Friday, June 6, 2008

North American Tanker (NAT) Trading Strategy

My research on NAT in March has paid off quite well and I made a very good run in it. I have done some more technical research and it seems a strategy of buy whenever stochastic 1433k crosses above stochastick 1433d and selling again as it goes below the 1433d would have netted you somewhere around 27% trading from January 1 2008 onwards.

This beats the buy-and-hold by 10% points.
However it does not beat the buy in March.
Another strategy though would beat the buy in March and that would be the buy when MACD 12,26,9 crosses above signal. You would land somewhere around 40% depending on when during the crossing day you bought.

More research will follow. I am in the process of creating a real comprehensive analysis and trading strategy which will inolve linkage of fundamentals and technical analysis to pick the winners. My hope is also to expand this into a portfolio management concept to where the portfolio will be put together in a diversifies Beta concious way. Sadly, with the current deal with my broker I cannot do shorts, options or forex to add even more sophistication, but since getting to the portfolio management part probably is at least 6 months further down the road I have plenty of time to get the documents sent over to my broker.

I will try to publish here as my analysis model comes to life
I also hoep to use the google pages thing to eventually publish stock tips there.

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