Strategy FINORK.com

The .com is based on, a panel of Ichimoku Kinko Hyo system, Bollinger 20-2, Stochastics 14-3, MACD 2-26-9, DMI and ADL

A bullish signal is detected in the following cases on the basis of a close price higher than the open price (= green candle) :

  • Case N° 1 : The kijun is above the tenkan, the close price which is above the cloud closed the kijun upward
  • Case N° 2 : The tenkan is above the kijun, the close price which is above the cloud crosses the tenkan upward
  • Case N° 3 : The close price crosses the cloud upward and is above the tenkan and the kijun
  • Case N° 4 : The close price is above the cloud, the tenkan and the kijun, the DI+ crosses the DI- upward
  • Case N° 5 : The close price crosses the 20-day-moving-average upward and is below the top line of the Bollinger band, the stochastics and the MACD are above their trigger line

A bearish signal is detected in the following cases on the bases of a close price below the open price (= red candle) :

  • Case N° 1 : The kijun is below the tenkan, the close price which is below the cloud crosses the kijun downward
  • Case N° 2 : The tenkan is below the kijun, the close price which is below the cloud crosses the tenkan downward
  • Case N° 3 : The close price which is crossing the cloud downward is below the tenkan and the kijun
  • Case N° 4 : The close close price is below the cloud, the tenkan and the kijun, the DI- crosses the DI+ upward
  • Case N° 5 : The close price croissed the 20-day-moving-average down and is above the bottom line of the Bollinger band, the stochastics and the MACD are below their trigger line

The strength of a bullish signal depends on the accumulation of shares of the company by investors.

At the opposite, The strength of a bullish signal depends on the distribution of shares of the company by investors.

Efficieny rate of the strategy FINORK.com on CAC40 companies on

Evolution of the efficiency rate of the strategy FINORK.com

 

Methodology applied :

The methodology applied to calculate the efficiency of a strategy is as follows:

  • Bullish and bearish signals are calculated every evening when the market is closed.
  • The reference price corresponds to the opening price following the detection of the signal.
  • The gain or the loss is calculated over a period of 40 days following the detection of the signal by taking the highest closing price recorded over the period.
  • This period is reduced in case of detection of an inverse signal.
  • The efficiency rate is calculated by dividing the sum of gains and losses on the sum by the sum of the gains.

This efficency is displayed in %.