This MQP combines fundamental and technical analysis by adding value to the CAN SLIM investment methodology through the concept of complete trading strategies. We utilize the TradeStation trading platform to evaluate five set-ups - Donchian channel 20-day and 55-day, Keltner channel, Bollinger bands, moving average crossover and volume breakouts -- by back-testing 559 CAN SLIM stocks for 2007. For comparison purposes we employ system quality calculations and Monte Carlo analysis to assess the performance of each set-up.

• This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.

Creator

• Beyoglu, Belin
• Ivanov, Martin Petrov

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-050108-012016

Award

• Provost's MQP Award

Advisor

• Radzicki, Michael J.

Year

• 2008

Date created

• 2008-05-01

Resource type

• Major Qualifying Project

Major

• Economics

Rights statement

• In Copyright

Last modified

• 2023-01-20