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# American Capital Agency Corp. Message Board

• jess_1554 jess_1554 Mar 1, 2013 9:33 AM Flag

## OT - MAIN

RE: Doc’s formula for entry at EX+3. This was discussed at length in previous posts.
The results of this strategy were so good I ran it for all days between EX+3 and the following EX-1 for all periods since January 2009 with the following results:

Total days formula was applied = 771 days in 50 periods. 23 of the 50 periods contained entry hits. One period of the 23 was a loss. Total losing days were 6 for a total of 0.46. Longest consecutive time without any entry hits was 7 periods (roughly 7 months).

Total number of days containing entry hits = 138 for a net gain of 145.69. Average gain for all periods = 2.91. Average gain for periods containing hits = 6.33. Average gain per trade = 1.06. Largest gain for one trade = 3.85. Longest holding period for a single trade = 16 days.

The strategy is a little cumbersome and takes daily attention to apply, but the loss rate is almost negligible and the gains excellent. Setting up a spreadsheet with the formula could signal buys by entering the PPS near the close of each day.

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• Hey Jess,

Thank you for your work and enthusiasm. Were you applying the GLAD rules for MAIN in your posted results, with X+3 as your initial buy, if GLAD rules in force, and then new buys for each forward date until X-6 as each new GLAD date rolled by? Finally, were all accumulated shares exited on the close of EX-1?

Thanks Jess,

DocReits

• bowhunterron@ymail.com bowhunterron Mar 1, 2013 10:19 AM Flag

First, let me say thank you to you and Doc for the work you put into this. I was thinking as a strategy, I would make my first buy Maybe 1/2 the position on EX+2 (from scenario #1) Then switch over to scenario 2 and make subsequent buys using the formula. That way if at the close of EX+3 you do not have a quantity greater than 0.035 you are in the trade using the entry point from scenario 1. Thoughts