Erlanger Squeeze Play's Model Portfolio:
Erlanger Squeeze Screen Performance:
MSFT and the Erlanger Trading Rank
The following chart/table shows the performance of Microsoft (MSFT)
shares for a variety of Erlanger Trading Rank filters over multiple
"days forward" observations:
For the period observed, the average 50-day change in MSFT when
their Trading Rank was greater than 50 was 11.81% versus .24% for
the MSFT at all times. The 50-day change for MSFT when the Erlanger
Trading Rank was below 10 was -8.90%. Clearly, during this period
it was better to buy MSFT when its Erlanger Trading Rank was above
50, and to sell MSFT when it fell below.
Dow Jones 30 Industrials and the Erlanger Trading Rank
The following chart/table shows the average performance of the
30 Dow Jones Industrial issues for a variety of Erlanger Trading
Rank filters over multiple "days forward" observations:
For the period observed, the average 50-day change in Dow stocks
when their Trading Rank was greater than 90 was 6.06% versus 2.38%
for the Dow stocks at all times. The 50-day change for Dow stocks
when their Erlanger Trading Rank was below 10 was -2.38%.
S&P 100 (OEX) Issues and the Erlanger Trading Rank
The following chart/table shows the average performance of the
S&P 100 (OEX) issues for a variety of Erlanger Trading Rank filters
over multiple "days forward" observations:
For the period observed, the average 50-day change in S&P 100 stocks
when their Trading Rank was greater than 90 was 4.49% versus 2.38%
for the S&P 500 at all times. The 50-day change for S&P 100 stocks
when their Erlanger Trading Rank was below 10 was .14%.
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