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Sample Results

This table represents results obtained from testing a variety of systems on various sets of data.  Results are annualized linear regression slope, expressed as percent gains. The systems that are optimized were optimized for the 5 year time period.

  "2000" securities 5 Years "Tech Wreck" "Top to Present" "Unknown Data"
System 4/4/96 -  6/21/01 7/1/97 - 11/29/02 3/24/00 - 9/21/01 3/24/00 - 11/29/02 7/1/96 - 7/1/97
A/D Divergence -4% 28% 10% -4% 23%
Alpha -51% 51% 36% 10% 2%
Bollinger Band Oscillator 7% 4% -5% -1% 1%
Chande Momentum Filter 7% 39% 34% 18% 55%
CMO Trend follower -21% -2% 5% 2% 0%
Combined ROC -2% 67% -42% -13% 1%
Correlation to S&P 10% 17% -11% -15% 24%
Lin Reg Slope Relative -86% 71% 14% 6% 20%
Linear Regression Slope -11% 102% -8% 6% 34%
Moving Average -5% 54% -12% -3% 1%
NVI 281% 93% -17% -24% 39%
OBV 26% 20% -53% -55% 25%
Relative Strength to S&P -33% 40% -36% -26% 8%
ROC Spectrum -2% 66% -40% -8% 4%
RSI Trend follower -75% -5% 0% -3% -1%
RSI Trend w/ VHF -82% -5% 0% -3% -2%
Standard Error 18% 125% 30% 74% 8%
William's A/D Divergence -15% 60% -6% 4% 20%

 

Results Reported by Users

Courtesy of Bill VanDyke, Dallas Texas...

System Data Used Date Range Percent gain/loss Annual percent gain/loss
Stochastic RSI sector funds rotation,
top ONE fund only		 A selected family of funds 9/3/98 - 12/20/02 326% 40%
Stochastic MACD sector stock rotation,
top TWO stocks only		 Dow 30 + S&P100 stocks 1/2/96 - 12/4/02 340% 24%
Private strategy switching system,
top TWO funds only		 A selected family of funds 9/3/98 - 12/20/02 540% 54%

"Being a user of a number of technical analysis programs, I found Pikker to be a robust, easy to use 'Dynamic Portfolio' backtester.  I had experimented with other similar programs ranging in price approximately $300 to $2000, and found them not as easy to use as Pikker.  Pikker's interface allowed me to make some changes in my system that were not apparent using other programs, which significantly increased my backtesting profits.  Congratulations on an excellent program."  -- Bill VanDyke

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