A rainy Saturday and so there is time to update the program. Below are the results from updating the program to select better Pivot Points and to change the Back Test program to run through more days.
Group: S&P 500
Period: 3 years.
Hit median line: 15334 - 80%
Fail to reach median line: 3857 - 20%
Average # of days to reach median line from P2 - 43
IBM
Pivot Points:
1 Pivot Point Falling starts at 123.12 position 30 2008-05-29
2 Pivot Point Rising starts at 112.51 position 52 2008-06-30
3 Pivot Point Falling starts at 123.4 position 69 2008-07-24
4 Pivot Point Rising starts at 108.95 position 99 2008-09-05
5 Pivot Point Falling starts at 113.59 position 103 2008-09-11
6 Pivot Point Rising starts at 83.62 position 124 2008-10-10
7 Pivot Point Falling starts at 89.19 position 126 2008-10-14
8 Pivot Point Rising starts at 75.91 position 135 2008-10-27
9 Pivot Point Falling starts at 89 position 141 2008-11-04
10 Pivot Point Rising starts at 68.74 position 153 2008-11-20
11 Pivot Point Falling starts at 85.5 position 183 2009-01-06
12 Pivot Point Rising starts at 78.56 position 192 2009-01-20
13 Pivot Point Falling starts at 93.28 position 206 2009-02-09
14 Pivot Point Rising starts at 80.43 position 225 2009-03-09
15 Pivot Point Falling starts at 102.31 position 264 2009-05-04
16 Pivot Point Rising starts at 97.86 position 272 2009-05-14
17 Pivot Point Falling starts at 105.95 position 291 2009-06-11
18 Pivot Point Rising starts at 97.03 position 308 2009-07-07
19 Pivot Point Falling starts at 116.66 position 341 2009-08-21
20 Pivot Point Rising starts at 112.95 position 349 2009-09-02
21 Pivot Point Falling starts at 124.88 position 378 2009-10-14
22 Pivot Point Rising starts at 117.3 position 391 2009-11-02
23 Pivot Point Falling starts at 125.72 position 402 2009-11-17
24 Pivot Point Rising starts at 122.85 position 409 2009-11-27
25 Pivot Point Falling starts at 129.57 position 431 2009-12-30
26 Pivot Point Rising starts at 119.62 position 451 2010-01-29
27 Pivot Point Falling starts at 126.22 position 471 2010-03-01
28 Pivot Point Rising starts at 123.26 position 477 2010-03-09
29 Pivot Point Falling starts at 127.01 position 487 2010-03-23
30 Pivot Point Rising starts at 125.28 position 498 2010-04-08
31 Pivot Point Falling starts at 129.81 position 505 2010-04-19
32 Pivot Point Rising starts at 120.48 position 519 2010-05-07
33 Pivot Point Falling starts at 129.74 position 523 2010-05-13
34 Pivot Point Rising starts at 121.6 position 532 2010-05-26
35 Pivot Point Falling starts at 129.25 position 547 2010-06-17
36 Pivot Point Rising starts at 120.25 position 558 2010-07-02
37 Pivot Point Falling starts at 128.99 position 565 2010-07-14
38 Pivot Point Rising starts at 124.87 position 569 2010-07-20
39 Pivot Point Falling starts at 130.9 position 583 2010-08-09
40 Pivot Point Rising starts at 121.75 position 596 2010-08-26
41 Pivot Point Falling starts at 141.64 position 632 2010-10-18
42 Pivot Point Rising starts at 136.88 position 633 2010-10-19
43 Pivot Point Falling starts at 145.97 position 649 2010-11-10
Back Test Results
1 Pivot Point Falling starts at 123.12 position 30 2008-05-29
Cross line on 2008-09-04 closing price 109.58 median line point value 111.44
2 Pivot Point Rising starts at 112.51 position 52 2008-06-30
Cross line on 2009-09-16 closing price 118.53 median line point value 118.35
3 Pivot Point Falling starts at 123.4 position 69 2008-07-24
Cross line on 2008-10-02 closing price 99.81 median line point value 102.55
4 Pivot Point Rising starts at 108.95 position 99 2008-09-05
Cross line on 2009-01-28 closing price 90.86 median line point value 89.69
5 Pivot Point Falling starts at 113.59 position 103 2008-09-11
Cross line on 2008-11-19 closing price 72.8 median line point value 74.05
6 Pivot Point Rising starts at 83.62 position 124 2008-10-10
Cross line on 2008-10-28 closing price 83.17 median line point value 80.82
7 Pivot Point Falling starts at 89.19 position 126 2008-10-14
Cross line on 2008-11-19 closing price 72.8 median line point value 74.04
8 Pivot Point Rising starts at 75.91 position 135 2008-10-27
Cross line on 2009-01-26 closing price 87.77 median line point value 87.75
9 Pivot Point Falling starts at 89 position 141 2008-11-04
no hit starting at this pivot point
10 Pivot Point Rising starts at 68.74 position 153 2008-11-20
Cross line on 2009-01-28 closing price 90.86 median line point value 89.16
11 Pivot Point Falling starts at 85.5 position 183 2009-01-06
Cross line on 2009-02-19 closing price 85.68 median line point value 86.6
12 Pivot Point Rising starts at 78.56 position 192 2009-01-20
Cross line on 2009-06-01 closing price 104.95 median line point value 103.97
13 Pivot Point Falling starts at 93.28 position 206 2009-02-09
no hit starting at this pivot point
14 Pivot Point Rising starts at 80.43 position 225 2009-03-09
Cross line on 2009-07-17 closing price 111.78 median line point value 110.6
15 Pivot Point Falling starts at 102.31 position 264 2009-05-04
Cross line on 2009-06-22 closing price 101.22 median line point value 101.29
16 Pivot Point Rising starts at 97.86 position 272 2009-05-14
Cross line on 2009-07-16 closing price 107.15 median line point value 106.97
17 Pivot Point Falling starts at 105.95 position 291 2009-06-11
no hit starting at this pivot point
18 Pivot Point Rising starts at 97.03 position 308 2009-07-07
Cross line on 2010-01-19 closing price 131.1 median line point value 130.66
19 Pivot Point Falling starts at 116.66 position 341 2009-08-21
Cross line on 2009-10-16 closing price 118.35 median line point value 121.67
20 Pivot Point Rising starts at 112.95 position 349 2009-09-02
Cross line on 2009-11-16 closing price 125.31 median line point value 125.1
21 Pivot Point Falling starts at 124.88 position 378 2009-10-14
no hit starting at this pivot point
22 Pivot Point Rising starts at 117.3 position 391 2009-11-02
Cross line on 2010-10-06 closing price 136.69 median line point value 136.57
23 Pivot Point Falling starts at 125.72 position 402 2009-11-17
Cross line on 2010-01-07 closing price 126.62 median line point value 127.05
24 Pivot Point Rising starts at 122.85 position 409 2009-11-27
Cross line on 2010-03-16 closing price 126.32 median line point value 126.23
25 Pivot Point Falling starts at 129.57 position 431 2009-12-30
no hit starting at this pivot point
26 Pivot Point Rising starts at 119.62 position 451 2010-01-29
Cross line on 2010-04-14 closing price 128.85 median line point value 127.63
27 Pivot Point Falling starts at 126.22 position 471 2010-03-01
Cross line on 2010-05-06 closing price 122.28 median line point value 123.56
28 Pivot Point Rising starts at 123.26 position 477 2010-03-09
Cross line on 2010-04-14 closing price 128.85 median line point value 128.47
29 Pivot Point Falling starts at 127.01 position 487 2010-03-23
Cross line on 2010-04-20 closing price 127.32 median line point value 128.19
30 Pivot Point Rising starts at 125.28 position 498 2010-04-08
Cross line on 2010-05-11 closing price 125.21 median line point value 125.04
31 Pivot Point Falling starts at 129.81 position 505 2010-04-19
Cross line on 2010-05-26 closing price 121.6 median line point value 121.88
32 Pivot Point Rising starts at 120.48 position 519 2010-05-07
Cross line on 2010-10-08 closing price 137.69 median line point value 137.58
33 Pivot Point Falling starts at 129.74 position 523 2010-05-13
Cross line on 2010-07-02 closing price 120.25 median line point value 120.59
34 Pivot Point Rising starts at 121.6 position 532 2010-05-26
Cross line on 2010-07-12 closing price 126.97 median line point value 126.67
35 Pivot Point Falling starts at 129.25 position 547 2010-06-17
Cross line on 2010-08-26 closing price 121.75 median line point value 122.23
36 Pivot Point Rising starts at 120.25 position 558 2010-07-02
Cross line on 2010-10-13 closing price 139.2 median line point value 138.81
37 Pivot Point Falling starts at 128.99 position 565 2010-07-14
Cross line on 2010-08-23 closing price 125.41 median line point value 125.88
38 Pivot Point Rising starts at 124.87 position 569 2010-07-20
Cross line on 2010-09-20 closing price 130.69 median line point value 129.34
39 Pivot Point Falling starts at 130.9 position 583 2010-08-09
no hit starting at this pivot point
40 Pivot Point Rising starts at 121.75 position 596 2010-08-26
Cross line on 2011-01-06 closing price 148.07 median line point value 147.18
41 Pivot Point Falling starts at 141.64 position 632 2010-10-18
Cross line on 2010-11-30 closing price 140.9 median line point value 140.92
hit median line 35; average days 37 to reach median line
did not hit 6
Group: S&P 500
Period: 3 years.
Hit median line: 15334 - 80%
Fail to reach median line: 3857 - 20%
Average # of days to reach median line from P2 - 43
IBM
Pivot Points:
1 Pivot Point Falling starts at 123.12 position 30 2008-05-29
2 Pivot Point Rising starts at 112.51 position 52 2008-06-30
3 Pivot Point Falling starts at 123.4 position 69 2008-07-24
4 Pivot Point Rising starts at 108.95 position 99 2008-09-05
5 Pivot Point Falling starts at 113.59 position 103 2008-09-11
6 Pivot Point Rising starts at 83.62 position 124 2008-10-10
7 Pivot Point Falling starts at 89.19 position 126 2008-10-14
8 Pivot Point Rising starts at 75.91 position 135 2008-10-27
9 Pivot Point Falling starts at 89 position 141 2008-11-04
10 Pivot Point Rising starts at 68.74 position 153 2008-11-20
11 Pivot Point Falling starts at 85.5 position 183 2009-01-06
12 Pivot Point Rising starts at 78.56 position 192 2009-01-20
13 Pivot Point Falling starts at 93.28 position 206 2009-02-09
14 Pivot Point Rising starts at 80.43 position 225 2009-03-09
15 Pivot Point Falling starts at 102.31 position 264 2009-05-04
16 Pivot Point Rising starts at 97.86 position 272 2009-05-14
17 Pivot Point Falling starts at 105.95 position 291 2009-06-11
18 Pivot Point Rising starts at 97.03 position 308 2009-07-07
19 Pivot Point Falling starts at 116.66 position 341 2009-08-21
20 Pivot Point Rising starts at 112.95 position 349 2009-09-02
21 Pivot Point Falling starts at 124.88 position 378 2009-10-14
22 Pivot Point Rising starts at 117.3 position 391 2009-11-02
23 Pivot Point Falling starts at 125.72 position 402 2009-11-17
24 Pivot Point Rising starts at 122.85 position 409 2009-11-27
25 Pivot Point Falling starts at 129.57 position 431 2009-12-30
26 Pivot Point Rising starts at 119.62 position 451 2010-01-29
27 Pivot Point Falling starts at 126.22 position 471 2010-03-01
28 Pivot Point Rising starts at 123.26 position 477 2010-03-09
29 Pivot Point Falling starts at 127.01 position 487 2010-03-23
30 Pivot Point Rising starts at 125.28 position 498 2010-04-08
31 Pivot Point Falling starts at 129.81 position 505 2010-04-19
32 Pivot Point Rising starts at 120.48 position 519 2010-05-07
33 Pivot Point Falling starts at 129.74 position 523 2010-05-13
34 Pivot Point Rising starts at 121.6 position 532 2010-05-26
35 Pivot Point Falling starts at 129.25 position 547 2010-06-17
36 Pivot Point Rising starts at 120.25 position 558 2010-07-02
37 Pivot Point Falling starts at 128.99 position 565 2010-07-14
38 Pivot Point Rising starts at 124.87 position 569 2010-07-20
39 Pivot Point Falling starts at 130.9 position 583 2010-08-09
40 Pivot Point Rising starts at 121.75 position 596 2010-08-26
41 Pivot Point Falling starts at 141.64 position 632 2010-10-18
42 Pivot Point Rising starts at 136.88 position 633 2010-10-19
43 Pivot Point Falling starts at 145.97 position 649 2010-11-10
Back Test Results
1 Pivot Point Falling starts at 123.12 position 30 2008-05-29
Cross line on 2008-09-04 closing price 109.58 median line point value 111.44
2 Pivot Point Rising starts at 112.51 position 52 2008-06-30
Cross line on 2009-09-16 closing price 118.53 median line point value 118.35
3 Pivot Point Falling starts at 123.4 position 69 2008-07-24
Cross line on 2008-10-02 closing price 99.81 median line point value 102.55
4 Pivot Point Rising starts at 108.95 position 99 2008-09-05
Cross line on 2009-01-28 closing price 90.86 median line point value 89.69
5 Pivot Point Falling starts at 113.59 position 103 2008-09-11
Cross line on 2008-11-19 closing price 72.8 median line point value 74.05
6 Pivot Point Rising starts at 83.62 position 124 2008-10-10
Cross line on 2008-10-28 closing price 83.17 median line point value 80.82
7 Pivot Point Falling starts at 89.19 position 126 2008-10-14
Cross line on 2008-11-19 closing price 72.8 median line point value 74.04
8 Pivot Point Rising starts at 75.91 position 135 2008-10-27
Cross line on 2009-01-26 closing price 87.77 median line point value 87.75
9 Pivot Point Falling starts at 89 position 141 2008-11-04
no hit starting at this pivot point
10 Pivot Point Rising starts at 68.74 position 153 2008-11-20
Cross line on 2009-01-28 closing price 90.86 median line point value 89.16
11 Pivot Point Falling starts at 85.5 position 183 2009-01-06
Cross line on 2009-02-19 closing price 85.68 median line point value 86.6
12 Pivot Point Rising starts at 78.56 position 192 2009-01-20
Cross line on 2009-06-01 closing price 104.95 median line point value 103.97
13 Pivot Point Falling starts at 93.28 position 206 2009-02-09
no hit starting at this pivot point
14 Pivot Point Rising starts at 80.43 position 225 2009-03-09
Cross line on 2009-07-17 closing price 111.78 median line point value 110.6
15 Pivot Point Falling starts at 102.31 position 264 2009-05-04
Cross line on 2009-06-22 closing price 101.22 median line point value 101.29
16 Pivot Point Rising starts at 97.86 position 272 2009-05-14
Cross line on 2009-07-16 closing price 107.15 median line point value 106.97
17 Pivot Point Falling starts at 105.95 position 291 2009-06-11
no hit starting at this pivot point
18 Pivot Point Rising starts at 97.03 position 308 2009-07-07
Cross line on 2010-01-19 closing price 131.1 median line point value 130.66
19 Pivot Point Falling starts at 116.66 position 341 2009-08-21
Cross line on 2009-10-16 closing price 118.35 median line point value 121.67
20 Pivot Point Rising starts at 112.95 position 349 2009-09-02
Cross line on 2009-11-16 closing price 125.31 median line point value 125.1
21 Pivot Point Falling starts at 124.88 position 378 2009-10-14
no hit starting at this pivot point
22 Pivot Point Rising starts at 117.3 position 391 2009-11-02
Cross line on 2010-10-06 closing price 136.69 median line point value 136.57
23 Pivot Point Falling starts at 125.72 position 402 2009-11-17
Cross line on 2010-01-07 closing price 126.62 median line point value 127.05
24 Pivot Point Rising starts at 122.85 position 409 2009-11-27
Cross line on 2010-03-16 closing price 126.32 median line point value 126.23
25 Pivot Point Falling starts at 129.57 position 431 2009-12-30
no hit starting at this pivot point
26 Pivot Point Rising starts at 119.62 position 451 2010-01-29
Cross line on 2010-04-14 closing price 128.85 median line point value 127.63
27 Pivot Point Falling starts at 126.22 position 471 2010-03-01
Cross line on 2010-05-06 closing price 122.28 median line point value 123.56
28 Pivot Point Rising starts at 123.26 position 477 2010-03-09
Cross line on 2010-04-14 closing price 128.85 median line point value 128.47
29 Pivot Point Falling starts at 127.01 position 487 2010-03-23
Cross line on 2010-04-20 closing price 127.32 median line point value 128.19
30 Pivot Point Rising starts at 125.28 position 498 2010-04-08
Cross line on 2010-05-11 closing price 125.21 median line point value 125.04
31 Pivot Point Falling starts at 129.81 position 505 2010-04-19
Cross line on 2010-05-26 closing price 121.6 median line point value 121.88
32 Pivot Point Rising starts at 120.48 position 519 2010-05-07
Cross line on 2010-10-08 closing price 137.69 median line point value 137.58
33 Pivot Point Falling starts at 129.74 position 523 2010-05-13
Cross line on 2010-07-02 closing price 120.25 median line point value 120.59
34 Pivot Point Rising starts at 121.6 position 532 2010-05-26
Cross line on 2010-07-12 closing price 126.97 median line point value 126.67
35 Pivot Point Falling starts at 129.25 position 547 2010-06-17
Cross line on 2010-08-26 closing price 121.75 median line point value 122.23
36 Pivot Point Rising starts at 120.25 position 558 2010-07-02
Cross line on 2010-10-13 closing price 139.2 median line point value 138.81
37 Pivot Point Falling starts at 128.99 position 565 2010-07-14
Cross line on 2010-08-23 closing price 125.41 median line point value 125.88
38 Pivot Point Rising starts at 124.87 position 569 2010-07-20
Cross line on 2010-09-20 closing price 130.69 median line point value 129.34
39 Pivot Point Falling starts at 130.9 position 583 2010-08-09
no hit starting at this pivot point
40 Pivot Point Rising starts at 121.75 position 596 2010-08-26
Cross line on 2011-01-06 closing price 148.07 median line point value 147.18
41 Pivot Point Falling starts at 141.64 position 632 2010-10-18
Cross line on 2010-11-30 closing price 140.9 median line point value 140.92
hit median line 35; average days 37 to reach median line
did not hit 6
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