2007 Feb 18 - Sun

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