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Sample Data:

Note that the data shown here is for illustrative purposes only. Data is only shown for the cases where the model was applicable. The results shown here should not be considered to be typical. These results are raw exclusive of costs.

20050520MMsummary_MF_long
EquityCumePriceChangeNumTradesAvePriceChange
ZMH4.1895065 108 0.038791727
RKH42.44171 1202 0.035309244
ADBE3.4108772 231 0.014765702
MEDI0.050001144 6 0.008333524
BBH31.3871 668 0.046986677
TTEK0.30999565 15 0.020666378
HHH6.871296 360 0.019086933
SWH7.8214912 385 0.020315561
MDY12.738235 785 0.016227052
EBAY0.0 0 NaN
ERTS2.1104813 128 0.016488135
VRTS0.0 0 NaN
OEF2.4207191 168 0.014409043
WFMI19.82882 270 0.073440075
XMSR1.4099827 120 0.011749855
RTH66.121544 2124 0.03113067
XLB0.5900135 60 0.009833558
IGV7.3613625 362 0.020335255
INTC0.010000229 1 0.010000229
QQQQ0.0 0 NaN
Totals209.07312 6993 0.029897487