mimo_100
11-04-2003, 10:30 AM
Some statistics on MrMarket’s closed positions.
I analyzed all of the closed positions on the MM home page. These
took place January 3, 2002 thru October 24, 2003.
I calculated the number of days each stock was held. These ranged
between 4 and 456 days. I threw out the 6 highest and 6 lowest.
Of the remaining, the average stock was held 41 calendar days. The standard deviation was 44 days. I changed one date . The purchase date of VNBC was entered as April 12, 2003. This was a Saturday. I changed it to Friday, April 11, 2003.
I also calculated the number of days between purchases. On the average, a stock was purchased every 16 calendar days. The standard deviation was 23 days.
I also observed that when the S&P was rising, the number of days between purchases decreased, and when the S&P was in general falling, the number of days between purchases increased.
I always observe that MRMarket is HUGE! 8)
Tim
I analyzed all of the closed positions on the MM home page. These
took place January 3, 2002 thru October 24, 2003.
I calculated the number of days each stock was held. These ranged
between 4 and 456 days. I threw out the 6 highest and 6 lowest.
Of the remaining, the average stock was held 41 calendar days. The standard deviation was 44 days. I changed one date . The purchase date of VNBC was entered as April 12, 2003. This was a Saturday. I changed it to Friday, April 11, 2003.
I also calculated the number of days between purchases. On the average, a stock was purchased every 16 calendar days. The standard deviation was 23 days.
I also observed that when the S&P was rising, the number of days between purchases decreased, and when the S&P was in general falling, the number of days between purchases increased.
I always observe that MRMarket is HUGE! 8)
Tim