.25 37.66 38.18 37.06 0.50 0.43
ATHR 26.16 26.16 25.48 25.57 24.84 0.00 -0.59
BEN 122.34 122.97 121.75 122.91 121.77 0.63 0.57
BIG 26.36 26.49 26.23 26.35 26.34 0.13 -0.01
BMC 31.02 32.10 30.93 32.01 35.41 1.08 0.99
CAR 26.79 27.05 26.62 26.97 26.76 0.26 0.18
CECO 29.47 29.50 29.25 29.35 28.13 0.03 -0.12
CHINA 10.72 10.76 10.56 10.62 10.63 0.04 -0.10
CHKP 24.38 24.91 24.36 24.65 24.43 0.53 0.27
CIT 58.91 59.33 58.87 59.12 58.63 0.42 0.21
COH 47.29 48.30 47.29 48.25 47.03 1.01 0.96
COL 68.07 68.56 67.72 68.34 66.18 0.49 0.27
COST 56.14 56.62 55.90 56.46 54.66 0.48 0.32
CRM 47.50 48.93 47.50 48.49 44.32 1.43 0.99
CROX 55.70 55.70 52.60 53.54 57.32 0.00 -2.16
CX 35.52 35.91 35.36 35.68 36.37 0.39 0.16
DD 50.94 51.42 50.73 51.33 51.00 0.48 0.39
DISH 41.69 42.41 41.68 42.12 41.53 0.72 0.43
DTV 24.13 24.34 23.86 23.95 24.76 0.21 -0.18
EEM 113.95 115.40 113.87 115.17 116.50 1.45 1.22
EFA 74.83 75.34 74.77 75.30 74.51 0.51 0.47
EXPE 21.53 21.90 21.48 21.65 21.65 0.37 0.12
FHN 43.74 43.99 43.05 43.92 44.05 0.25 0.18
FISV 53.38 53.92 53.38 53.71 51.44 0.54 0.33
GGP 59.50 63.12 59.42 62.98 65.07 3.62 3.48
GIGM 11.80 12.27 11.75 12.03 11.95 0.47 0.23
GILD 70.97 71.47 70.43 70.57 71.92 0.50 -0.40
GNW 35.89 36.50 35.77 36.43 36.61 0.61 0.54
GR 49.37 50.19 49.26 50.10 48.39 0.82 0.73
HAS 28.67 28.70 28.28 28.47 28.94 0.03 -0.20
HCP 39.90 40.50 39.05 40.29 39.60 0.60 0.39
HLT 36.35 36.90 36.22 36.61 37.31 0.55 0.26
HON 46.10 46.59 46.03 46.51 45.90 0.49 0.41
HTZ 20.50 20.61 20.28 20.36 19.95 0.11 -0.14
IACI 39.48 39.83 39.34 39.74 39.48 0.35 0.26
IBN 43.90 43.90 40.79 42.24 45.89 0.00 -1.66
IFX 15.65 15.91 15.64 15.89 15.68 0.26 0.24
ITW 52.00 52.56 51.89 51.95 50.29 0.56 -0.05
JCP 82.85 83.58 82.75 83.34 84.09 0.73 0.49
KEY 38.89 39.10 38.55 38.97 38.97 0.21 0.08
KLIC 9.52 9.73 9.46 9.57 9.09 0.21 0.05
LEH 82.22 83.04 81.82 82.83 84.13 0.82 0.61
LLL 85.50 86.10 85.25 85.92 83.25 0.60 0.42
MAT 26.20 26.52 25.96 26.42 26.13 0.32 0.22
MCO 71.84 72.10 70.81 70.95 74.82 0.26 -0.89
MET 63.80 64.97 63.50 64.85 62.87 1.17 1.05
MIR 34.98 35.37 34.81 35.36 34.61 0.39 0.38
MLS 25.88 26.25 25.86 26.24 26.30 0.37 0.36
MRVC 4.27 4.27 4.20 4.22 4.19 0.00 -0.05
NKE 103.43 105.57 103.43 105.20 100.25 2.14 1.77
NOC 74.41 74.99 74.36 74.60 73.57 0.58 0.19
NT 29.08 30.39 29.08 30.29 27.56 1.31 1.21
NTY 52.10 52.25 50.37 50.87 52.32 0.15 -1.23
NUAN 13.74 14.08 13.67 14.07 12.72 0.34 0.33
NYT 25.36 25.50 25.13 25.16 25.16 0.14 -0.20
PCAR 69.18 69.96 69.12 69.86 69.72 0.78 0.68
PLCM 33.73 33.99 33.49 33.84 32.57 0.26 0.11
RHT 25.00 25.15 24.16 24.27 24.47 0.15 -0.73
RTN 54.54 55.26 54.14 55.26 53.22 0.72 0.72
SCUR 8.81 8.87 8.74 8.81 8.84 0.06 0.00
SID 34.68 35.96 34.64 35.51 35.20 1.28 0.83
SNV 32.57 32.78 32.51 32.78 32.10 0.21 0.21
SPG 113.50 118.05 113.09 118.00 121.24 4.55 4.50
SSTI 5.44 5.50 5.35 5.47 5.19 0.06 0.03
TGT 62.02 62.35 61.77 62.13 59.88 0.33 0.11
TRN 39.56 40.37 39.55 40.25 39.83 0.81 0.69
TSN 18.34 18.83 18.13 18.76 18.01 0.49 0.42
UBS 62.50 63.12 62.17 63.04 63.33 0.62 0.54
UIS 9.04 9.14 9.03 9.14 9.22 0.10 0.10
URI 28.40 28.76 28.32 28.40 28.25 0.36 0.00
VNO 130.51 134.48 130.04 134.32 132.85 3.97 3.81
WLP 80.98 81.06 80.56 80.87 79.00 0.08 -0.11
XL 72.48 72.72 72.33 72.61 71.56 0.24 0.13
XLI 35.82 36.20 35.82 36.20 35.96 0.38 0.38
XLU 37.93 38.25 37.93 38.23 37.84 0.32 0.30
XLY 39.36 39.62 39.31 39.62 39.72 0.26 0.26
YHOO 29.37 29.68 29.26 29.56 29.88 0.31 0.19
ZMH 83.07 84.39 82.78 84.18 85.00 1.32 1.11
3792.74 53.22 31.26

[/Trading/Darvas/D200702] permanent link

Trading Sites of the Day -- A ThreeSome: Alea, Interfluidity, Coding the Markets

Today I ended upon Coding The Markets because of the name. Perhaps this would be a kindred soul who would offerup all sorts of pearls of wisdom. The author doesn't get quite as deep as I would like. He obliquely refers to playing with his 600kloc crafted in MS VC++/MFC. No meat there though. He does spend some time reviewing sections from Larry Harris' book Trading & Exchanges: Market Microstructure for Practitioners. That book does indeed explain a lot of what goes on behind the scenes in the operations of pricing and exchanges.

I managed to get side-tracked to Andrew Gelman's Statistical Modeling, Causal Inference, and Social Science. A lot of the stuff I'm developing is based upon statistics and sampling. Andrew presents the human side of statistics.

Just to match the statistics side with probability, here is the Oddhead Blog.

Continuing to be side tracked, I see an article about scalping at trade-ideas software. Sunday was the first in a series on scalping. There is to be second Wednesday.

Getting back to what was supposed to be my second submission, Alea is a blog that crosses many economic a nd market boundaries, but stays mostly with the derivatives markets. If one were to spend some time with the site, I think there are many potential meaningful tidbits.

And yes, I know, I havn't described the sites in the same order they are presented in the title. Just seeing if you were paying attention. Anyway, the third entry is interfluidity. I think he is talking about the fluidity of the markets from one place to the other and the liquidity (or lack thereof) of the flows thereof.

[/Trading/SiteOfTheDay/D200702] permanent link

Mit Press Journals: Evolutionary Computation

In my pursuit for recent relevant information regarding Genetic Programming, I see that MIT Press has a Journal called Evolutionary Computation. And contrary to many scientific publishers, the subscription cost is actually atainable: $61 for an electronic subscription to a quarterly journal. They do have the odd free article to download as a teaser.

The journal is described as covering "both theoretical and practical developments of computational systems drawing their inspiration from nature, with particular emphasis on evolutionary algorithms (EAs), including, but not limited to, genetic algorithms (GAs), evolution strategies (ESs), evolutionary programming (EP), genetic programming (GP), classifier systems (CSs), and other natural computation techniques."

[/Trading/AutomatedTrading] permanent link

Chris Donnan: Programming - Brooklyn Style

Ahh... finally, a programmer who writes about programming in the financial markets. They guy talks about data sources, optimizers, platforms, languages, networking, and a whole raft of other stuff. I've put him on my read-frequently list.

[/Trading/AutomatedTrading] permanent link

Books on Financial Time Series Analysis

There is a course being presented on Financial Time Series Analysis by J. Michael Steele. There is a reading list titled An Eclectic Selection of Books Pertaining to Financial Time Series. I reprint it here just in case it goes away:

General References:

Chris Chatfield, The Analysis of Time Series: An Introduction (6th Edition), Chapman and Hall, New York, 2004.

This is perhaps the most widely required texts for time series courses at the level of our course. It does not focus specifically on financial series, but it provides one will a good general basis. It strikes a sensible balance between theory and practice.

N. H. Chan, Time Series: Applications to Finance, John Wiley and Sons, New York, 2004.

A straightforward text that develops the theory of time series a the level of our course. It is less encyclopedic than Zivot and Wang, and this makes it easier to read. This text is useful even though it does not fully engage the struggle required by an honest attempt to understand real-world financial time series.

James D. Hamilton, Time Series Analysis, Princeton University Press, Princeton New Jersey, 1994.

For many, the "big green book" is their main resource. Weighing in at just under 800 pages, it is arguably the most complete treatment of the theory of time series as it is currently applied in economics and finance. It is more mathematical than our course, but for students who expect to make time series a serious part of their professional tool kit, it is worth the investment.

Terence C. Mills, The Econometrics of Financial Time Series (second edition), Cambridge University Press, Cambridge UK, 1999.

This book is close to the level of our course, and it provides good supplementary reading. Chapter 5, Modelling Return Distributions is particularly relevant. Whereas Zivot and Whang devote their energy to reporting on models that are off current interest, Mills takes a more editorial point of view. This is also one of our aims.

C.W.J. Granger (editor), Modelling Economic Series: Readings in Econometric Methodology, Clarendon Press, Oxford, 1990.

This is a collection of essays by leading econometrician's. The book now shows signs of age, but some bits are timeless, such as Leamer's "Let's Take the Con out of Econometrics." If I had picked the subtitle, I might have chosen "Modelling is not (or should not be) for Sissies."

State Space Models:

J. Durbin and S. J. Koopman, Time Series Analysis by State Space Models, Oxford University Press, 2000.

This is book is at the level of our class and it provides as smooth an introduction to state space models as you are likely to find. The basic theory is developed without going overboard.

A. C. Harvey, Forecasting, Structural Time Models and the Kalman filter, Cambridge University Press, 1989.

This text is also at the level of our course, and it is also well worth your time. When I first looked at it I thought it was "too hard" for our class, but now I don't see what I thought was the problem.

M. West and J. Harrison, Bayesian Forecasting and Dynamic Models (2nd Ed.), Springer-Verlag, 1999.

This book is often referenced, perhaps more often than it is read. Its 680 pages make it a book that many need to reference but few need to digest. Once you have some experience with state space models, it becomes a useful resource which (ironically!) turns out to be less encyclopedic than one might hope.

Works with an Attitude:

David F. Hendry, Econometrics: Alchemy or Science (New Edition), Oxford University Press, Oxford, 2000.

This bravely titled collection of essays is well-worth dipping into, though I doubt that few readers will plow through all of the individual works. Certainly one of the attractive features of the book is its willingness to tackle some hard issues head-on. De minimus, it gives us a list of the problems that you will face.

Authors of academic papers often relegate their acknowledgment of the shortcomings of their work to their closing paragraphs, and, just as often, they suggest that the present defects will be remedied at a later date. The authors and the readers quietly conspire in their knowledge that no remedy is unlikely to be forthcoming.

Robert E. Rubin and Jacob Weisberg, In an Uncertain World: Tough Choices from Wall Street to Washington, Random House, New York, 2003.

Rubin's premise is that to think wisely about the world, one must think probabilistically. He does not suggest that explicit models must be used at every turn, but he does argue that leaders are nuts unless they explicitly consider multiple circumstances that have widely differing likelihood of coming to pass. The work is autobiographical, and it comes from a certain political perspective. Nevertheless, Rubin is about as nonpartisan as a person can be who has had access to the top levels of financial decision making. This is a nontechnical book, but reading it will enrich almost anyone's understanding of the potential and the limitation of probabilistic models.

Andrei Shleifer, Inefficient Markets: An Introduction to Behavioral Finance, Oxford University Press, Oxford, 2000.

This brief, efficient survey puts on the table all of the most important examples of situations where the Efficient Market Hypothesis is known to break. It sets forth many of the basic arguments both for and against the EMH in all its many flavors.

Original Sources

Textbooks provide an efficient way to get a quick view of the "playing field," but, if you really want to play, then eventually you must engage the original resources. A person who tries to do original research without reading original research is like a person who tries to dance without listening to music. It can be done, but something vital is missing.

Back to Steele's Home Page

[/Trading/TechnicalAnalysis] permanent link

Magazine: Automated Trader -- The Portal of Automated and Algorithmic Trading

Well one magazine called Automated Trader. I'll have to follow it to see what it has to offer.

[/Trading/AutomatedTrading] permanent link

2007 Feb 13 - Tue

Darvas Selections for 2007/02/13

Here are the selections for Tuesday. These lists have the Darvas stop calculated in the second column.

Start: 2007-01-12
High: 2007-02-06
EOD: 2007-02-12

Symbol Stop

AA 32.29
ABB 18.62
AEP 45.23
AFL 48.71
AMP 59.35
ANAD 11.40
ARO 37.06
AVP 38.64
BEN 121.77
BMC 35.41
CE 27.32
CECO 28.13
CHINA 10.63
CHKP 24.43
CIT 58.63
CRM 44.32
CROX 57.32
DE 100.95
EEM 116.50
EFA 74.51
FHN 44.05
FRX 56.54
GGB 18.04
GGP 65.07
GNW 36.61
HLT 37.31
HON 45.90
HRS 51.69
ITW 50.29
KEY 38.97
LEA 40.60
LEH 84.13
MAT 26.13
MET 62.87
MIR 34.61
MLS 26.30
MRVC 4.19
NOC 73.57
NTRS 58.66
NUAN 12.72
NVL 40.00
NYT 25.16
RDN 62.50
SID 35.20
SNE 48.01
SNV 32.10
SPG 121.24
SSTI 5.19
STP 38.24
TPX 24.40
TSN 18.01
UIS 9.22
WLP 79.00
XEL 24.14
XLU 37.84

Start: 2007-01-12
High: 2007-02-07
EOD: 2007-02-12

Symbol Stop

ABB 18.62
ACN 37.98
AET 42.99
AFL 48.71
ALTR 20.64
AMKR 11.40
AMP 59.35
AMT 39.30
AN 22.56
ANAD 11.40
ARO 37.06
ATHR 24.84
BEN 121.77
BIG 26.34
BMC 35.41
CAR 26.76
CECO 28.13
CHINA 10.63
CHKP 24.43
CIT 58.63
COH 47.03
COL 66.18
COST 54.66
CRM 44.32
CROX 57.32
CX 36.37
DD 51.00
DISH 41.53
DTV 24.76
EEM 116.50
EFA 74.51
EXPE 21.65
FHN 44.05
FISV 51.44
GGP 65.07
GIGM 11.95
GILD 71.92
GNW 36.61
GR 48.39
HAS 28.94
HCP 39.60
HLT 37.31
HON 45.90
HTZ 19.95
IACI 39.48
IBN 45.89
IFX 15.68
ITW 50.29
JCP 84.09
KEY 38.97
KLIC 9.09
LEH 84.13
LLL 83.25
MAT 26.13
MCO 74.82
MET 62.87
MIR 34.61
MLS 26.30
MRVC 4.19
NKE 100.25
NOC 73.57
NT 27.56
NTY 52.32
NUAN 12.72
NYT 25.16
PCAR 69.72
PLCM 32.57
RHT 24.47
RTN 53.22
SCUR 8.84
SID 35.20
SNV 32.10
SPG 121.24
SSTI 5.19
TGT 59.88
TRN 39.83
TSN 18.01
UBS 63.33
UIS 9.22
URI 28.25
VNO 132.85
WLP 79.00
XL 71.56
XLI 35.96
XLU 37.84
XLY 39.72
YHOO 29.88
ZMH 85.00

[/Trading/Darvas/D200702] permanent link

Darvas Results at EOD 2007/02/12

In comparison, the Dow Jones Industrial Index opened at 12580, had a lower high of 12607, had a lower low of 12536, and closed down further at 12552.

If Low is green, then it stayed above the stop level. If Close is green, the symbol closed up for the day.

Start: 2007-01-09
High: 2007-02-05
EOD: 2007-02-09

Symbol Open High Low Close Stop O->H O->C

ACN 38.30 38.68 38.16 38.35 37.98 0.38 0.05
AEP 45.55 45.93 45.41 45.67 45.23 0.38 0.12
AET 42.60 43.07 42.52 43.00 42.99 0.47 0.40
AMP 60.11 60.42 59.74 60.25 59.35 0.31 0.14
ANAD 11.30 11.94 11.08 11.44 11.40 0.64 0.14
ATHR 26.30 26.30 25.37 25.70 24.84 0.00 -0.60
BIG 26.46 26.52 26.10 26.18 26.34 0.06 -0.28
CAR 26.85 26.85 26.51 26.79 26.76 0.00 -0.06
CEN 30.63 30.72 30.44 30.72 30.38 0.09 0.09
CIT 59.47 59.50 58.83 58.90 58.63 0.03 -0.57
CMS 17.35 17.69 17.22 17.55 17.42 0.34 0.20
CRM 46.79 47.63 46.54 47.39 44.32 0.84 0.60
CROX 54.01 54.83 52.64 54.27 57.32 0.82 0.26
CX 35.82 35.83 35.12 35.35 36.37 0.01 -0.47
D 87.48 87.99 87.34 87.55 86.36 0.51 0.07
DE 102.91 103.75 102.13 103.22 100.95 0.84 0.31
DO 81.04 81.15 77.76 78.97 85.14 0.11 -2.07
ETN 77.43 77.55 76.78 77.22 78.23 0.12 -0.21
ETR 97.90 98.66 97.50 97.92 96.32 0.76 0.02
FE 63.17 63.59 63.03 63.28 62.30 0.42 0.11
FRX 54.25 54.87 53.95 54.09 56.54 0.62 -0.16
GGB 17.35 17.43 16.97 17.08 17.74 0.08 -0.27
GMST 4.08 4.17 4.08 4.10 4.14 0.09 0.02
GT 25.11 25.26 24.58 24.66 25.33 0.15 -0.45
HCP 40.20 40.50 39.54 39.94 41.43 0.30 -0.26
HLT 36.36 36.45 35.84 36.20 37.31 0.09 -0.16
HLTH 14.21 14.32 14.12 14.18 14.52 0.11 -0.03
HRS 52.75 52.76 51.47 51.65 51.69 0.01 -1.10
IACI 39.80 39.80 39.10 39.42 39.48 0.00 -0.38
KEY 39.16 39.25 38.87 38.89 38.97 0.09 -0.27
KR 25.85 26.06 25.68 25.90 25.99 0.21 0.05
LEA 39.10 39.40 38.59 38.77 40.60 0.30 -0.33
MAT 25.99 26.20 25.97 26.17 26.13 0.21 0.18
MIR 35.20 35.21 34.81 34.98 34.61 0.01 -0.22
MLS 26.33 26.33 25.57 25.75 26.30 0.00 -0.58
MNST 51.89 51.99 50.98 51.44 51.39 0.10 -0.45
MRVC 4.27 4.27 4.14 4.27 4.19 0.00 0.00
NOC 74.01 74.66 74.00 74.40 73.57 0.65 0.39
NTY 51.61 51.72 50.28 50.89 52.32 0.11 -0.72
PCAR 68.51 69.61 68.33 69.17 69.72 1.10 0.66
RAD 6.10 6.17 6.03 6.10 6.24 0.07 0.00
RRI 15.53 15.90 15.43 15.71 15.89 0.37 0.18
RTN 54.74 55.09 54.42 54.54 53.22 0.35 -0.20
SCUR 8.75 8.97 8.66 8.77 8.84 0.22 0.02
SHLD 182.46 182.63 180.50 181.38 176.50 0.17 -1.08
SID 34.79 34.80 33.67 34.10 35.80 0.01 -0.69
SPG 117.13 117.35 114.59 114.91 121.24 0.22 -2.22
SSTI 5.27 5.42 5.16 5.41 5.28 0.15 0.14
STP 37.50 37.50 36.81 37.10 38.24 0.00 -0.40
SUNW 6.46 6.51 6.39 6.42 6.25 0.05 -0.04
TPX 24.55 24.84 24.40 24.83 24.40 0.29 0.28
TRI 49.65 49.75 49.55 49.65 48.27 0.10 0.00
TSN 18.21 18.47 18.09 18.35 18.15 0.26 0.14
TYC 31.49 31.88 31.46 31.86 32.32 0.39 0.37
UIS 8.95 9.10 8.93 9.03 9.22 0.15 0.08
WLP 80.98 81.18 80.44 80.69 79.00 0.20 -0.29
XEL 24.04 24.13 23.96 23.99 24.12 0.09 -0.05
XLI 35.87 35.93 35.75 35.91 35.96 0.06 0.04
XLU 38.11 38.14 37.90 37.90 37.64 0.03 -0.21
XRX 17.40 17.45 17.28 17.38 17.30 0.05 -0.02
2394.43 14.59 -9.78

Start: 2007-01-09
High: 2007-02-06
EOD: 2007-02-09

Symbol Open High Low Close Stop O->H O->C

AA 32.61 33.20 32.61 32.90 32.29 0.59 0.29
ABB 18.46 18.49 18.29 18.35 18.62 0.03 -0.11
ACF 26.29 26.67 26.04 26.14 25.60 0.38 -0.15
AEP 45.55 45.93 45.41 45.67 45.23 0.38 0.12
AFL 47.93 48.21 47.72 47.86 48.71 0.28 -0.07
AMP 60.11 60.42 59.74 60.25 59.35 0.31 0.14
ANAD 11.30 11.94 11.08 11.44 11.40 0.64 0.14
ARO 37.45 37.75 37.32 37.73 37.06 0.30 0.28
AVP 38.99 39.07 37.99 38.11 38.64 0.08 -0.88
BEN 122.15 122.76 121.22 122.66 121.77 0.61 0.51
BMC 32.82 32.94 31.04 31.18 35.41 0.12 -1.64
CCK 22.57 22.74 22.48 22.66 22.33 0.17 0.09
CECO 29.41 29.49 29.19 29.30 28.13 0.08 -0.11
CHINA 10.82 10.88 10.51 10.61 10.63 0.06 -0.21
CHKP 24.27 24.63 24.02 24.50 24.43 0.36 0.23
CIT 59.47 59.50 58.83 58.90 58.63 0.03 -0.57
CMS 17.35 17.69 17.22 17.55 17.42 0.34 0.20
CRM 46.79 47.63 46.54 47.39 44.32 0.84 0.60
CROX 54.01 54.83 52.64 54.27 57.32 0.82 0.26
DE 102.91 103.75 102.13 103.22 100.95 0.84 0.31
EEM 114.35 114.35 112.81 113.37 116.50 0.00 -0.98
EFA 74.53 74.57 74.22 74.35 74.51 0.04 -0.18
FHN 44.06 44.06 43.58 43.75 44.05 0.00 -0.31
FRX 54.25 54.87 53.95 54.09 56.54 0.62 -0.16
GGB 17.35 17.43 16.97 17.08 17.74 0.08 -0.27
GGP 61.90 62.24 59.71 60.40 65.07 0.34 -1.50
GNW 36.12 36.44 35.83 35.88 36.61 0.32 -0.24
HLT 36.36 36.45 35.84 36.20 37.31 0.09 -0.16
HLTH 14.21 14.32 14.12 14.18 14.52 0.11 -0.03
HRS 52.75 52.76 51.47 51.65 51.69 0.01 -1.10
HYSL 42.16 42.16 41.33 41.40 42.44 0.00 -0.76
ITW 51.25 51.75 51.25 51.66 50.29 0.50 0.41
KEY 39.16 39.25 38.87 38.89 38.97 0.09 -0.27
LEA 39.10 39.40 38.59 38.77 40.60 0.30 -0.33
LEH 83.30 83.77 81.47 82.22 84.13 0.47 -1.08
MAT 25.99 26.20 25.97 26.17 26.13 0.21 0.18
MET 63.95 64.00 63.25 63.45 62.87 0.05 -0.50
MIR 35.20 35.21 34.81 34.98 34.61 0.01 -0.22
MLS 26.33 26.33 25.57 25.75 26.30 0.00 -0.58
MOGN 21.35 21.83 21.35 21.38 21.62 0.48 0.03
MRVC 4.27 4.27 4.14 4.27 4.19 0.00 0.00
MTG 65.53 65.73 63.63 64.20 67.45 0.20 -1.33
NOC 74.01 74.66 74.00 74.40 73.57 0.65 0.39
NTRS 61.91 62.25 61.80 62.01 58.66 0.34 0.10
NUAN 13.55 13.73 13.40 13.54 12.72 0.18 -0.01
NVL 44.01 44.01 43.67 43.67 32.56 0.00 -0.34
NYT 25.25 25.43 25.14 25.19 25.42 0.18 -0.06
RDN 62.32 62.64 60.10 60.92 62.50 0.32 -1.40
SID 34.79 34.80 33.67 34.10 35.80 0.01 -0.69
SNE 49.10 49.15 48.51 48.84 48.01 0.05 -0.26
SNV 32.64 32.80 32.47 32.54 32.10 0.16 -0.10
SPG 117.13 117.35 114.59 114.91 121.24 0.22 -2.22
SSTI 5.27 5.42 5.16 5.41 5.28 0.15 0.14
STP 37.50 37.50 36.81 37.10 38.24 0.00 -0.40
TPX 24.55 24.84 24.40 24.83 24.40 0.29 0.28
TSN 18.21 18.47 18.09 18.35 18.15 0.26 0.14
UIS 8.95 9.10 8.93 9.03 9.22 0.15 0.08
WLP 80.98 81.18 80.44 80.69 79.00 0.20 -0.29
WMI 35.20 35.35 34.80 34.93 38.31 0.15 -0.27
XEL 24.04 24.13 23.96 23.99 24.12 0.09 -0.05
XLU 38.11 38.14 37.90 37.90 37.64 0.03 -0.21
2319.57 14.61 -15.12

[/Trading/Darvas/D200702] permanent link

Trading Site of the Day -- Smart Options Report: Smart Financial 'Options' For The Savvy
Investor

I don't actually subscribe to the Smart Options eReport, but I've landed on serveral of the articles of the web site through searches. The articles I've looked at have been informative and meaningful, and without marketing hyperbole.

One of the recent articles I landed on had to do with Limit Orders and Options. The information regarding Limit Orders is not only applicable to options but is also very applicable when dealing with equities. They talk about going 'inside' the spread to gain good entries and exits. Limits also prevent one from getting shafted from the market makers who attempt to gain every penny possible, so you should as a result try for every penny possible as well. Limit Orders will also offer protection during fast moving markets, they can help prevent the emotional 'gotta get in at all costs' mistake.

Another article, this one from the middle of last year, deals with Option Spread Trading. This one is a good introduction to spreads, and uses bull and bear spreads as examples. With a bear spread, you buy a put in the expectation that the price of an equity will go down. You also sell a put at a lower strike price. By selling a put, the price you get for selling the put offsets part of the premium you paid to buy the higher put. Read the article in its entirety to get a good feel for how the whole mechanics of the trade work.

[/Trading/SiteOfTheDay/D200702] permanent link

2007 Feb 12 - Mon

Darvas Selections for 2007/02/12

Here are the selections for Monday. These lists have the Darvas stop calculated in the second column.

Start: 2007-01-09
High: 2007-02-05
EOD: 2007-02-09

Symbol Stop

ACN 37.98
AEP 45.23
AET 42.99
AMP 59.35
ANAD 11.40
ATHR 24.84
BIG 26.34
CAR 26.76
CEN 30.38
CIT 58.63
CMS 17.42
CRM 44.32
CROX 57.32
CX 36.37
D 86.36
DE 100.95
DO 85.14
ETN 78.23
ETR 96.32
FE 62.30
FRX 56.54
GGB 17.74
GMST 4.14
GT 25.33
HCP 41.43
HLT 37.31
HLTH 14.52
HRS 51.69
IACI 39.48
KEY 38.97
KR 25.99
LEA 40.60
MAT 26.13
MIR 34.61
MLS 26.30
MNST 51.39
MRVC 4.19
NOC 73.57
NTY 52.32
PCAR 69.72
RAD 6.24
RRI 15.89
RTN 53.22
SCUR 8.84
SHLD 176.50
SID 35.80
SPG 121.24
SSTI 5.28
STP 38.24
SUNW 6.25
TPX 24.40
TRI 48.27
TSN 18.15
TYC 32.32
UIS 9.22
WLP 79.00
XEL 24.12
XLI 35.96
XLU 37.64
XRX 17.30

Start: 2007-01-09
High: 2007-02-06
EOD: 2007-02-09

Symbol Stop

AA 32.29
ABB 18.62
ACF 25.60
AEP 45.23
AFL 48.71
AMP 59.35
ANAD 11.40
ARO 37.06
AVP 38.64
BEN 121.77
BMC 35.41
CCK 22.33
CECO 28.13
CHINA 10.63
CHKP 24.43
CIT 58.63
CMS 17.42
CRM 44.32
CROX 57.32
DE 100.95
EEM 116.50
EFA 74.51
FHN 44.05
FRX 56.54
GGB 17.74
GGP 65.07
GNW 36.61
HLT 37.31
HLTH 14.52
HRS 51.69
HYSL 42.44
ITW 50.29
KEY 38.97
LEA 40.60
LEH 84.13
MAT 26.13
MET 62.87
MIR 34.61
MLS 26.30
MOGN 21.62
MRVC 4.19
MTG 67.45
NOC 73.57
NTRS 58.66
NUAN 12.72
NVL 32.56
NYT 25.42
RDN 62.50
SID 35.80
SNE 48.01
SNV 32.10
SPG 121.24
SSTI 5.28
STP 38.24
TPX 24.40
TSN 18.15
UIS 9.22
WLP 79.00
WMI 38.31
XEL 24.12
XLU 37.64

[/Trading/Darvas/D200702] permanent link

Trading Site of the Day -- Financial Sense: Uncommon News & Views for the Wise Investor

Ok, I just realized the irony of my selection, I have a bias towards trading rather than investing. Be that as it may, I have listed an investor's site for my Trading Site of the Day: Financial Sense.

Many other sites that I've come across are mostly rehashes of the daily news. This one is different. Figuratively speaking, this one takes one step back, two steps to the side, and three rungs up a ladder to take a completely different look at our world. Some articles are definitely left leaning in their views. But that certainly forces one to think about just what is our reality. You hear about names in the news and what they are doing. But what drives these 'names'? Financial Sense offers up another perspective.

I've only come across the site today, but it looks like it brings together a wealth of views and commentary on a daily basis. It is also an excellent starting point for searching out related commentaries on the web.

Now if they could turn some of their headlines into RSS feeds, I'd be sure to visit it regularily.

[/Trading/SiteOfTheDay/D200702] permanent link

2007 Feb 11 - Sun

Genetic Programming and Volatility

SmartQuant QuantDeveloper provides a number of mechanisms for optimizing the parameters of an automated strategy. Some of the mechanisms built-in include brute-force, simulated annealing, and if you know how to use it, some routines for neural network capability.

There are other ways for handling the optimization of strategies. At the risk of over optimization, which I've personally encountered, Genetic Programming offers another mechanism for optimization.

Actually, Genetic Programming is a mechanism for finding a workable strategy. By defining a bunch of basic constructs for use by Genetic Programming (GP) module, a GP tool can search out _and_ optimize a strategy.

The best source of information available to me for coming up with an implemenation was John R. Koza's 1992 book called Genetic Programming: On the Programming of Computers by Means of Natural Selection. The first six chapters are the most relevant to developing a GP engine. The remaining chapters offer up well thought out examples, and do go into more advanced processes available.

My current implementation currently has a couple of population replication bugs in it. Once I've eliminated them, I'll post a skeleton solution that can be used within a QuantDeveloper environment for solution finding.

The reason for this post, however, is to record a link to a paper at Olsen & Associates called Genetic Programming with Syntactic Restrictions applied to Financial Volatility Forecasting. Once I have the bugs worked out of my GP implementation, I think I'll review the details of this paper and see if there are any additional enhancments I can make for improving the efficiency/capability of it's selection/refinement mechanisms.

Members of that organization have written book called "An Introduction to High Frequency Finance" by Dacorogna, Gencay, Muller, Olsen and Pictet. A stand out section of that book, among others is a chapter devoted to Adaptive Data Cleaning. As High Frequency Finance is fast and furious, one needs fast algorithms to keep up with the flows. The techniques presented help to clean the data.

The book is math heavy, but a welcome addition for information as to how researchers and practitioners in the field deal with high frequency data.

It has taken me a while to realize only a few of the intracacies of volatility. Volatility is not a good thing. Volatility is a trader's best friend... sometimes. A trader has to understand volatility in order understand how profits are realized. Volatility is a measure of how a trading instrument's price changes. It is on the price changes where a trader makes his money... whether the price goes up, down or sideways.

Bollinger's claim to fame is that he uses volatility, which, for his methods, is measured by the standard deviation, to create opportunities for trading intra-day as well as inter-day. The whole world of Options is based upon volatility measurements and predictions.

With High Frequency data, volatility needs to be computed quickly and efficiently. On Olsen's site, there are a number of other papers that may be of value in reading. I havn't read them through, but am including them here for future reference:

As part of my random walk through web links, I came across an article called Statistical Modelling of Financial Time Series: An Introduction from the Norwegian Computing Center. From their abstract that provides some background in statistics and volatility calcuations:

This note is intended as a summary of a one-day course in quantitative analysis of financial time series. It offers a guide to analysing and modelling financial time series using statistical methods, and is intended for researchers and practitioners in the finance industry.

[/Trading/AutomatedTrading] permanent link

Non Linear Trading

Many, many years ago, when first looking into investing, the books I read were mostly about buying stocks for the long haul based upon a review of the underlying fundamentals.

However, I'd classify myself as a trader as I don't really look at fundamentals, but look at what happens on a daily basis. My preference is to day trade, that is, get in at the beginning of the day, and get out at the end of the day. I like to get out at the end of the day because I've noticed the instruments that I trade tend to gap up or down on opening. That can be nerve-wracking. I havn't studied Single Stock Futures enough to use them to minimize the opening gap risk.

I've analyzed markets through various technical analysis methods such as moving averages, stochastics, trend-lines, linear regressions, and other interesting analytical mechanisms. The randomness of the markets are such that you can't rely on these only. Indicators and visual charts work together to set an appropriate entry and exit points. Some of these are hard for a computer automated solution to perform. Well, I've realized I need to finesses some of these algorithms to only get in to position a few times a day and ignore a lot of the noise that exists.

But I've wanted to trade the noise as well, also known as the ranging randomness. A bunch of tools come into play on this. And this is where Market Makers make their bread and butter.

I've been looking at ways to play the markets without really caring if the markets are ranging or trending. Two references have come to light over the last couple days of my research that help to refine my thoughts.

The first is an article called "Applying Pit-Trading Techniques to Electronic Trading" in the November 2005 issue of Technical Analysis of Stocks & Commodities. The article describes the art of playing the spread. The author, Clem Chambers, claims that "the market pays for liquidity". Liquidity is supplied through limit orders. By supplying short and long limit orders, one can play the spread. He also says that "if the market is wilder than you like, invent your own spread and trade outside the market's spread". This is something I'm going to try.

To reinforce and flesh out these ideas, I saw a discussion on Elite Trader where they discussed a form of this strategy. The remainder of this article assembles excerpts from the thread. If some one else can provide good references on the web for formalizing these strategies, please let me know. There are many good raw ideas in there--I have to work thorugh them and pull out the good ones.

My trading is kind of high frequency in the futures with either a profit fill order or an new entry order every 1 point level in the es sp mini. No mater what price is doing in the es at each 1 point level I have short and long orders pending---------buy to covers, sell to covers, new long orders, or new short orders. As price moves up and down on a daily basis my ratio between my short and long positions constantly changes.
If we have a day like yesterday then my long side positions are depleting and my short side positions are accumulating---------I started yesterday at about 72% to 28% longs to shorts and at the close I was sitting about 81% to 19% shorts to longs.
As priced moved about during the day I made profits mainly from the long side, but I also had numerous short trade 1 point profit fills anytime price moved lower. Every 1 point of emini movement which ever direction is giving me a profit and also at the same time an accumulation to one side of my position or the other. Thursday was an extremely high frequency trading day and I had more r/t's that day then any other for this system that I use-------several hundred r/t's in one day is high frequency enough for me.

That was suppose to be 72%/28% shorts to longs prior to the Thursday news selloff-----then at the end of Thursday I was at 81%/19% shorts to longs. At the lows of Thursday I was at one point sitting around 58%/42% shorts to longs with the big spike down. How this all played out Thursday would take a long time to explain as I had short side position buy-to-covers down every point to 1180 and new long buy orders down to 1190 sitting for the overnight session. Once the price started tearing down I was clicking off orders like a madman-----fortunately I use xtrader which was rock solid all through the price movement.

I trade this way for the ability to be neutral day after day and not having a "need" for the market to go one way or the other to be profitable. You do need multiple accounts that are cross-margined and starting this type of system is the crucial part. If you start this system correctly you will have your cost basis of the longs and shorts spreading farther and farther apart, to a point where the two sides cost basis are outside of the boundaries of the daily trading range. This creates the perfect situation as big trend days or multiple trend days do not hurt you in any way.
The repetitive and continuous 1 point profits on both the long and short side all through out the day are the profit accumulation strength of this way of trading. Yes range or choppy days are really good for this as both sides of the trade end the day with nice gains and a further spread of the sides cost basis.
I will try to take advantage of extreme moves like Thursday to let the shorts run a bit as they did below the 1180 level and my longs only had accumulation orders down to 1190. When price was moving back up after the 1170 lows, I put the needed longs that did not get added in at 1176 to 1180. 1171 to 1189 was missed for the longs since I did not have standing orders to accumulate below 1190. I never have standing long orders on for more then about 8 to 10 points below the current price levels incase some news event hits. Thursday I had to add 19 price levels of long orders and this did not happen until the 1176 to 1180 levels as I wanted to know what exactly had caused the big sell off. The short side was covered for the ones that did not have standing buy-to-cover orders between 1172 and 1175, so that came out about the same as if I had just had standing buy orders all the way from 1179 down to 1171.
There was a few good whipsaws in there during the sell off and recovery that had some good profit hits so Thursday turned out very profitable. I think I wore my mouse out that day with all the frantic order clicking.
If price levels are trading down at the lows of my plotted fib levels, like around 1130 then I would be at 35% to 65% shorts to longs. In this case I would have stops in place for my long positions at all time for any news related events. The short side in this case would have buy back orders down to the long stop level and then the rest would be able to free fall if the news was very bad. I also do not leave all these longs on for the overnight session when at the lower fib levels {I go to 40/60 or better at the end of every day session}. I want to be properly hedged day after day so these type of rules must be followed to protect all of the accounts capital.
I do have one other system that I trade during the day which is much easier to trade then my ratio trading and this system can run with the intra-day trends. This is a linear regression line based system that also trades in both directions at times until strong trends are established. If we have big trend days like Thursday and Friday up moves then I can take advantage of this in a separate system.

I have separate short and long accounts for my ratio trading that are cross-margined and separate short and long accounts for my linear regression line intraday trading that are cross-margined. At times I may move funds between the ratio trading accounts at the end of a week to keep the account balances in line with a formula I use depending on what the current ratio is on that day. This is almost like having two commingled hyperactive swing trades on in both directions at the same time----------- just their position size adjusts over time in relation to the markets price movement. Swing trades have fairly static cost basis though and my system has a very active movement of each sides cost basis as each week goes by.
How many systems can have a 100% profit rate per trade, week after week for all closed out positions? This is the only way I have concluded to get an end of year profit factor or per trade rate that is very very high.

Re last paragraph. Try to give consideration to using the way you determine to change the cost basis over time as a strategy that could be applied to modifying orders for the purpose of reversing holds on non closed out positions. Say for example you decide to close out; then you could in the appropriate account "affect" a reversal instead of a "close out". I feel that this is, in effect, a way to keep your stratey decision making the same and at the same time continue to be in the market instead of sideling that capital until you later rotate it back nto the balancing process that you do. It is the difference between considering profits per trade and profits per available capital.
You do not fix things that are not busted. Terrific. There is still the aditional element of sidelined capital that you have.
I really recognize how you do keep a lot of capital working and chunck off steady profits as the directional nature permits. I do see you feeding that "taken profit" and subsequently reapplying it. My suggestion is to do a "pseudo reversal" across accounts and utilize the exit decision as a more powerfully leveraged decision (twice the financial power).

First off, the system does not need to do anything special on trend days and that is very important or this system would have a big weakness in my opinion. If you have a big price swing like Thursday then sure I will try to take advantage off this, but I do not need to for robustness of returns.
What I was looking for when I started to develop this ratio non-linear trading method was three primary points.

I wanted to have a system that could return 3% a month or more on the account balance.
I wanted to not "need" the market to go any particular direction on a daily basis.
I wanted a method that would benefit from growing position size and not be hindered by this.
I did not want the system to degrade in performance from an increase in position sizing.

Running the short and long cost basis away from the current actual trading range is a function of the way I trade all the intraday constant up and down 1 point profits that continually accumulate----------you would have to watch me for 30 minutes to see what I am talking about, then it would make perfect sense.

Quote from tradingbug:
I am currently working on an ES system that does a simliar thing. I look on the daily timeframe to find what would probably be the most likely outcome for the day. Then I use the 30 minute timeframe to determine which way I should take my position trade and scalps. Then I look at the 5 minute and buy pullbacks within my overall position trade to scalp within my position. The key thing is determining when to switch ones position trade direction. You have to get callibrated to the volume of the 30 min and 5 min timeframe along with an absolute indicator.
I think its best to look at the big picture and try to firgure out how the small timeframe influences the longer timeframe.

Your ratio of fractal durations (30/5) is good (B+); for the same purposes, try using the 15 and 2 for a ratio of (15/2).. This will shift your timing ahead. What I mean it that you will make the same set of decisions but they will be made sooner than before.
There are three threads here now: this one; the clininical hypnothreapy one (crying..etc) and the trends stuff that collectively show how persons who are able to entertain with a depth of understanding and can get past being "too smart" and really be able to consider how one "grows" to be able to, optimally, take out of the market what is being offered by the market.
The salient ingredients involve:

Knowing concurrent independant trades are required; the trades must be able to run independantly of each other so no netting of positions is taking place.
All measures of performance are focused upon return of total leveraged capital being in the market at all times (Thus, edge trading is passe and not a possibility for makng money).
The mind and its growth, maintenance and repair is a 24/7 obligation based upon the fact that there is no alternative. Your subconscious mind works all the time and, particularly, when you sleep. Its function is to "organize" your immediate past EXPERIENCE into the subconscious belief system your life has given you. Imagine going from "edge trading" to continuous seamless trading where coordinated independant accounts continuously extract money as price change occurs.
Knowing that all sensory inputs are continually paired with the emotions (and the biochemical generation of what "greases" the facile operation of the mind and/or blocks you from thinking about that which endangers you).

Today both my short and long side made booked profits, but what was todays direction------ a little down, some sideways, a nice move up, a little down. My system picks the direction of the market on a macro basis by the ratio----------the higher the daily price levels the more the short side is accumulating positions and just the opposite when the market moves downward. Of course I look at these ratio's in relation to where I have my daily chart fib levels plotted.
On strong intraday trends I am playing one side heavier then the other side based on the indicators I use. At the end of each day though, if I have played the long side real heavy intraday, I must make sure my ratio is in line just prior to the cash session close. For instance, yesterday I had to close out extra longs to be at my proper ratio right at the end of the day. Actually there has been numerous days in the past several weeks where I have had to close out extra positions because of very strong trends running to the finish of the day.
There is several different techniques that I use to move both sides cost basis away from the current trading range-------- but the primary event that moves the cost basis up for the shorts and down for the longs is the way I trade all the constant intraday up/down 1 point profit covers---------some of this is done with the play of position size at these levels and some of it has to do with what gets covered when---------but 1 point of profit is the minimum I take per trade when handling the intraday repetitive trades.
See the "direction" of the day is not always clearly defined or what is the primary means to collecting profits day after day. Daily direction is at times the wrong focus or the wrongly weighted focus for a trade system--------- again I have to comeback to the power of the repetitive and constant intraday price movement within each candlestick and within each intraday trend.
I really do not know of specific references for this method, it is just what I have gravitated too from frustration with the limitations of linear based trading----------getting into a trade with a target and a stop, then "needing" the market to go a specific direction to claim profits for that individual trade. Apparently this is what some traders call non-linear trading, so maybe under NON-LINEAR in google there is some additional ideas for this--------not sure though?

It is wonderful to see someone using an unconventional method successfully - especially on these boards. This technique itself has been around for a while though. The following was written more than a hundred years ago (around 1895) by Charles Dow (founder, Wall Street Journal).
"Catching the Fluctuations- During a "Traders' market:, or a market without any pronounced trend one way or the other, any active stock will move over certain points dozens of times. The plan is to place a net that will catch these daily fluctuations. Buy 100 shares of, say, St. Paul, at the market price, and 100 more every half point up or down, but don't hold more than a 100 at a time at the same figure, and don't accumulate more than 600 shares altogether. Treat every purchase as a separate transaction, and whenever a profit of one point net is shown , sell that 100 shares, buying back on a one point reaction, When a purchase and sale are both indicated at the same figure, do nothing - simply hold that 100 shares, but for convenience assume that 100 has been sold and 100 bought. If St. Paul should keep on going up without a reaction, you would thus always be long 200 shares. Don't get frightened because of a temporary downward tendency. The fluctuations are what bring you profit. Great care must, of course, be taken not to work this system on the bull side if the general trend is downward, or on the bear side if the trend is upward."
Several variations of the above general method are being used in the ES market. An Exchange member of CME I met last year was using a very similar method and doing as much as 8K to 10K roundturns per day. He, though, viewed his method as an attempt to 'make the spread'.

See the "direction" of the day is not always clearly defined or what is the primary means to collecting profits day after day. Daily direction is at times the wrong focus or the wrongly weighted focus for a trade system--------- again I have to comeback to the power of the repetitive and constant intraday price movement within each candlestick and within each intraday trend.

Very interesting comment here. I have found that when my position trading bias changes, it can change into either a reversal OR congestion. If its a reversal, the position trade works out great and I continue to scalp in the direction of the reversal. If its congestion, then I can scalp a little in my position biased direction and the day will still end up a little positive as I am essentially buying down and exiting when a more favorable swing comes in. More often than not I can wait in a lateral trend to exit my position trade at a minor loss.
After congestion comes a BO and then the whole process above starts again.

A net position {if you picked the right direction that day----IF!} will rarely on a daily basis beat a system that literally profits from almost every single gyration of price movement during that day. There is more potential POINTS of profit stored in every single candlestick and every little fluctuation of price movement then there is in most trends from beginning to end during the day. Price moves so erratic through out the day that every little fluctuation has the potential for profits and the only way I have found to take advantage of this, is to be in both sides of the market at all times.
I pull off any extra contracts that I played intraday just prior to the close to be within a formula of the ratio I need to be at for the current price level at that decision time. So yes it is a formula that I use to get my overnight position set properly for the ratio at the current price level when the market closes.

Several years and bigger then what you have listed. Started this with a 70,000 account with bigger spacing between the levels I would play. Over time I am now playing every es point in both directions just at different ratios.
As of right now both sides of the system made some very good booked profits today-----------the short side made some money the first part of the day, then the long side did very well up to the close. Now the short side is profiting again with the earnings news.
To safely start this trade from scratch, I would say that a 100K account could trade every 4 points of es movement. Over time and with the account size increasing you then move to 3 point levels, 2 point levels, etc. The turning on and the start point for this method are critical for immediate success.

I hit 100% to 0% shorts to longs for a period of time in the overnight for my ratio trade----------the china currency news run-up finally touched the price level for this to occur. I may hold off adding any longs until the es penetrates 1135 with the lack of clear news out of GB.

When at the bottom of what I have projected of the current range for my ratio I would be 35 to 65 short to long-------- I never go below this and then I keep a stop for the long side all the time when I have 40% or more longs for news spikes. When at the lower levels of my price range when the longs are heavier, I will close everything down just before the close on Fridays at 50 to 50. Sunday night I will rebalance everything back to the proper ratio once the market reopens.
Where you start this trade from {price level} is very important and yes one side goes into the negative on the very first day if that was a heavy trend day. This trade is best started where the 50 to 50 price level is {right now I have 1160 to 1170 as the range for where my 50/50 is located}. As every little up and down movement of the es is making 1 point profits then the two sides cost basis are adjusting away from the current trading price-----------this is very powerful as the 1 point accumulations are racking up minute by minute. When you start trading for 1 point from .25 to .25, and .50 to .50, and .75 to .75, and .00 to .00 on both the short and long side at the same time the profit accumulation affect is very fast.
You can't start this trade with a small account size in the beginning-----------the minimum would be a 70,000 account and then the spread between levels traded would have to be wide in the beginning weeks of trading.

Not necessarily----------If you were to start this trade and the market traded in a tight range or was choppy for several days then you would have the perfect situation. Your long and short side accounts would both be building up profits as the trading price stayed in lets say a 12 point range over these start up days. Yes at any moment there will be one side of the trade with positions in the negative, but you are hedged by the other side--------------so the rapid and repetitive profit hits are outpacing the amount of loss from the side that is "technically" negative {not a realized negative}.
To focus on the side that is negative will mask your ability to comprehend the amount of realized profits from all the 1 point accumulations. This is the aspect of ratio trading which is difficult to "see" unless you watch this realtime. I will give you a better example later----------------have to go meet friends now.

My company developed a high-efficiency market depth processor for stock/index arbitrage. We deploy it for interlisted arbitrasge trading - by human traders and machines. Basically, it is high-frequency scalping. We developed it (as a part of our trading system) because market data providers fail to delivery necessary quality of market depth we need, especially for Island and Arca ECNs (we tried Reuters, eSignal, Realtick, etc - all they suck). Anyway, our market depth processor has latency less than 1/10 of milisecond and it runs on a cheap single-CPU PC with throughput up to 100,000 messages a second. For example, currently for all Island stocks CPU load is less than 3%. Processing includes parsing direct feed, sorting of depth (with optional aggregating) and sending it into a network for distribution. In terms of money we have traders who quite often are making 5K a day because of the superior speed of the solution. Machines are making 7-10K daily. To summarise : without high-quality data (what implies minimum latency) high-frequency trading is impossible

To my knowledge, reference to high frequency *analytics* is mostly of interest to academics and researchers, who can now study market microstructure matters on a tick-by-tick scale, which result in new implications for risk management, dynamic hedging, agents behavior, etc.
High frequency *trading*, however, is mostly of interest to hedge funds and banks which separate their operations between low frequency ones and high frequency ones. Low frequency usually implies heavier/deeper analytics. The edge is in the numbers, not in the trading. High frequency implies more simple analytics, but the timing and the volume are crucial. They rely more on market microstructure than on acurate solving of PDEs. Yet it does not mean easier to execute. The arbs are risky because you can get stuck on only one leg, and information can turn against you within a second. Unclosed arbs are your loss.
High frequency trades can go from statistical arbs (most commonly heard), to volatility frequency trades/price mean reversals. Most simple arbs, like mergers, correlation triangle arbs, and such, are executed at high frequency because they go vapor quickly.
There would be many other examples I cant think of at the moment. But that should give a good picture. To my belief, HF vs. LF is not about how many trades you shoot per day, but what your strategy is about. HF has been there for a long time. But it's only recently, because of the required skills that distinguish them from low frequency/deeper analytics trades, that a separation has been made. Mostly in hedge funds.

Of course information risk exists!
Information risk is why trading is "expensive". Homogeneous information explains liquidity, and heterogeneous information explains market frictions and trading gridlocks. The more heterogeneous the information is, the highest the informational cost of a trade will be. This informational cost is translated into the bid/ask spread. This is the basis of market microstructure information models.
This is why most of day traders who think they can make money with "trends" get screwed. While they think their trades only cost them broker commissions, they are actually affected by a much higher cost: that of superior information.
Using limit orders on markets does not avoid you the cost of the bid/ask spread. Bid and ask quotes are values conditional to trades based on the information structure of the market. Placing a limit order will only get you hit by traders potentially having superior information, and leave you screwed with losses.
In terms of informational value, technical trading models are not far higher than placing blind trades at random on a market on which vultures with accurate insider information or arbitrage models are waiting for their lunch.

For 11 months. As we are acquiring experience we are adding different trading models. But foundation remains the same - low latency of data feeds and fast orders execution.

Please be reasonable. Our approach does not tolerate the risk of this magnitude. It is an arbitrage - the system takes position for a period of fraction of second and tries to unwind it in another market as soon as we got a fil or partial filll. If it fails to unwind it for profit for a reasonable period (usually 5 seconds), a stop order is issued. As a result losses are pretty limited. So as you can see for our model speed is everything. That is why we process market data in-house because other solution fail to meet necessary latency requirements.

"My trading is kind of high frequency in the futures with either a profit fill order or an new entry order every 1 point level in the es sp mini. No mater what price is doing in the es at each 1 point level I have short and long orders pending---------buy to covers, sell to covers, new long orders, or new short orders. As price moves up and down on a daily basis my ratio between my short and long positions constantly changes........"
Macro - are you still trading this? As best I understand your method of trading, it seems to be a short volatility (mean reversion/option selling, etc) type of strategy with a martingale element embedded into it. What do you do with the accumulating unrealized losers? It seems like in a period of prolonged trending (accentuated by large directional moves), you can easily blow up (or build substantial loses). I simulated your approach (from what I could gather) and it did poorly in the late 90s and during the Bear market of 2000-2002 (as expected). You must have some other signal you are relying on - pure position sizing won't give you a true edge. Like with any martingale strategy, the drawdowns could be huge and provided no artificial limits are hit (forcing liquidation) the capital requirements needed to withstand the drawdown make the resulting returns unattractive. In terms of the mean reversion element, you can probably do better by avoiding the costs associated with frequent trading (i.e. average down less frequently). I don't mean to be critical of your strategy, just trying to understand it (and sharing my concerns in the process). Thanks for posting.

[/Trading/AutomatedTrading] permanent link

Trading Site of the Day -- The Big Picture: A Macro Perspective

The Big Picture looks at the macro perspective on the captital markets, economy, geopolitics, technology, and digitial media. A little bit of everything.

This site looks to be actively maitained. There are articles covering many interesting aspects of the markets, with regular diversions to off-topics like Jazz or classified ad spam.

There is a significant BlogRoll, so if you are looking for a jumping off point to other locations, this might be a good place to start.

[/Trading/SiteOfTheDay/D200702] permanent link

2007 Feb 10 - Sat

Darvas Results at EOD 2007/02/09

In comparison, the Dow Jones Industrial Index opened at 12638, had a high of 12675, had a low of 12545, and closed down at 12580.

If Low is green, then it stayed above the stop level. If Close is green, the symbol closed up for the day.

Start: 2007-01-08
High: 2007-02-02
EOD: 2007-02-08

Symbol Open High Low Close Stop O->H O->C

ABB 18.52 18.71 18.48 18.54 18.62 0.19 0.02
ACN 38.84 38.93 38.48 38.79 37.98 0.09 -0.05
ADCT 17.11 17.15 16.65 16.80 16.65 0.04 -0.31
AEP 45.33 46.03 45.23 45.45 45.23 0.70 0.12
AMP 61.12 61.73 59.47 60.10 59.35 0.61 -1.02
ANF 83.22 83.22 80.69 81.19 82.81 0.00 -2.03
ARBA 9.81 10.00 9.41 9.48 9.42 0.19 -0.33
AVP 38.05 39.72 38.00 39.06 36.89 1.67 1.01
BC 33.85 34.05 33.18 33.23 30.49 0.20 -0.62
BNI 79.69 79.82 78.77 79.13 75.70 0.13 -0.56
BUD 50.18 50.37 49.97 50.05 50.65 0.19 -0.13
CA 26.96 27.00 26.46 26.69 25.77 0.04 -0.27
CAR 26.50 26.75 26.41 26.73 26.76 0.25 0.23
CEM 11.64 11.75 11.54 11.67 11.78 0.11 0.03
CEN 30.22 30.76 30.22 30.51 30.38 0.54 0.29
CGV 40.45 40.82 40.32 40.82 39.99 0.37 0.37
CHKP 24.79 24.92 24.37 24.38 24.43 0.13 -0.41
CIT 59.90 60.34 58.26 59.00 58.63 0.44 -0.90
CMS 17.69 17.74 17.34 17.52 17.12 0.05 -0.17
COH 47.59 47.75 46.31 46.86 47.03 0.16 -0.73
CPWR 9.08 9.22 8.97 8.97 8.88 0.14 -0.11
CRM 47.45 47.97 46.80 47.01 44.32 0.52 -0.44
CROX 56.00 56.50 53.75 54.15 57.32 0.50 -1.85
CX 36.53 36.85 35.80 35.82 36.37 0.32 -0.71
D 87.49 87.89 87.22 87.46 85.53 0.40 -0.03
DE 103.33 104.23 102.67 102.79 100.95 0.90 -0.54
DHI 28.66 28.80 27.74 28.05 29.38 0.14 -0.61
ETN 78.02 78.24 77.19 77.43 78.23 0.22 -0.59
ETR 98.40 99.00 97.75 98.12 96.32 0.60 -0.28
FRX 55.55 55.55 54.01 54.03 56.54 0.00 -1.52
GMST 4.18 4.19 4.09 4.14 3.98 0.01 -0.04
GR 50.03 50.05 49.24 49.40 48.39 0.02 -0.63
HAS 29.23 29.47 28.03 28.38 28.94 0.24 -0.85
HCR 53.47 53.59 53.12 53.30 53.08 0.12 -0.17
HLT 37.50 37.60 36.26 36.36 37.31 0.10 -1.14
HLTH 14.31 14.69 14.20 14.27 14.52 0.38 -0.04
HYSL 42.62 42.75 41.69 41.96 42.44 0.13 -0.66
IJR 68.67 68.73 67.65 68.22 68.48 0.06 -0.45
IR 42.95 43.14 42.22 42.27 43.26 0.19 -0.68
JCP 83.38 84.22 82.15 82.85 84.09 0.84 -0.53
KEY 39.17 39.39 38.83 39.05 38.97 0.22 -0.12
KR 25.95 26.24 25.65 25.88 25.99 0.29 -0.07
LEH 84.85 85.74 81.84 83.30 84.13 0.89 -1.55
LLL 87.00 87.12 85.63 86.03 83.25 0.12 -0.97
MAT 26.46 26.50 25.86 26.03 26.13 0.04 -0.43
MCO 75.00 75.25 73.66 73.71 74.82 0.25 -1.29
MET 64.10 64.44 62.89 63.32 62.87 0.34 -0.78
MIR 34.98 35.45 34.98 35.20 34.61 0.47 0.22
MNST 53.46 53.46 51.19 51.78 51.39 0.00 -1.68
NKE 103.07 104.13 103.07 103.60 100.35 1.06 0.53
NOC 74.20 74.44 73.67 74.00 73.57 0.24 -0.20
NTY 51.99 52.38 50.95 51.68 52.32 0.39 -0.31
NYB 17.32 17.32 16.66 16.76 16.94 0.00 -0.56
ONNN 9.53 9.80 9.48 9.55 9.35 0.27 0.02
PCAR 69.85 70.14 68.44 68.72 69.72 0.29 -1.13
PLCM 34.50 34.96 34.10 34.26 32.57 0.46 -0.24
PRU 92.70 92.75 90.79 91.33 91.26 0.05 -1.37
PWR 21.29 21.29 20.73 20.93 20.70 0.00 -0.36
RAD 6.26 6.28 6.02 6.15 6.24 0.02 -0.11
RCL 41.77 42.00 40.85 41.02 45.01 0.23 -0.75
RGC 22.58 22.84 22.51 22.59 22.44 0.26 0.01
RRI 15.79 15.87 15.47 15.73 15.89 0.08 -0.06
RTN 54.75 55.06 54.50 54.63 53.22 0.31 -0.12
RYL 56.18 56.18 53.93 54.27 57.30 0.00 -1.91
SCUR 9.02 9.10 8.71 8.75 8.84 0.08 -0.27
SID 35.47 35.87 34.73 34.93 35.80 0.40 -0.54
SLE 17.16 17.21 17.05 17.13 17.30 0.05 -0.03
SNV 32.68 32.77 32.41 32.49 32.10 0.09 -0.19
SPF 28.09 28.14 27.40 27.51 29.27 0.05 -0.58
SSTI 5.45 5.49 5.22 5.25 5.28 0.04 -0.20
SVU 38.12 38.40 37.71 37.88 37.74 0.28 -0.24
SWK 58.05 58.05 56.77 57.00 57.26 0.00 -1.05
T 37.49 37.72 36.83 36.90 37.22 0.23 -0.59
TIN 49.40 49.68 49.14 49.48 48.29 0.28 0.08
TSN 18.25 18.49 18.12 18.12 18.15 0.24 -0.13
TYC 31.80 31.81 31.41 31.48 32.32 0.01 -0.32
UIS 9.23 9.32 8.92 8.94 9.22 0.09 -0.29
WSM 35.07 35.18 34.50 34.65 35.65 0.11 -0.42
XLI 36.02 36.07 35.74 35.85 35.96 0.05 -0.17
XLY 39.87 39.99 39.27 39.46 39.72 0.12 -0.41
3087.16 20.34 -35.91

Start: 2007-01-08
High: 2007-02-05
EOD: 2007-02-08

Symbol Open High Low Close Stop O->H O->C

ACN 38.84 38.93 38.48 38.79 37.98 0.09 -0.05
AEP 45.33 46.03 45.23 45.45 45.23 0.70 0.12
AET 43.38 43.45 42.10 42.57 42.99 0.07 -0.81
AMP 61.12 61.73 59.47 60.10 59.35 0.61 -1.02
ANAD 11.93 11.93 11.10 11.13 11.40 0.00 -0.80
ATHR 25.90 26.71 25.87 26.30 24.84 0.81 0.40
BIG 27.42 27.48 26.05 26.37 26.34 0.06 -1.05
CAR 26.50 26.75 26.41 26.73 26.76 0.25 0.23
CEN 30.22 30.76 30.22 30.51 30.38 0.54 0.29
CIT 59.90 60.34 58.26 59.00 58.63 0.44 -0.90
CMS 17.69 17.74 17.34 17.52 17.12 0.05 -0.17
CRM 47.45 47.97 46.80 47.01 44.32 0.52 -0.44
CROX 56.00 56.50 53.75 54.15 57.32 0.50 -1.85
CX 36.53 36.85 35.80 35.82 36.37 0.32 -0.71
D 87.49 87.89 87.22 87.46 85.53 0.40 -0.03
DE 103.33 104.23 102.67 102.79 100.95 0.90 -0.54
DO 86.95 86.95 84.25 85.28 85.14 0.00 -1.67
ETN 78.02 78.24 77.19 77.43 78.23 0.22 -0.59
ETR 98.40 99.00 97.75 98.12 96.32 0.60 -0.28
FE 63.62 64.35 63.00 63.15 62.90 0.73 -0.47
FRX 55.55 55.55 54.01 54.03 56.54 0.00 -1.52
GGB 17.45 17.46 17.14 17.34 17.97 0.01 -0.11
GMST 4.18 4.19 4.09 4.14 3.98 0.01 -0.04
GT 25.70 25.85 25.05 25.11 25.33 0.15 -0.59
HCP 41.50 41.50 40.11 40.90 41.43 0.00 -0.60
HLT 37.50 37.60 36.26 36.36 37.31 0.10 -1.14
HLTH 14.31 14.69 14.20 14.27 14.52 0.38 -0.04
HRS 52.58 52.86 52.37 52.76 51.50 0.28 0.18
IACI 39.98 39.99 39.40 39.62 39.48 0.01 -0.36
KEY 39.17 39.39 38.83 39.05 38.97 0.22 -0.12
KR 25.95 26.24 25.65 25.88 25.99 0.29 -0.07
LEA 37.85 39.70 37.68 39.39 40.60 1.85 1.54
MAT 26.46 26.50 25.86 26.03 26.13 0.04 -0.43
MEL 44.45 45.00 44.12 44.25 44.36 0.55 -0.20
MIR 34.98 35.45 34.98 35.20 34.61 0.47 0.22
MLS 26.20 26.51 26.10 26.20 26.30 0.31 0.00
MNST 53.46 53.46 51.19 51.78 51.39 0.00 -1.68
MRVC 4.50 4.50 4.20 4.22 4.19 0.00 -0.28
NOC 74.20 74.44 73.67 74.00 73.57 0.24 -0.20
NTY 51.99 52.38 50.95 51.68 52.32 0.39 -0.31
PCAR 69.85 70.14 68.44 68.72 69.72 0.29 -1.13
RAD 6.26 6.28 6.02 6.15 6.24 0.02 -0.11
RRI 15.79 15.87 15.47 15.73 15.89 0.08 -0.06
RTN 54.75 55.06 54.50 54.63 53.22 0.31 -0.12
SCUR 9.02 9.10 8.71 8.75 8.84 0.08 -0.27
SHLD 185.06 187.27 180.10 181.47 176.50 2.21 -3.59
SID 35.47 35.87 34.73 34.93 35.80 0.40 -0.54
SPG 121.25 121.62 115.61 118.22 121.24 0.37 -3.03
SSTI 5.45 5.49 5.22 5.25 5.28 0.04 -0.20
STP 37.40 37.75 36.76 37.09 38.24 0.35 -0.31
SUNW 6.61 6.67 6.44 6.48 6.25 0.06 -0.13
TPX 25.01 25.04 24.29 24.57 24.40 0.03 -0.44
TRI 49.68 49.70 49.47 49.60 48.27 0.02 -0.08
TSN 18.25 18.49 18.12 18.12 18.15 0.24 -0.13
TYC 31.80 31.81 31.41 31.48 32.32 0.01 -0.32
UIS 9.23 9.32 8.92 8.94 9.22 0.09 -0.29
WLP 81.59 81.85 80.57 80.68 79.05 0.26 -0.91
XEL 24.22 24.26 23.90 24.00 24.12 0.04 -0.22
XLI 36.02 36.07 35.74 35.85 35.96 0.05 -0.17
XLU 37.99 38.29 37.85 38.04 37.64 0.30 0.05
XRX 17.35 17.51 17.30 17.41 17.30 0.16 0.06
2378.14 18.52 -28.03

[/Trading/Darvas/D200702] permanent link

2007 Feb 09 - Fri

Trading Site of the Day -- Meyers Analytics: Meat and Potatoes of Algorithmic Trading

Meyers Analytics isn't afraid to explain the algorithm behind the product. The man behind the web site is Dennis Meyers. He sells pre-packaged algorithms to those who want an out of the box solution.

For those who like to tinker, I think enough information is provided for one to independently implement the algorithms. If there isn't quite enough information on the web site, he refers to past articles he has written in magazines such as Stocks and Commodities as well as Active Trader.

This style of this site is defintely rare. Describing the algorithm in the package that you are selling is almost unheard of. But, there are many out there who are not programmers and want prepackaged solutions, such as what Mr. Meyers offers. My hat is off.

[/Trading/SiteOfTheDay/D200702] permanent link

Darvas Selections for 2007/02/09

Here are the selections for Friday. These lists have the Darvas stop calculated in the second column.

Start: 2007-01-08
High: 2007-02-02
EOD: 2007-02-08

Symbol Stop

ABB 18.62
ACN 37.98
ADCT 16.65
AEP 45.23
AMP 59.35
ANF 82.81
ARBA 9.42
AVP 36.89
BC 30.49
BNI 75.70
BUD 50.65
CA 25.77
CAR 26.76
CEM 11.78
CEN 30.38
CGV 39.99
CHKP 24.43
CIT 58.63
CMS 17.12
COH 47.03
CPWR 8.88
CRM 44.32
CROX 57.32
CX 36.37
D 85.53
DE 100.95
DHI 29.38
ETN 78.23
ETR 96.32
FRX 56.54
GMST 3.98
GR 48.39
HAS 28.94
HCR 53.08
HLT 37.31
HLTH 14.52
HYSL 42.44
IJR 68.48
IR 43.26
JCP 84.09
KEY 38.97
KR 25.99
LEH 84.13
LLL 83.25
MAT 26.13
MCO 74.82
MET 62.87
MIR 34.61
MNST 51.39
NKE 100.35
NOC 73.57
NTY 52.32
NYB 16.94
ONNN 9.35
PCAR 69.72
PLCM 32.57
PRU 91.26
PWR 20.70
RAD 6.24
RCL 45.01
RGC 22.44
RRI 15.89
RTN 53.22
RYL 57.30
SCUR 8.84
SID 35.80
SLE 17.30
SNV 32.10
SPF 29.27
SSTI 5.28
SVU 37.74
SWK 57.26
T 37.22
TIN 48.29
TSN 18.15
TYC 32.32
UIS 9.22
WSM 35.65
XLI 35.96
XLY 39.72

Start: 2007-01-08
High: 2007-02-05
EOD: 2007-02-08

Symbol Stop

ACN 37.98
AEP 45.23
AET 42.99
AMP 59.35
ANAD 11.40
ATHR 24.84
BIG 26.34
CAR 26.76
CEN 30.38
CIT 58.63
CMS 17.12
CRM 44.32
CROX 57.32
CX 36.37
D 85.53
DE 100.95
DO 85.14
ETN 78.23
ETR 96.32
FE 62.90
FRX 56.54
GGB 17.97
GMST 3.98
GT 25.33
HCP 41.43
HLT 37.31
HLTH 14.52
HRS 51.50
IACI 39.48
KEY 38.97
KR 25.99
LEA 40.60
MAT 26.13
MEL 44.36
MIR 34.61
MLS 26.30
MNST 51.39
MRVC 4.19
NOC 73.57
NTY 52.32
PCAR 69.72
RAD 6.24
RRI 15.89
RTN 53.22
SCUR 8.84
SHLD 176.50
SID 35.80
SPG 121.24
SSTI 5.28
STP 38.24
SUNW 6.25
TPX 24.40
TRI 48.27
TSN 18.15
TYC 32.32
UIS 9.22
WLP 79.05
XEL 24.12
XLI 35.96
XLU 37.64
XRX 17.30

[/Trading/Darvas/D200702] permanent link

SmartQuant QuantDeveloper & DataCenter Release

SmartQuant has released a revision to QuantDeveloper. DataCenter and QuantDeveloper are at the following revision levels:

DataCenter
Version 2.1.6 (22-Jan-2007) 

QuantDeveloper Enterprise Edition
Version 2.4.3 (08-Feb-2007)

[/Trading/SmartQuant/Releases] permanent link

Darvas Results at EOD 2007/02/08

In comparison, the Dow Jones Industrial Index opened at 12665, had a high of 12665, had a low of 12575, and closed down at 12637.

If Low is green, then it stayed above the stop level. If Close is green, the symbol closed up for the day.

Start: 2007-01-07
High: 2007-02-01
EOD: 2007-02-07

Symbol Open High Low Close Stop O->H O->C

AA 32.34 32.76 32.20 32.64 32.29 0.42 0.30
ACF 27.24 27.26 26.11 26.78 25.60 0.02 -0.46
ACN 38.95 39.00 38.52 38.84 37.98 0.05 -0.11
AGU 35.77 35.93 35.57 35.65 34.51 0.16 -0.12
AL 50.98 51.95 50.76 51.85 50.00 0.97 0.87
ANF 79.00 83.82 78.62 83.22 80.46 4.82 4.22
ARBA 9.22 9.75 9.11 9.71 9.42 0.53 0.49
BA 89.64 90.36 88.55 89.52 89.73 0.72 -0.12
BAX 49.80 49.88 49.51 49.78 49.98 0.08 -0.02
BC 33.81 33.98 33.61 33.76 30.49 0.17 -0.05
BMET 42.38 42.63 42.24 42.38 42.08 0.25 0.00
BNI 79.65 79.88 79.25 79.44 75.70 0.23 -0.21
CECO 29.00 29.18 28.96 29.05 28.13 0.18 0.05
CEM 11.77 11.80 11.58 11.64 11.78 0.03 -0.13
CEN 30.78 30.88 30.30 30.37 30.38 0.10 -0.41
CGV 40.02 40.45 40.02 40.45 39.99 0.43 0.43
CIT 61.00 61.02 59.88 59.89 58.63 0.02 -1.11
CPWR 9.14 9.20 9.03 9.12 8.88 0.06 -0.02
CRM 47.69 47.99 46.75 47.70 44.32 0.30 0.01
D 87.13 87.65 87.04 87.48 85.53 0.52 0.35
DE 103.51 103.51 102.19 102.90 100.95 0.00 -0.61
DHI 29.05 29.20 28.61 28.65 29.38 0.15 -0.40
DO 86.50 87.90 84.47 87.23 79.34 1.40 0.73
EFA 74.59 75.00 74.46 74.96 74.51 0.41 0.37
ETR 98.80 98.80 97.60 98.24 96.32 0.00 -0.56
FRX 55.24 55.71 53.40 55.34 56.54 0.47 0.10
GGB 17.23 17.58 17.15 17.40 17.97 0.35 0.17
GILD 72.06 72.53 71.58 72.16 71.92 0.47 0.10
HLT 37.52 37.54 37.17 37.50 37.31 0.02 -0.02
HLTH 14.39 14.80 14.19 14.67 14.02 0.41 0.28
HRB 24.45 24.63 23.95 24.52 24.26 0.18 0.07
HYSL 42.54 42.74 42.32 42.69 42.44 0.20 0.15
IJR 68.35 68.77 68.28 68.68 68.48 0.42 0.33
ITT 59.97 60.57 59.78 60.30 60.26 0.60 0.33
ITW 52.01 52.14 51.68 51.75 50.29 0.13 -0.26
JCP 83.62 83.93 82.27 83.45 84.09 0.31 -0.17
KR 26.00 26.20 25.80 25.95 25.99 0.20 -0.05
LEH 85.50 85.50 83.07 84.42 84.13 0.00 -1.08
LLL 86.84 86.97 86.21 86.82 83.25 0.13 -0.02
LYO 30.21 30.55 30.21 30.41 31.30 0.34 0.20
MAT 25.72 26.51 25.64 26.46 25.33 0.79 0.74
MCO 73.85 76.09 73.85 74.84 72.60 2.24 0.99
MET 64.35 64.38 63.63 63.78 62.87 0.03 -0.57
MNST 53.00 53.93 52.84 53.32 51.39 0.93 0.32
NIHD 74.44 75.22 73.75 75.08 73.64 0.78 0.64
OI 23.01 23.43 23.00 23.20 23.11 0.42 0.19
ONNN 9.70 9.72 9.51 9.55 9.35 0.02 -0.15
PRU 91.50 92.83 91.19 92.14 90.02 1.33 0.64
PX 63.37 63.46 62.65 62.77 63.18 0.09 -0.60
RCL 41.77 41.95 41.62 41.70 45.01 0.18 -0.07
RGC 22.66 22.93 22.20 22.58 22.44 0.27 -0.08
RYL 57.38 57.40 55.39 55.96 57.30 0.02 -1.42
SLE 17.00 17.25 16.90 17.12 17.30 0.25 0.12
SNV 32.65 32.71 32.47 32.61 32.10 0.06 -0.04
SUNW 6.60 6.69 6.53 6.59 6.25 0.09 -0.01
SVU 38.37 38.48 38.06 38.19 37.74 0.11 -0.18
SWK 58.09 58.09 57.39 57.85 57.26 0.00 -0.24
SYK 62.40 62.97 61.72 62.51 62.07 0.57 0.11
TIN 49.88 49.88 49.06 49.49 48.29 0.00 -0.39
TMX 30.70 31.31 30.54 31.27 30.93 0.61 0.57
TSN 18.12 18.30 18.00 18.25 18.15 0.18 0.13
TV 28.86 28.89 28.50 28.59 28.65 0.03 -0.27
TYC 31.85 31.90 31.60 31.80 32.32 0.05 -0.05
UBS 63.66 64.31 63.63 64.02 63.33 0.65 0.36
UIS 9.01 9.46 9.01 9.22 8.50 0.45 0.21
UNP 100.24 101.15 99.71 100.58 99.09 0.91 0.34
WPI 28.10 28.29 27.99 28.21 28.01 0.19 0.11
WSM 35.00 35.40 34.91 35.07 35.65 0.40 0.07
XLI 36.28 36.28 35.97 35.99 35.96 0.00 -0.29
XRX 17.26 17.36 17.22 17.33 17.30 0.10 0.07
2866.45 28.00 4.87

Start: 2007-01-07
High: 2007-02-02
EOD: 2007-02-07

Symbol Open High Low Close Stop O->H O->C

ABB 18.42 18.54 18.37 18.48 18.62 0.12 0.06
ACN 38.95 39.00 38.52 38.84 37.98 0.05 -0.11
ADCT 16.74 17.13 16.65 17.10 15.98 0.39 0.36
AEP 45.01 45.37 44.77 45.30 43.48 0.36 0.29
AMP 61.48 61.75 61.06 61.33 59.35 0.27 -0.15
ANF 79.00 83.82 78.62 83.22 80.46 4.82 4.22
ARBA 9.22 9.75 9.11 9.71 9.42 0.53 0.49
AVP 37.24 38.45 37.00 38.13 36.89 1.21 0.89
BC 33.81 33.98 33.61 33.76 30.49 0.17 -0.05
BNI 79.65 79.88 79.25 79.44 75.70 0.23 -0.21
BUD 50.30 50.38 50.07 50.19 50.65 0.08 -0.11
CA 26.79 27.00 26.75 26.96 25.77 0.21 0.17
CAR 27.00 27.00 26.42 26.50 26.76 0.00 -0.50
CEM 11.77 11.80 11.58 11.64 11.78 0.03 -0.13
CEN 30.78 30.88 30.30 30.37 30.38 0.10 -0.41
CGV 40.02 40.45 40.02 40.45 39.99 0.43 0.43
CHKP 24.84 24.94 24.60 24.76 24.43 0.10 -0.08
CIT 61.00 61.02 59.88 59.89 58.63 0.02 -1.11
CMS 17.55 17.71 17.55 17.67 17.12 0.16 0.12
COH 47.31 47.63 46.92 47.51 47.03 0.32 0.20
CPWR 9.14 9.20 9.03 9.12 8.88 0.06 -0.02
CRM 47.69 47.99 46.75 47.70 44.32 0.30 0.01
CROX 57.00 57.24 55.97 56.49 57.32 0.24 -0.51
CX 36.36 36.63 35.87 36.50 36.37 0.27 0.14
D 87.13 87.65 87.04 87.48 85.53 0.52 0.35
DE 103.51 103.51 102.19 102.90 100.95 0.00 -0.61
DHI 29.05 29.20 28.61 28.65 29.38 0.15 -0.40
ETN 78.35 78.36 77.38 77.82 78.23 0.01 -0.53
ETR 98.80 98.80 97.60 98.24 96.32 0.00 -0.56
FRX 55.24 55.71 53.40 55.34 56.54 0.47 0.10
GMST 4.14 4.16 4.11 4.15 3.98 0.02 0.01
GR 50.10 50.30 49.51 49.91 48.39 0.20 -0.19
HAS 28.95 29.26 28.73 29.12 27.91 0.31 0.17
HCR 53.10 53.54 53.00 53.39 53.08 0.44 0.29
HLT 37.52 37.54 37.17 37.50 37.31 0.02 -0.02
HLTH 14.39 14.80 14.19 14.67 14.02 0.41 0.28
HYSL 42.54 42.74 42.32 42.69 42.44 0.20 0.15
IJR 68.35 68.77 68.28 68.68 68.48 0.42 0.33
IR 43.64 43.64 42.92 43.05 43.26 0.00 -0.59
JCP 83.62 83.93 82.27 83.45 84.09 0.31 -0.17
KEY 39.23 39.37 38.96 39.31 38.97 0.14 0.08
KR 26.00 26.20 25.80 25.95 25.99 0.20 -0.05
LEH 85.50 85.50 83.07 84.42 84.13 0.00 -1.08
LLL 86.84 86.97 86.21 86.82 83.25 0.13 -0.02
MAT 25.72 26.51 25.64 26.46 25.33 0.79 0.74
MCO 73.85 76.09 73.85 74.84 72.60 2.24 0.99
MET 64.35 64.38 63.63 63.78 62.87 0.03 -0.57
MIR 34.83 34.99 34.51 34.98 34.61 0.16 0.15
MNST 53.00 53.93 52.84 53.32 51.39 0.93 0.32
NKE 102.70 103.70 102.24 103.39 100.35 1.00 0.69
NOC 73.64 74.55 73.45 74.39 73.57 0.91 0.75
NTY 54.27 54.27 50.43 51.43 52.32 0.00 -2.84
NYB 17.06 17.06 16.81 16.90 16.94 0.00 -0.16
ONNN 9.70 9.72 9.51 9.55 9.35 0.02 -0.15
PCAR 70.34 70.40 68.44 69.45 69.72 0.06 -0.89
PLCM 34.64 34.86 34.18 34.81 32.57 0.22 0.17
PRU 91.50 92.83 91.19 92.14 90.02 1.33 0.64
PWR 21.25 21.38 21.10 21.25 20.60 0.13 0.00
RAD 6.31 6.35 6.29 6.31 6.24 0.04 0.00
RCL 41.77 41.95 41.62 41.70 45.01 0.18 -0.07
RGC 22.66 22.93 22.20 22.58 22.44 0.27 -0.08
RRI 15.80 15.94 15.33 15.58 15.89 0.14 -0.22
RTN 55.05 55.19 54.49 54.67 53.22 0.14 -0.38
RYL 57.38 57.40 55.39 55.96 57.30 0.02 -1.42
SCUR 9.22 9.24 8.97 9.05 8.84 0.02 -0.17
SID 34.38 35.37 34.00 35.13 35.80 0.99 0.75
SLE 17.00 17.25 16.90 17.12 17.30 0.25 0.12
SNV 32.65 32.71 32.47 32.61 32.10 0.06 -0.04
SPF 29.00 29.02 27.90 27.98 29.27 0.02 -1.02
SSTI 5.40 5.50 5.30 5.46 5.28 0.10 0.06
SVU 38.37 38.48 38.06 38.19 37.74 0.11 -0.18
SWK 58.09 58.09 57.39 57.85 57.26 0.00 -0.24
T 37.08 37.50 36.94 37.38 37.22 0.42 0.30
TIN 49.88 49.88 49.06 49.49 48.29 0.00 -0.39
TSN 18.12 18.30 18.00 18.25 18.15 0.18 0.13
TYC 31.85 31.90 31.60 31.80 32.32 0.05 -0.05
UIS 9.01 9.46 9.01 9.22 8.50 0.45 0.21
WSM 35.00 35.40 34.91 35.07 35.65 0.40 0.07
XLI 36.28 36.28 35.97 35.99 35.96 0.00 -0.29
XLY 39.85 39.86 39.69 39.83 39.72 0.01 -0.02
2856.04 26.09 -1.56

[/Trading/Darvas/D200702] permanent link

2007 Feb 08 - Thu

Perl based Code Colorer

In another article, I was looking at various batch oriented code colorization routines. In looking for Perl Modules for another take, I found that there is a Perl module that will do such a job, inline. It can be found at Colorer Library with another similar CPAN module at Syntax Hightlight Universal. I think that second supports about 200 different languages.

[/Personal/SoftwareDevelopment/HTML] permanent link

Cisco Callmanager Call Detail Records (CDR) with Perl

It is possible to obtain Cisco Callmanager Call Detail Records through Perl. However, there are a few prepatory steps to make it work.

Because Cisco recommends that Callmanager not be a member of a domain, it isn't possible to use flow through authentication to access the SQL Database server when on a host other than Callmanager. Cisco therefore suggests that SQL Authentication be changed to 'Mixed Mode'. This can be accomplished by starting sQL Enterprise Manager on the Callmanager Server containing the CDRs (there should only be one server in the cluster with CDR responsibilites), right click on the server name and select properties, select the security tab, and choose 'SQL Server and Windows' for authentication. Callmanager will need to be restarted.

To connect to the database tables, one could code the sa username and password into the queries, but that probably isn't a very good thing. Instead, I'd suggest creating a new login, call it cdr_reader, and assign it to the CDR database with public and db_owner roles.

Perl DBD drivers for Sybase can be used for connecting to the SQL 2000 database tables in Callmanager 3.3 and 4.X. For those who aren't using Debian, steps outlined at Linux Journal and FreeTDS: Tabular Data Stream.

For Debian users, obtaining the package is as simple as running 'apt-get install libdbd-sybase-perl' from unstable or testing. As of the time of this writing, I don't think Stable has the most recent and appropriate version.

I then modified the example from a Perl HowTo slightly to give it a try:

#!/usr/bin/perl

#-- open database
use DBI;
my $dbh = DBI->connect('DBI:Sybase:server=10.10.10.10','cdr_reader','password') or die $DBI::errstr;
$dbh->do("use CDR");

#-- sample query
my $rows = $dbh->selectrow_array("SELECT COUNT(*) FROM CallDetailRecord");
print "CDR has $rows records\n" if ( defined $rows );

That turned out to be quite straightforward. I'll publish another article with some perl queries and summaries I've used.

[/Cisco/Callmanager] permanent link

Some Ideas for Algorithmic Trading

When I mentioned to someone that I do trading development with SmartQuant's QuantDeveloper, they said they've encountered similar tools with names such as KDB and Apama.

Upon further research, KDB is a tick database developed by ksxystems. It is designed for recording high frequency ticks, as well as manipulating the data efficiently. I'm wondering what sort of price tag is associated with it.

Apama is a Buy Side Algorithmic trading tool by Progress Software. They have an Algorithmic Trading Resource Center. On that page, I found a one page article on 10 Innovative Algorithmic Trading Techniques by John Bates. Here are the top ten techniques:

Making your own "secret sauce"
Gaining "first mover"
Algorithmic trading beyond equities
Concurrent access to multiple liquidity pools
Cross-asset Trading
Combining news analysis into algorithms
Real-time market data capture
Backtesting and Tuning
Digital Forensics
Managing Trading Risk

[/Trading/AutomatedTrading] permanent link

Trading Site of the Day -- KQuant: Pointers to Who's Who and What's What

K|Quant is a nice, eye pleasing site introducing one to the world of Quantitative Finance. Stereotypically, it is Rocket Scientists, also known as Physicists, who are known to be comfortable in this type of work.

However, the site's maintainer, Rico Blaser, does a great job of introducing the niche field to the aspiring quant. He has a page describing some good books for getting introduced to the mathematics of the field. He also has some good links to the pages of well known researchers, authors, and personalities of the field.

The one drawback is that it doesn't appear to be updated very frequently. On the other hand, it is a good source of basic information.

[/Trading/SiteOfTheDay/D200702] permanent link

Darvas Selections for 2007/02/08

Here are the selections for Thursday. These lists have the Darvas stop calculated in the second column.

Start: 2007-01-07
High: 2007-02-01
EOD: 2007-02-07

Symbol Stop

AA 32.29
ACF 25.60
ACN 37.98
AGU 34.51
AL 50.00
ANF 80.46
ARBA 9.42
BA 89.73
BAX 49.98
BC 30.49
BMET 42.08
BNI 75.70
CECO 28.13
CEM 11.78
CEN 30.38
CGV 39.99
CIT 58.63
CONR 33.30
CPWR 8.88
CRM 44.32
D 85.53
DE 100.95
DHI 29.38
DO 79.34
EFA 74.51
ETR 96.32
FRX 56.54
GGB 17.97
GILD 71.92
HLT 37.31
HLTH 14.02
HRB 24.26
HYSL 42.44
IJR 68.48
ITT 60.26
ITW 50.29
JCP 84.09
KR 25.99
LEH 84.13
LLL 83.25
LYO 31.30
MAT 25.33
MCO 72.60
MET 62.87
MNST 51.39
NIHD 73.64
OI 23.11
ONNN 9.35
PRU 90.02
PX 63.18
RCL 45.01
RGC 22.44
RYL 57.30
SLE 17.30
SNV 32.10
SUNW 6.25
SVU 37.74
SWK 57.26
SYK 62.07
TIN 48.29
TMX 30.93
TSN 18.15
TV 28.65
TYC 32.32
UBS 63.33
UIS 8.50
UNP 99.09
WPI 28.01
WSM 35.65
XLI 35.96
XRX 17.30

Start: 2007-01-07
High: 2007-02-02
EOD: 2007-02-07

Symbol Stop

ABB 18.62
ACN 37.98
ADCT 15.98
AEP 43.48
AMP 59.35
ANF 80.46
ARBA 9.42
AVP 36.89
BC 30.49
BNI 75.70
BUD 50.65
CA 25.77
CAR 26.76
CEM 11.78
CEN 30.38
CGV 39.99
CHKP 24.43
CIT 58.63
CMS 17.12
COH 47.03
CPWR 8.88
CRM 44.32
CROX 57.32
CX 36.37
D 85.53
DE 100.95
DHI 29.38
ETN 78.23
ETR 96.32
FRX 56.54
GMST 3.98
GR 48.39
HAS 27.91
HCR 53.08
HLT 37.31
HLTH 14.02
HYSL 42.44
IJR 68.48
IR 43.26
JCP 84.09
KEY 38.97
KR 25.99
LEH 84.13
LLL 83.25
MAT 25.33
MCO 72.60
MET 62.87
MIR 34.61
MNST 51.39
NKE 100.35
NOC 73.57
NTY 52.32
NYB 16.94
ONNN 9.35
PCAR 69.72
PLCM 32.57
PRU 90.02
PWR 20.60
RAD 6.24
RCL 45.01
RGC 22.44
RRI 15.89
RTN 53.22
RYL 57.30
SCUR 8.84
SID 35.80
SLE 17.30
SNV 32.10
SPF 29.27
SSTI 5.28
SVU 37.74
SWK 57.26
T 37.22
TIN 48.29
TSN 18.15
TYC 32.32
UIS 8.50
WSM 35.65
XLI 35.96
XLY 39.72

[/Trading/Darvas/D200702] permanent link

Darvas Results at EOD 2007/02/07

In comparison, the Dow Jones Industrial Index opened at 12656, had a high of 12700, had a low of 12630, and closed up at 12666.

If Low is green, then it stayed above the stop level. If Close is green, the symbol closed up for the day.

Start: 2007-01-06
High: 2007-01-31
EOD: 2007-02-06

Symbol Open High Low Close Stop O->H O->C

ACF 27.68 27.77 27.55 27.65 25.60 0.09 -0.03
AGU 35.45 36.05 35.43 35.78 34.51 0.60 0.33
AL 51.23 51.69 50.32 50.66 50.00 0.46 -0.57
APA 69.72 70.20 68.95 69.20 70.73 0.48 -0.52
BMET 42.25 42.49 42.17 42.45 42.08 0.24 0.20
CECO 29.08 29.25 28.97 29.01 28.13 0.17 -0.07
CEN 30.69 30.95 30.62 30.76 30.38 0.26 0.07
CHRW 51.76 53.38 51.67 52.85 50.82 1.62 1.09
CIT 61.18 61.59 60.94 61.36 58.63 0.41 0.18
CMX 60.65 61.73 60.56 61.60 61.16 1.08 0.95
CPWR 9.06 9.18 9.03 9.14 8.88 0.12 0.08
EL 46.60 46.68 45.87 45.87 45.19 0.08 -0.73
GGB 17.95 17.95 17.50 17.65 17.97 0.00 -0.30
GGP 63.57 66.73 62.95 66.39 63.53 3.16 2.82
GTI 7.99 8.15 7.91 8.09 7.77 0.16 0.10
HCP 41.20 41.88 41.10 41.88 39.81 0.68 0.68
HLTH 14.13 14.40 14.13 14.37 14.02 0.27 0.24
HYSL 43.00 43.07 42.31 42.50 42.44 0.07 -0.50
IR 42.65 43.71 42.54 43.63 43.26 1.06 0.98
ITW 52.00 52.09 51.80 52.00 50.29 0.09 0.00
KR 25.62 26.23 25.58 26.14 25.57 0.61 0.52
LYO 31.14 31.36 30.59 30.89 31.30 0.22 -0.25
NCR 47.10 47.30 46.98 47.25 46.25 0.20 0.15
NIHD 74.05 74.68 73.53 74.52 73.64 0.63 0.47
PPC 30.96 31.11 30.52 30.75 31.16 0.15 -0.21
PRU 89.65 90.37 89.65 90.37 90.02 0.72 0.72
RGC 22.84 22.88 22.61 22.74 22.44 0.04 -0.10
SPG 118.89 123.96 117.90 123.78 118.66 5.07 4.89
SUNW 6.57 6.62 6.51 6.59 6.25 0.05 0.02
SVU 38.61 38.69 38.28 38.52 37.74 0.08 -0.09
SWK 58.35 58.41 57.66 58.09 57.26 0.06 -0.26
SYK 62.15 62.42 61.70 62.40 62.07 0.27 0.25
T 37.44 37.61 36.88 37.16 37.22 0.17 -0.28
TIN 49.76 49.96 49.43 49.88 48.29 0.20 0.12
TMX 31.15 31.20 30.75 31.08 30.93 0.05 -0.07
TV 28.96 29.11 28.81 28.96 28.65 0.15 0.00
UIS 8.92 9.07 8.90 9.06 8.50 0.15 0.14
UNP 100.35 102.19 99.93 100.15 99.09 1.84 -0.20
1642.40 21.76 10.82

Start: 2007-01-06
High: 2007-02-01
EOD: 2007-02-06

Symbol Open High Low Close Stop O->H O->C

AA 32.85 32.86 32.07 32.15 32.29 0.01 -0.70
ACF 27.68 27.77 27.55 27.65 25.60 0.09 -0.03
ACN 38.50 39.10 38.44 39.10 37.98 0.60 0.60
AGU 35.45 36.05 35.43 35.78 34.51 0.60 0.33
AL 51.23 51.69 50.32 50.66 50.00 0.46 -0.57
ANF 80.67 81.59 79.92 80.24 80.46 0.92 -0.43
ARBA 9.30 9.45 9.21 9.26 9.42 0.15 -0.04
BA 90.59 91.20 89.70 90.35 89.73 0.61 -0.24
BAX 49.46 49.66 49.40 49.65 49.98 0.20 0.19
BC 34.21 34.21 33.75 33.86 30.49 0.00 -0.35
BMET 42.25 42.49 42.17 42.45 42.08 0.24 0.20
BNI 80.31 81.30 79.62 79.90 75.70 0.99 -0.41
CECO 29.08 29.25 28.97 29.01 28.13 0.17 -0.07
CEM 11.82 11.89 11.73 11.77 11.78 0.07 -0.05
CEN 30.69 30.95 30.62 30.76 30.38 0.26 0.07
CGV 40.07 40.14 39.63 39.99 39.99 0.07 -0.08
CIT 61.18 61.59 60.94 61.36 58.63 0.41 0.18
CPWR 9.06 9.18 9.03 9.14 8.88 0.12 0.08
CRM 47.20 48.15 47.06 47.69 44.32 0.95 0.49
D 87.15 87.30 86.78 86.99 85.53 0.15 -0.16
DE 104.70 104.94 103.41 103.50 100.95 0.24 -1.20
DHI 30.18 30.18 29.47 29.64 29.38 0.00 -0.54
DO 84.47 84.89 83.05 84.47 79.34 0.42 0.00
EFA 75.18 75.45 75.03 75.26 74.51 0.27 0.08
ETR 97.39 98.04 96.92 97.92 96.32 0.65 0.53
FRX 55.95 56.30 55.07 55.40 56.54 0.35 -0.55
GGB 17.95 17.95 17.50 17.65 17.97 0.00 -0.30
GILD 71.12 73.25 70.93 72.24 69.51 2.13 1.12
HLT 37.49 37.65 36.97 37.52 36.68 0.16 0.03
HLTH 14.13 14.40 14.13 14.37 14.02 0.27 0.24
HRB 24.85 24.95 24.73 24.84 24.26 0.10 -0.01
HYSL 43.00 43.07 42.31 42.50 42.44 0.07 -0.50
IJR 68.56 68.88 68.27 68.88 66.81 0.32 0.32
ITT 60.18 60.18 59.14 59.97 60.26 0.00 -0.21
ITW 52.00 52.09 51.80 52.00 50.29 0.09 0.00
JCP 85.00 85.68 84.21 84.42 84.09 0.68 -0.58
KR 25.62 26.23 25.58 26.14 25.57 0.61 0.52
LEH 85.95 86.18 85.20 85.70 84.13 0.23 -0.25
LLL 86.35 87.75 86.31 87.06 83.25 1.40 0.71
LYO 31.14 31.36 30.59 30.89 31.30 0.22 -0.25
MAT 25.40 25.88 25.40 25.82 25.33 0.48 0.42
MCO 72.61 74.00 72.12 73.95 72.60 1.39 1.34
MET 63.65 64.31 63.50 64.21 62.87 0.66 0.56
MNST 51.59 52.80 51.59 52.74 51.39 1.21 1.15
NIHD 74.05 74.68 73.53 74.52 73.64 0.63 0.47
OI 23.85 23.85 22.93 23.14 23.11 0.00 -0.71
ONNN 9.66 9.73 9.52 9.72 9.35 0.07 0.06
PRU 89.65 90.37 89.65 90.37 90.02 0.72 0.72
PX 63.29 63.65 63.20 63.40 63.18 0.36 0.11
RCL 42.13 42.33 41.30 41.59 45.01 0.20 -0.54
RGC 22.84 22.88 22.61 22.74 22.44 0.04 -0.10
RYL 58.70 58.90 57.56 57.97 57.30 0.20 -0.73
SLE 17.27 17.29 16.83 17.00 17.30 0.02 -0.27
SNV 32.54 32.78 32.53 32.65 32.10 0.24 0.11
SUNW 6.57 6.62 6.51 6.59 6.25 0.05 0.02
SVU 38.61 38.69 38.28 38.52 37.74 0.08 -0.09
SWK 58.35 58.41 57.66 58.09 57.26 0.06 -0.26
SYK 62.15 62.42 61.70 62.40 62.07 0.27 0.25
TIN 49.76 49.96 49.43 49.88 48.29 0.20 0.12
TMX 31.15 31.20 30.75 31.08 30.93 0.05 -0.07
TSN 18.23 18.40 18.11 18.15 18.15 0.17 -0.08
TV 28.96 29.11 28.81 28.96 28.65 0.15 0.00
TYC 32.34 32.34 31.65 31.97 32.32 0.00 -0.37
UBS 63.43 63.92 63.31 63.63 63.33 0.49 0.20
UIS 8.92 9.07 8.90 9.06 8.50 0.15 0.14
UNP 100.35 102.19 99.93 100.15 99.09 1.84 -0.20
WPI 27.85 28.19 27.74 28.08 27.69 0.34 0.23
WSM 35.50 35.50 34.92 35.05 35.65 0.00 -0.45
XLI 36.35 36.35 36.19 36.24 35.96 0.00 -0.11
XRX 17.27 17.38 17.27 17.33 16.12 0.11 0.06
3032.42 25.46 0.15

[/Trading/Darvas/D200702] permanent link

2007 Feb 07 - Wed

Darvas Selections for 2007/02/07

Here are the selections for Wednesday. These lists have the Darvas stop calculated in the second column.

Start: 2007-01-06
High: 2007-01-31
EOD: 2007-02-06

Symbol Stop

ACF 25.60
AGU 34.51
AL 50.00
APA 70.73
BMET 42.08
CECO 28.13
CEN 30.38
CHRW 50.82
CIT 58.63
CMX 61.16
CONR 33.30
CPWR 8.88
EL 45.19
GGB 17.97
GGP 63.53
GTI 7.77
HCP 39.81
HLTH 14.02
HYSL 42.44
IR 43.26
ITW 50.29
KR 25.57
LYO 31.30
NCR 46.25
NIHD 73.64
PPC 31.16
PRU 90.02
RGC 22.44
SPG 118.66
SUNW 6.25
SVU 37.74
SWK 57.26
SYK 62.07
T 37.22
TIN 48.29
TMX 30.93
TV 28.65
UIS 8.50
UNP 99.09

Start: 2007-01-06
High: 2007-02-01
EOD: 2007-02-06

Symbol Stop

AA 32.29
ACF 25.60
ACN 37.98
AGU 34.51
AL 50.00
ANF 80.46
ARBA 9.42
BA 89.73
BAX 49.98
BC 30.49
BMET 42.08
BNI 75.70
CECO 28.13
CEM 11.78
CEN 30.38
CGV 39.99
CIT 58.63
CONR 33.30
CPWR 8.88
CRM 44.32
D 85.53
DE 100.95
DHI 29.38
DO 79.34
EFA 74.51
ETR 96.32
FRX 56.54
GGB 17.97
GILD 69.51
HLT 36.68
HLTH 14.02
HRB 24.26
HYSL 42.44
IJR 66.81
ITT 60.26
ITW 50.29
JCP 84.09
KR 25.57
LEH 84.13
LLL 83.25
LYO 31.30
MAT 25.33
MCO 72.60
MET 62.87
MNST 51.39
NIHD 73.64
OI 23.11
ONNN 9.35
PRU 90.02
PX 63.18
RCL 45.01
RGC 22.44
RYL 57.30
SLE 17.30
SNV 32.10
SUNW 6.25
SVU 37.74
SWK 57.26
SYK 62.07
TIN 48.29
TMX 30.93
TSN 18.15
TV 28.65
TYC 32.32
UBS 63.33
UIS 8.50
UNP 99.09
WPI 27.69
WSM 35.65
XLI 35.96
XRX 16.12

[/Trading/Darvas/D200702] permanent link

Darvas Results at EOD 2007/02/06

In comparison, the Dow Jones Industrial Index opened at 12661 had a high of 12680, had a low of 12633, and closed up at 12666.

If Low is green, then it stayed above the stop level. If Close is green, the symbol closed up for the day.

Start: 2007-01-05
High: 2007-01-30
EOD: 2007-02-05

Symbol Open High Low Close Stop O->H O->C

AA 32.56 32.94 32.55 32.85 32.29 0.38 0.29
ACF 27.27 27.63 27.17 27.61 25.60 0.36 0.34
AEP 44.97 45.46 44.84 45.05 43.48 0.49 0.08
AGU 34.87 35.76 34.63 35.45 34.51 0.89 0.58
ALGN 16.21 16.70 16.15 16.33 16.35 0.49 0.12
APA 70.07 70.25 69.16 69.90 70.73 0.18 -0.17
ARDI 7.43 7.44 7.42 7.42 7.26 0.01 -0.01
BSX 18.00 18.04 17.37 17.50 18.43 0.04 -0.50
CHINA 10.57 10.77 10.43 10.69 9.98 0.20 0.12
CMX 61.10 61.16 60.67 60.69 61.16 0.06 -0.41
CPWR 9.05 9.14 8.99 9.09 8.88 0.09 0.04
CROX 56.76 57.85 56.12 57.75 52.00 1.09 0.99
EXTR 4.36 4.44 4.32 4.35 4.23 0.08 -0.01
FHN 43.95 44.50 43.85 44.31 42.79 0.55 0.36
FPL 58.80 59.10 58.70 59.07 57.56 0.30 0.27
GMST 4.23 4.25 4.07 4.17 3.98 0.02 -0.06
GTI 7.89 8.00 7.82 7.97 7.77 0.11 0.08
HCP 41.33 41.44 41.11 41.25 39.81 0.11 -0.08
HIG 96.11 96.88 95.87 95.97 96.20 0.77 -0.14
HLTH 14.48 14.54 14.13 14.31 14.02 0.06 -0.17
HYSL 42.61 43.13 42.24 43.04 42.44 0.51 0.43
ITW 51.75 51.93 51.70 51.90 50.29 0.18 0.15
KR 25.97 26.07 25.61 25.72 25.57 0.10 -0.25
LYO 30.70 30.90 30.53 30.79 31.72 0.20 0.09
NCR 47.29 47.30 46.60 46.95 46.25 0.01 -0.34
PPC 31.47 31.47 30.66 30.97 31.16 0.00 -0.50
PRU 89.77 90.36 89.51 89.73 90.02 0.59 -0.04
RCL 43.49 43.50 41.71 41.82 45.01 0.01 -1.67
SPIL 8.89 8.97 8.81 8.84 8.57 0.08 -0.05
SSTI 5.31 5.42 5.19 5.41 5.28 0.11 0.10
SUNW 6.70 6.73 6.50 6.53 6.25 0.03 -0.17
SVU 38.65 38.73 38.41 38.61 38.48 0.08 -0.04
SWK 57.75 58.17 57.33 58.17 57.26 0.42 0.42
SYGR 5.77 5.78 5.74 5.74 5.74 0.01 -0.03
SYK 62.49 62.54 61.95 61.95 62.07 0.05 -0.54
TMX 31.15 31.37 30.87 30.96 31.03 0.22 -0.19
TPX 24.60 25.41 24.37 25.25 24.40 0.81 0.65
WPI 27.71 27.85 27.61 27.85 26.83 0.14 0.14
YRCW 43.25 43.81 43.02 43.74 44.91 0.56 0.49
ZMH 83.45 84.13 83.22 83.99 83.70 0.68 0.54
1387.31 11.07 0.91

Start: 2007-01-05
High: 2007-01-31
EOD: 2007-02-05

Symbol Open High Low Close Stop O->H O->C

ACF 27.27 27.63 27.17 27.61 25.60 0.36 0.34
AGU 34.87 35.76 34.63 35.45 34.51 0.89 0.58
AL 50.66 51.56 50.66 51.55 50.00 0.90 0.89
APA 70.07 70.25 69.16 69.90 70.73 0.18 -0.17
BMET 42.20 42.25 42.15 42.15 42.08 0.05 -0.05
BMY 28.73 28.79 28.51 28.75 28.73 0.06 0.02
CECO 28.80 29.13 28.55 28.98 28.13 0.33 0.18
CEN 30.61 30.90 30.36 30.56 30.38 0.29 -0.05
CHRW 52.15 52.39 51.50 51.98 50.82 0.24 -0.17
CIT 60.38 61.26 60.30 60.92 58.63 0.88 0.54
CMX 61.10 61.16 60.67 60.69 61.16 0.06 -0.41
CPWR 9.05 9.14 8.99 9.09 8.88 0.09 0.04
EL 47.00 47.25 46.42 46.49 45.19 0.25 -0.51
FPL 58.80 59.10 58.70 59.07 57.56 0.30 0.27
GGB 18.00 18.40 17.81 18.20 16.28 0.40 0.20
GTI 7.89 8.00 7.82 7.97 7.77 0.11 0.08
HCP 41.33 41.44 41.11 41.25 39.81 0.11 -0.08
HIG 96.11 96.88 95.87 95.97 96.20 0.77 -0.14
HLTH 14.48 14.54 14.13 14.31 14.02 0.06 -0.17
HYSL 42.61 43.13 42.24 43.04 42.44 0.51 0.43
IR 43.55 43.81 43.30 43.45 43.26 0.26 -0.10
ITW 51.75 51.93 51.70 51.90 50.29 0.18 0.15
KR 25.97 26.07 25.61 25.72 25.57 0.10 -0.25
LYO 30.70 30.90 30.53 30.79 31.72 0.20 0.09
NCR 47.29 47.30 46.60 46.95 46.25 0.01 -0.34
NIHD 74.27 74.48 73.00 73.75 73.64 0.21 -0.52
PPC 31.47 31.47 30.66 30.97 31.16 0.00 -0.50
PRU 89.77 90.36 89.51 89.73 90.02 0.59 -0.04
RGC 22.59 22.99 22.59 22.88 22.44 0.40 0.29
SPG 116.95 118.89 116.49 118.89 116.08 1.94 1.94
SPIL 8.89 8.97 8.81 8.84 8.57 0.08 -0.05
SUNW 6.70 6.73 6.50 6.53 6.25 0.03 -0.17
SVU 38.65 38.73 38.41 38.61 38.48 0.08 -0.04
SWK 57.75 58.17 57.33 58.17 57.26 0.42 0.42
SYK 62.49 62.54 61.95 61.95 62.07 0.05 -0.54
T 37.70 37.96 37.44 37.51 37.22 0.26 -0.19
TIN 50.23 50.37 49.52 49.79 48.29 0.14 -0.44
TMX 31.15 31.37 30.87 30.96 31.03 0.22 -0.19
TV 29.19 29.29 28.87 29.07 28.65 0.10 -0.12
UIS 8.85 8.95 8.84 8.92 8.50 0.10 0.07
UNP 100.61 101.46 99.86 99.94 99.09 0.85 -0.67
1757.16 13.06 0.62

[/Trading/Darvas/D200702] permanent link

2007 Feb 06 - Tue

Darvas Selections for 2007/02/06

Here are the selections for Tuesday. These lists have the Darvas stop calculated in the second column.

Start: 2007-01-05
High: 2007-01-30
EOD: 2007-02-05

Symbol Stop

AA 32.29
ACF 25.60
AEP 43.48
AGU 34.51
ALGN 16.35
APA 70.73
ARDI 7.26
BSX 18.43
CHINA 9.98
CMX 61.16
CPWR 8.88
CROX 52.00
EXTR 4.23
FHN 42.79
FPL 57.56
GMST 3.98
GTI 7.77
HCP 39.81
HIG 96.20
HLTH 14.02
HYSL 42.44
ITW 50.29
KR 25.57
LYO 31.72
NCR 46.25
PPC 31.16
PRU 90.02
RCL 45.01
SPIL 8.57
SSTI 5.28
SUNW 6.25
SVU 38.48
SWK 57.26
SYGR 5.74
SYK 62.07
TMX 31.03
TPX 24.40
WPI 26.83
YRCW 44.91
ZMH 83.70

Start: 2007-01-05
High: 2007-01-31
EOD: 2007-02-05

Symbol Stop

ACF 25.60
AGU 34.51
AL 50.00
APA 70.73
BMET 42.08
BMY 28.73
CECO 28.13
CEN 30.38
CHRW 50.82
CIT 58.63
CMX 61.16
CONR 33.30
CPWR 8.88
EL 45.19
FPL 57.56
GGB 16.28
GTI 7.77
HCP 39.81
HIG 96.20
HLTH 14.02
HYSL 42.44
IR 43.26
ITW 50.29
KR 25.57
LYO 31.72
NCR 46.25
NIHD 73.64
PPC 31.16
PRU 90.02
RGC 22.44
SPG 116.08
SPIL 8.57
SUNW 6.25
SVU 38.48
SWK 57.26
SYK 62.07
T 37.22
TIN 48.29
TMX 31.03
TV 28.65
UIS 8.50
UNP 99.09

[/Trading/Darvas/D200702] permanent link

Darvas Results at EOD 2007/02/05

In comparison, the Dow Jones Industrial Index opened at 12653 had a high of 12681, had a low of 12629, and closed up at 12661.

If Low is green, then it stayed above the stop level. If Close is green, the symbol closed up for the day.

Start: 2007-01-02
High: 2007-01-29
EOD: 2007-02-02

Symbol Open High Low Close Stop O->H O->C

ADCT 16.55 16.70 16.44 16.48 15.91 0.15 -0.07
AEP 44.10 44.76 44.06 44.66 43.48 0.66 0.56
ANDW 10.35 10.39 10.20 10.23 10.99 0.04 -0.13
ARM 19.75 20.21 19.53 20.05 19.77 0.46 0.30
BMY 28.53 28.79 28.43 28.73 28.33 0.26 0.20
BOW 27.45 27.64 26.86 26.97 26.73 0.19 -0.48
CAR 26.28 26.79 26.26 26.75 25.74 0.51 0.47
CEM 11.83 11.87 11.66 11.77 11.78 0.04 -0.06
CIT 60.51 60.70 60.00 60.26 58.63 0.19 -0.25
CTSH 89.73 93.48 89.00 92.95 82.81 3.75 3.22
EXTR 4.22 4.37 4.21 4.36 4.01 0.15 0.14
FPL 57.53 58.68 57.45 58.63 57.44 1.15 1.10
GNTX 17.72 17.92 17.56 17.78 16.92 0.20 0.06
GTI 7.98 8.05 7.76 7.86 7.77 0.07 -0.12
HCP 41.50 41.50 41.08 41.17 39.81 0.00 -0.33
HLTH 14.38 14.52 14.26 14.48 14.02 0.14 0.10
IAR 33.35 33.75 33.04 33.46 32.93 0.40 0.11
KG 17.82 17.87 17.63 17.74 17.60 0.05 -0.08
KR 25.75 26.08 25.67 25.97 25.57 0.33 0.22
LYO 31.37 31.37 30.69 30.75 30.76 0.00 -0.62
MAT 24.91 25.21 24.71 25.12 24.53 0.30 0.21
MBI 72.17 72.53 71.87 72.13 71.88 0.36 -0.04
MT 47.23 47.85 47.15 47.59 46.97 0.62 0.36
NIHD 73.53 74.09 72.68 73.97 72.97 0.56 0.44
NRG 61.20 61.45 61.00 61.29 59.77 0.25 0.09
NTES 20.30 20.44 19.92 20.36 19.81 0.14 0.06
ONNN 9.58 9.80 9.47 9.68 9.35 0.22 0.10
PAAS 28.62 29.13 28.45 28.98 28.07 0.51 0.36
PLCM 34.18 34.60 33.98 34.24 32.57 0.42 0.06
POT 156.57 156.58 149.54 150.06 148.61 0.01 -6.51
PRU 90.44 90.44 89.63 89.86 90.02 0.00 -0.58
RRI 15.50 16.18 15.30 16.09 15.20 0.68 0.59
SPIL 8.78 8.88 8.66 8.88 8.30 0.10 0.10
STP 36.50 39.80 36.45 39.55 37.27 3.30 3.05
SUNW 6.68 6.78 6.64 6.64 6.25 0.10 -0.04
SVU 38.68 38.79 38.27 38.61 38.82 0.11 -0.07
SYK 62.21 62.65 62.05 62.39 62.07 0.44 0.18
TPX 24.43 24.70 24.28 24.45 23.21 0.27 0.02
TRA 14.63 14.63 14.00 14.23 13.86 0.00 -0.40
TSN 18.05 18.23 17.81 18.16 16.91 0.18 0.11
UIS 8.76 8.86 8.74 8.85 8.50 0.10 0.09
ZMH 82.80 83.98 82.59 83.77 83.70 1.18 0.97
1344.52 18.59 3.49

Start: 2007-01-02
High: 2007-01-30
EOD: 2007-02-02

Symbol Open High Low Close Stop O->H O->C

AA 32.50 32.87 32.37 32.56 32.29 0.37 0.06
ACF 27.37 27.53 27.13 27.25 26.09 0.16 -0.12
AEP 44.10 44.76 44.06 44.66 43.48 0.66 0.56
AGU 35.62 35.86 34.74 34.74 34.51 0.24 -0.88
ALGN 16.11 16.40 16.10 16.22 16.35 0.29 0.11
ANDW 10.35 10.39 10.20 10.23 10.99 0.04 -0.13
APA 70.96 71.32 69.50 69.62 70.73 0.36 -1.34
ARDI 7.42 7.44 7.42 7.42 7.26 0.02 0.00
BSX 18.11 18.24 17.96 18.08 18.43 0.13 -0.03
CHINA 10.14 10.28 10.10 10.17 9.95 0.14 0.03
CMX 60.29 61.08 60.29 60.93 60.08 0.79 0.64
CPWR 9.08 9.14 9.04 9.05 8.88 0.06 -0.03
CROX 56.33 57.57 55.07 56.61 52.00 1.24 0.28
CTSH 89.73 93.48 89.00 92.95 82.81 3.75 3.22
EXTR 4.22 4.37 4.21 4.36 4.01 0.15 0.14
FHN 43.74 43.91 43.53 43.71 43.75 0.17 -0.03
FPL 57.53 58.68 57.45 58.63 57.44 1.15 1.10
GMST 4.28 4.43 4.15 4.18 4.06 0.15 -0.10
GTI 7.98 8.05 7.76 7.86 7.77 0.07 -0.12
HCP 41.50 41.50 41.08 41.17 39.81 0.00 -0.33
HIG 95.67 96.43 95.33 96.12 94.36 0.76 0.45
HLTH 14.38 14.52 14.26 14.48 14.02 0.14 0.10
HYSL 42.22 42.73 41.86 42.61 39.76 0.51 0.39
ITW 51.31 51.81 51.18 51.72 50.29 0.50 0.41
KR 25.75 26.08 25.67 25.97 25.57 0.33 0.22
LYO 31.37 31.37 30.69 30.75 30.76 0.00 -0.62
MT 47.23 47.85 47.15 47.59 46.97 0.62 0.36
NCR 46.81 47.49 46.81 47.29 46.04 0.68 0.48
NOK 22.15 22.22 22.02 22.11 21.00 0.07 -0.04
POT 156.57 156.58 149.54 150.06 148.61 0.01 -6.51
PPC 31.97 32.00 30.92 31.32 31.16 0.03 -0.65
PRU 90.44 90.44 89.63 89.86 90.02 0.00 -0.58
RCL 44.91 45.10 43.10 43.51 45.01 0.19 -1.40
SPIL 8.78 8.88 8.66 8.88 8.30 0.10 0.10
SSTI 5.33 5.33 5.07 5.28 5.28 0.00 -0.05
SUNW 6.68 6.78 6.64 6.64 6.25 0.10 -0.04
SVU 38.68 38.79 38.27 38.61 38.82 0.11 -0.07
SWK 58.62 58.83 57.55 57.70 57.26 0.21 -0.92
SWY 36.00 36.13 35.79 36.01 35.48 0.13 0.01
SYGR 5.76 5.78 5.76 5.76 5.74 0.02 0.00
SYK 62.21 62.65 62.05 62.39 62.07 0.44 0.18
TMX 30.90 31.30 30.79 31.07 31.29 0.40 0.17
TPX 24.43 24.70 24.28 24.45 23.21 0.27 0.02
TRA 14.63 14.63 14.00 14.23 13.86 0.00 -0.40
WPI 27.78 27.78 27.47 27.56 26.93 0.00 -0.22
XING 15.65 16.15 15.55 16.02 16.43 0.50 0.37
YRCW 43.13 44.00 42.92 43.17 44.91 0.87 0.04
ZMH 82.80 83.98 82.59 83.77 83.70 1.18 0.97
1598.48 18.10 -4.20

[/Trading/Darvas/D200702] permanent link

2007 Feb 03 - Sat

Darvas Selections for 2007/02/05

Here are the selections for Monday. These lists have the Darvas stop calculated in the second column.

Start: 2007-01-02
High: 2007-01-29
EOD: 2007-02-02

Symbol Stop

ADCT 15.91
AEP 43.48
ANDW 10.99
ARM 19.77
BMY 28.33
BOW 26.73
CAR 25.74
CEM 11.78
CIT 58.63
CTSH 82.81
EXTR 4.01
FPL 57.44
GNTX 16.92
GTI 7.77
HCP 39.81
HLTH 14.02
IAR 32.93
KG 17.60
KR 25.57
LYO 30.76
MAT 24.53
MBI 71.88
MT 46.97
NIHD 72.97
NRG 59.77
NTES 19.81
ONNN 9.35
PAAS 28.07
PLCM 32.57
POT 148.61
PRU 90.02
RITA 4.78
RRI 15.20
SPIL 8.30
STP 37.27
SUNW 6.25
SVU 38.82
SYK 62.07
TPX 23.21
TRA 13.86
TSN 16.91
UIS 8.50
ZMH 83.70

Start: 2007-01-02
High: 2007-01-30
EOD: 2007-02-02

Symbol Stop

AA 32.29
ACF 26.09
AEP 43.48
AGU 34.51
ALGN 16.35
ANDW 10.99
APA 70.73
ARDI 7.26
BSX 18.43
CHINA 9.95
CMX 60.08
CPWR 8.88
CROX 52.00
CTSH 82.81
EXTR 4.01
FHN 43.75
FPL 57.44
GMST 4.06
GTI 7.77
HCP 39.81
HIG 94.36
HLTH 14.02
HYSL 39.76
ITW 50.29
KR 25.57
LYO 30.76
MT 46.97
NCR 46.04
NOK 21.00
POT 148.61
PPC 31.16
PRU 90.02
RCL 45.01
SPIL 8.30
SSTI 5.28
SUNW 6.25
SVU 38.82
SWK 57.26
SWY 35.48
SYGR 5.74
SYK 62.07
TMX 31.29
TPX 23.21
TRA 13.86
WPI 26.93
XING 16.43
YRCW 44.91
ZMH 83.70

[/Trading/Darvas/D200702] permanent link

Darvas Results at EOD 2007/02/02

In comparison, the Dow Jones Industrial Index opened at 12673 had a high of 12683, had a low of 12638, and closed down at 12653.

If Low is green, then it stayed above the stop level. If Close is green, the symbol closed up for the day.

Start: 2007-01-01
High: 2007-01-26
EOD: 2007-02-01

Symbol Open High Low Close Stop O->H O->C

AA 32.75 32.75 32.15 32.44 32.29 0.00 -0.31
ADCT 16.44 16.88 16.40 16.65 15.91 0.44 0.21
AMP 59.26 59.85 59.19 59.76 56.95 0.59 0.50
ARBA 9.68 9.79 9.46 9.58 9.42 0.11 -0.10
AXL 21.55 22.84 21.48 22.35 19.27 1.29 0.80
CEM 11.88 11.94 11.72 11.85 11.78 0.06 -0.03
CFC 44.10 45.19 43.94 45.03 43.16 1.09 0.93
CMX 60.80 60.90 60.40 60.59 60.08 0.10 -0.21
CNP 17.54 17.55 17.44 17.50 17.47 0.01 -0.04
CPWR 9.07 9.20 9.07 9.13 8.88 0.13 0.06
FPL 57.47 57.72 57.20 57.65 57.44 0.25 0.18
HET 84.50 84.70 84.49 84.49 84.60 0.20 -0.01
IAR 32.50 34.05 32.50 33.65 31.95 1.55 1.15
IRF 41.85 42.39 41.53 41.54 40.48 0.54 -0.31
KR 25.72 25.96 25.67 25.85 25.57 0.24 0.13
NIHD 73.55 74.03 72.36 73.24 72.97 0.48 -0.31
NOK 21.87 22.12 21.85 22.07 21.00 0.25 0.20
NVL 37.11 37.25 36.66 36.88 34.81 0.14 -0.23
ONNN 9.82 9.91 9.70 9.70 8.89 0.09 -0.12
PD 122.75 123.01 121.67 122.20 122.49 0.26 -0.55
SPIL 8.66 8.80 8.55 8.68 8.30 0.14 0.02
SVU 38.57 39.02 38.51 38.95 36.64 0.45 0.38
SYK 62.66 62.87 62.16 62.41 62.07 0.21 -0.25
TPX 24.00 24.47 23.98 24.43 23.21 0.47 0.43
TROW 47.81 48.23 47.43 47.78 47.04 0.42 -0.03
939.16 9.51 2.49

Start: 2007-01-01
High: 2007-01-29
EOD: 2007-02-01

Symbol Open High Low Close Stop O->H O->C

ADCT 16.44 16.88 16.40 16.65 15.91 0.44 0.21
AEP 43.76 44.35 43.70 44.26 43.48 0.59 0.50
ANDW 10.30 10.44 10.21 10.34 10.99 0.14 0.04
ARM 19.52 19.73 19.08 19.23 19.77 0.21 -0.29
BMY 28.80 29.00 28.35 28.64 28.33 0.20 -0.16
BOW 27.19 27.67 26.96 27.60 26.73 0.48 0.41
CAR 25.84 26.48 25.82 26.30 25.74 0.64 0.46
CEM 11.88 11.94 11.72 11.85 11.78 0.06 -0.03
CIT 59.99 60.53 59.75 60.47 58.63 0.54 0.48
CTSH 85.50 86.40 85.08 85.83 82.81 0.90 0.33
EXTR 4.24 4.28 4.23 4.24 4.01 0.04 0.00
FPL 57.47 57.72 57.20 57.65 57.44 0.25 0.18
GNTX 17.55 17.63 17.26 17.59 16.92 0.08 0.04
GTI 8.10 8.10 7.90 7.97 7.77 0.00 -0.13
HCP 41.09 41.16 40.81 41.11 39.81 0.07 0.02
HLTH 14.45 14.50 14.23 14.43 14.02 0.05 -0.02
IAR 32.50 34.05 32.50 33.65 31.95 1.55 1.15
KG 17.79 17.97 17.73 17.91 17.60 0.18 0.12
KR 25.72 25.96 25.67 25.85 25.57 0.24 0.13
LYO 32.20 32.20 31.37 31.51 30.76 0.00 -0.69
MAT 24.97 25.02 24.75 24.99 24.53 0.05 0.02
MBI 72.51 73.14 72.33 72.61 71.88 0.63 0.10
MT 47.57 47.80 47.06 47.56 46.97 0.23 -0.01
NIHD 73.55 74.03 72.36 73.24 72.97 0.48 -0.31
NRG 60.58 61.05 60.50 61.04 59.77 0.47 0.46
NTES 19.75 20.44 19.62 20.29 19.81 0.69 0.54
ONNN 9.82 9.91 9.70 9.70 8.89 0.09 -0.12
PAAS 28.26 28.64 27.65 28.44 28.07 0.38 0.18
PLCM 34.35 34.60 34.00 34.27 32.57 0.25 -0.08
POT 160.51 160.51 156.30 156.81 148.61 0.00 -3.70
PRU 90.00 90.70 89.93 90.33 88.78 0.70 0.33
RRI 15.07 15.67 15.00 15.55 14.71 0.60 0.48
SPIL 8.66 8.80 8.55 8.68 8.30 0.14 0.02
STP 35.60 36.75 35.52 35.88 37.27 1.15 0.28
SUNW 6.56 6.69 6.55 6.63 6.25 0.13 0.07
SVU 38.57 39.02 38.51 38.95 36.64 0.45 0.38
SYK 62.66 62.87 62.16 62.41 62.07 0.21 -0.25
TPX 24.00 24.47 23.98 24.43 23.21 0.47 0.43
TRA 14.53 14.74 14.31 14.67 13.78 0.21 0.14
TSN 17.84 18.15 17.76 18.12 16.91 0.31 0.28
UIS 8.76 8.82 8.75 8.80 8.50 0.06 0.04
ZMH 83.10 83.71 82.44 82.75 83.70 0.61 -0.35
1316.74 14.97 1.68

[/Trading/Darvas/D200702] permanent link

2007 Feb 02 - Fri

Darvas Selections for 2007/02/02

Here are the selections for Friday. These lists have the Darvas stop calculated in the second column.

Start: 2007-01-01
High: 2007-01-26
EOD: 2007-02-01

Symbol Stop

AA 32.29
ADCT 15.91
AMP 56.95
ARBA 9.42
AXL 19.27
CEM 11.78
CFC 43.16
CMX 60.08
CNP 17.47
CPWR 8.88
FPL 57.44
HET 84.60
IAR 31.95
ICOS 33.96
IRF 40.48
KR 25.57
NIHD 72.97
NOK 21.00
NVL 34.81
ONNN 8.89
PD 122.49
SPIL 8.30
SVU 36.64
SYK 62.07
TPX 23.21
TROW 47.04

Start: 2007-01-01
High: 2007-01-29
EOD: 2007-02-01

Symbol Stop

ADCT 15.91
AEP 43.48
ANDW 10.99
ARM 19.77
BMY 28.33
BOW 26.73
CAR 25.74
CEM 11.78
CIT 58.63
CTSH 82.81
EXTR 4.01
FPL 57.44
GNTX 16.92
GTI 7.77
HCP 39.81
HLTH 14.02
IAR 31.95
KG 17.60
KR 25.57
LYO 30.76
MAT 24.53
MBI 71.88
MT 46.97
NIHD 72.97
NRG 59.77
NTES 19.81
ONNN 8.89
PAAS 28.07
PLCM 32.57
POT 148.61
PRU 88.78
RITA 4.78
RRI 14.71
SPIL 8.30
STP 37.27
SUNW 6.25
SVU 36.64
SYK 62.07
TPX 23.21
TRA 13.78
TSN 16.91
UIS 8.50
ZMH 83.70

[/Trading/Darvas/D200702] permanent link

Darvas Results at EOD 2007/02/01

In comparison, the Dow Jones Industrial Index opened at 12617 had a high of 12682, had a low of 12616, and closed up at 12673.

If Low is green, then it stayed above the stop level. If Close is green, the symbol closed up for the day

Start: 2007-01-01
High: 2007-01-25
EOD: 2007-01-31

Symbol Open High Low Close Stop O->H O->C

AA 32.54 32.92 32.50 32.80 32.29 0.38 0.26
ANF 79.62 81.64 79.62 81.51 78.11 2.02 1.89
APD 74.62 75.32 74.43 74.71 72.04 0.70 0.09
AXL 20.78 20.98 20.59 20.95 19.27 0.20 0.17
BAX 49.89 50.32 49.49 50.31 49.34 0.43 0.42
BC 33.98 34.66 33.76 34.62 32.28 0.68 0.64
BUD 50.93 51.49 50.90 51.40 50.65 0.56 0.47
CAH 71.35 71.76 71.23 71.68 70.04 0.41 0.33
CIT 59.22 60.28 58.00 60.06 58.63 1.06 0.84
FPL 56.75 57.51 56.67 57.45 55.58 0.76 0.70
FRX 56.04 56.59 55.78 56.40 56.00 0.55 0.36
GS 213.44 213.90 209.73 212.00 215.13 0.46 -1.44
GT 24.69 24.97 24.32 24.55 25.03 0.28 -0.14
HET 84.20 84.93 84.17 84.50 84.60 0.73 0.30
HTZ 18.70 19.40 18.70 18.95 18.96 0.70 0.25
HYSL 42.20 42.80 42.09 42.69 39.76 0.60 0.49
IR 42.95 43.25 42.80 43.15 42.01 0.30 0.20
ITU 37.70 37.80 37.20 37.54 37.09 0.10 -0.16
IVV 144.50 144.96 144.22 144.91 143.13 0.46 0.41
JCI 92.51 94.09 92.46 93.85 91.68 1.58 1.34
JPM 50.96 51.24 50.86 51.21 49.78 0.28 0.25
KMI 106.02 106.35 105.67 105.81 106.28 0.33 -0.21
LYO 31.65 32.48 31.62 32.24 30.76 0.83 0.59
MAT 24.48 25.00 24.43 24.90 23.73 0.52 0.42
MET 62.88 63.26 62.50 63.16 62.36 0.38 0.28
MON 55.24 55.74 54.60 54.84 54.77 0.50 -0.40
MRK 44.90 45.44 44.69 45.13 45.45 0.54 0.23
MSFT 30.84 30.94 30.37 30.56 31.10 0.10 -0.28
MT 47.96 48.49 47.78 48.40 46.97 0.53 0.44
NCC 37.86 37.97 37.78 37.97 37.46 0.11 0.11
NIHD 73.71 74.64 73.01 73.41 72.97 0.93 -0.30
NTES 20.32 20.41 19.60 20.11 19.81 0.09 -0.21
ONNN 9.05 9.76 9.00 9.72 8.43 0.71 0.67
PAAS 28.70 28.95 28.50 28.64 28.07 0.25 -0.06
PHG 39.27 39.38 39.12 39.38 38.03 0.11 0.11
PLCM 33.95 34.29 33.70 34.27 32.57 0.34 0.32
RIO 34.33 34.67 33.93 34.10 31.22 0.34 -0.23
SPG 114.25 114.29 113.31 114.28 113.50 0.04 0.03
SPIL 8.69 8.74 8.48 8.66 8.30 0.05 -0.03
SUNW 6.74 6.76 6.52 6.55 6.25 0.02 -0.19
T 37.70 37.81 37.47 37.75 37.22 0.11 0.05
XLF 37.18 37.34 37.15 37.32 37.19 0.16 0.14
2223.29 20.23 9.15

Start: 2007-01-01
High: 2007-01-26
EOD: 2007-01-31

Symbol Open High Low Close Stop O->H O->C

AA 32.54 32.92 32.50 32.80 32.29 0.38 0.26
ADCT 16.19 16.64 16.19 16.44 15.61 0.45 0.25
AXL 20.78 20.98 20.59 20.95 19.27 0.20 0.17
CEM 11.53 11.87 11.48 11.83 11.38 0.34 0.30
CFC 43.88 44.10 43.38 44.03 43.16 0.22 0.15
CMX 60.86 61.20 60.50 60.70 60.08 0.34 -0.16
CNP 17.28 17.50 17.25 17.50 17.47 0.22 0.22
CPWR 8.94 9.13 8.93 9.12 8.88 0.19 0.18
FPL 56.75 57.51 56.67 57.45 55.58 0.76 0.70
HET 84.20 84.93 84.17 84.50 84.60 0.73 0.30
IAR 32.55 32.75 32.15 32.42 31.76 0.20 -0.13
IRF 41.76 42.15 41.26 41.84 40.48 0.39 0.08
KR 25.58 25.93 25.49 25.72 25.57 0.35 0.14
NIHD 73.71 74.64 73.01 73.41 72.97 0.93 -0.30
NOK 22.13 22.24 22.04 22.12 21.00 0.11 -0.01
NVL 36.84 37.68 36.54 37.15 34.81 0.84 0.31
ONNN 9.05 9.76 9.00 9.72 8.43 0.71 0.67
PD 124.00 124.40 123.21 123.47 122.49 0.40 -0.53
SPIL 8.69 8.74 8.48 8.66 8.30 0.05 -0.03
SVU 38.08 38.89 37.99 38.66 36.64 0.81 0.58
SYK 63.50 63.50 61.84 62.46 61.16 0.00 -1.04
TPX 23.90 24.45 23.72 23.99 23.21 0.55 0.09
789.24 9.17 2.20

[/Trading/Darvas/D200702] permanent link

2007 Feb 01 - Thu

Darvas Selections for 2007/02/01

Here are the selections for Thursday. These lists have the Darvas stop calculated in the second column.

Start: 2007-01-01
High: 2007-01-25
EOD: 2007-01-31

Symbol Stop

AA 32.29
ANF 78.11
APD 72.04
AXL 19.27
BAX 49.34
BC 32.28
BUD 50.65
CAH 70.04
CIT 58.63
FPL 55.58
FRX 56.00
GS 215.13
GT 25.03
HET 84.60
HTZ 18.96
HYSL 39.76
IR 42.01
ITU 37.09
IVV 143.13
JCI 91.68
JPM 49.78
KMI 106.28
LYO 30.76
MAT 23.73
MET 62.36
MON 54.77
MRK 45.45
MSFT 31.10
MT 46.97
NCC 37.46
NIHD 72.97
NTES 19.81
ONNN 8.43
PAAS 28.07
PHG 38.03
PLCM 32.57
RIO 31.22
RITA 4.78
SPG 113.50
SPIL 8.30
SUNW 6.25
T 37.22
XLF 37.19

Start: 2007-01-01
High: 2007-01-26
EOD: 2007-01-31

Symbol Stop

AA 32.29
ADCT 15.61
AXL 19.27
CEM 11.38
CFC 43.16
CMX 60.08
CNP 17.47
CPWR 8.88
FPL 55.58
HET 84.60
IAR 31.76
ICOS 33.96
IRF 40.48
KR 25.57
NIHD 72.97
NOK 21.00
NVL 34.81
ONNN 8.43
PD 122.49
SPIL 8.30
SVU 36.64
SYK 61.16
TPX 23.21

[/Trading/Darvas/D200702] permanent link

Darvas Results at EOD 2007/01/31

In comparison, the Dow Jones Industrial Index opened at 12520 had a high of 12657, had a low of 12505, and closed up at 12621.

Start: 2007-01-01
High: 2007-01-24
EOD: 2007-01-30

Symbol Open High Low Close O->H O->C

AA 32.02 32.49 31.83 32.30 0.47 0.28
AGR 19.95 20.20 19.70 20.14 0.25 0.19
ANDW 11.06 11.06 10.54 10.62 0.00 -0.44
APD 73.28 75.00 73.28 74.66 1.72 1.38
CHL 46.18 46.43 45.50 46.15 0.25 -0.03
CMX 60.65 61.59 60.50 61.26 0.94 0.61
CONR 33.11 33.32 33.11 33.22 0.21 0.11
CTSH 85.11 85.37 84.27 85.29 0.26 0.18
CVG 25.86 26.16 25.78 26.04 0.30 0.18
CX 34.95 35.49 34.65 35.38 0.54 0.43
DIA 125.19 126.49 125.13 126.24 1.30 1.05
EEM 112.39 114.30 111.76 114.30 1.91 1.91
EWJ 14.20 14.37 14.16 14.31 0.17 0.11
EWZ 46.76 47.58 46.46 47.25 0.82 0.49
FRX 56.00 56.21 55.45 56.11 0.21 0.11
GS 208.30 212.75 207.29 212.16 4.45 3.86
GT 24.61 24.74 24.28 24.69 0.13 0.08
HLT 35.09 35.85 34.79 35.39 0.76 0.30
HLTH 14.05 14.33 13.97 14.26 0.28 0.21
HTZ 18.57 18.80 18.25 18.62 0.23 0.05
HYSL 41.85 42.60 41.80 42.20 0.75 0.35
IACI 38.16 38.82 37.66 38.40 0.66 0.24
IR 42.65 43.89 42.45 42.88 1.24 0.23
ITU 36.60 37.24 36.32 36.97 0.64 0.37
IVV 142.93 144.42 142.70 144.03 1.49 1.10
JPM 50.07 51.16 49.85 50.93 1.09 0.86
KBH 51.42 54.41 51.42 54.22 2.99 2.80
KKD 12.88 13.00 12.30 12.33 0.12 -0.55
KR 25.30 25.73 25.20 25.60 0.43 0.30
LEH 80.94 82.50 80.20 82.24 1.56 1.30
MA 111.05 112.17 110.75 111.55 1.12 0.50
MAT 24.00 24.38 23.98 24.36 0.38 0.36
MBT 54.25 54.53 53.04 54.16 0.28 -0.09
MET 61.80 62.24 61.45 62.12 0.44 0.32
MIR 34.30 34.30 33.91 34.18 0.00 -0.12
MON 54.93 55.48 54.78 55.09 0.55 0.16
MT 46.29 47.57 46.05 47.57 1.28 1.28
NIHD 72.32 74.02 71.99 73.80 1.70 1.48
NTES 20.08 20.51 20.00 20.44 0.43 0.36
PAAS 27.88 28.52 27.75 28.38 0.64 0.50
PHG 38.71 39.25 38.62 39.15 0.54 0.44
POT 158.00 158.50 155.72 156.03 0.50 -1.97
RIO 32.80 34.00 32.68 33.93 1.20 1.13
SPIL 8.45 8.88 8.41 8.77 0.43 0.32
SPY 142.63 144.13 142.40 143.75 1.50 1.12
SRE 56.85 57.45 56.53 57.38 0.60 0.53
SSTI 5.14 5.20 4.92 4.98 0.06 -0.16
T 37.08 37.88 37.08 37.63 0.80 0.55
TJX 29.47 29.70 29.23 29.57 0.23 0.10
TOL 32.50 34.04 32.44 33.83 1.54 1.33
TV 28.95 29.61 28.86 29.46 0.66 0.51
UMC 3.50 3.58 3.46 3.55 0.08 0.05
XLF 36.78 37.17 36.67 37.08 0.39 0.30
2672.53 41.52 27.06

Start: 2007-01-01
High: 2007-01-25
EOD: 2007-01-30

Symbol Open High Low Close O->H O->C

AA 32.02 32.49 31.83 32.30 0.47 0.28
ANF 77.85 79.78 77.57 79.54 1.93 1.69
APD 73.28 75.00 73.28 74.66 1.72 1.38
AXL 20.54 20.85 20.24 20.78 0.31 0.24
BAX 49.47 49.74 49.20 49.66 0.27 0.19
BC 33.75 34.15 33.50 34.11 0.40 0.36
BUD 50.90 51.16 50.72 50.97 0.26 0.07
CAH 71.63 71.63 70.85 71.42 0.00 -0.21
CIT 57.61 59.23 57.54 58.96 1.62 1.35
FPL 56.13 56.87 56.00 56.65 0.74 0.52
FRX 56.00 56.21 55.45 56.11 0.21 0.11
GS 208.30 212.75 207.29 212.16 4.45 3.86
GT 24.61 24.74 24.28 24.69 0.13 0.08
HET 84.57 84.74 84.17 84.48 0.17 -0.09
HTZ 18.57 18.80 18.25 18.62 0.23 0.05
HYSL 41.85 42.60 41.80 42.20 0.75 0.35
IR 42.65 43.89 42.45 42.88 1.24 0.23
ITU 36.60 37.24 36.32 36.97 0.64 0.37
IVV 142.93 144.42 142.70 144.03 1.49 1.10
JCI 90.83 92.67 90.65 92.46 1.84 1.63
JPM 50.07 51.16 49.85 50.93 1.09 0.86
KMI 105.90 106.25 105.75 106.00 0.35 0.10
LYO 30.71 31.70 30.60 31.62 0.99 0.91
MAT 24.00 24.38 23.98 24.36 0.38 0.36
MET 61.80 62.24 61.45 62.12 0.44 0.32
MON 54.93 55.48 54.78 55.09 0.55 0.16
MRK 44.90 45.09 44.50 44.75 0.19 -0.15
MSFT 30.41 31.10 30.35 30.86 0.69 0.45
MT 46.29 47.57 46.05 47.57 1.28 1.28
NCC 37.75 37.95 37.62 37.85 0.20 0.10
NIHD 72.32 74.02 71.99 73.80 1.70 1.48
NTES 20.08 20.51 20.00 20.44 0.43 0.36
ONNN 8.41 8.50 8.29 8.36 0.09 -0.05
PAAS 27.88 28.52 27.75 28.38 0.64 0.50
PHG 38.71 39.25 38.62 39.15 0.54 0.44
PLCM 34.11 34.19 33.14 33.62 0.08 -0.49
RIO 32.80 34.00 32.68 33.93 1.20 1.13
SPIL 8.45 8.88 8.41 8.77 0.43 0.32
SUNW 6.42 6.66 6.38 6.64 0.24 0.22
T 37.08 37.88 37.08 37.63 0.80 0.55
XLF 36.78 37.17 36.67 37.08 0.39 0.30
2008.26 31.57 22.71

[/Trading/Darvas/D200701] permanent link

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