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Stock Trends: Portfolio
TSX Weak Bearish Breakout Portfolio
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Trading History

    

The Stock Trends TSX Weak Bearish Breakout trading strategy, defined below, has averaged 15% annual returns over the 24-year period February 1994 to December 2017!

 

ST TSX Weak Bearish Breakout Portfolio Strategy Performance - 1995 to 2017:
Year Avg Invested
Capital
Net Gain/(Loss) % Returns
ST
Portfolio *
S&P TSX
Index
Difference
2017 23,585 -10,872 -46.3 6.0 -52.3
2016 14,717 3,218 21.7 17.5 4.2
2015 73,585 -6,868 -9.2 -8.9 -0.3
2014 115,849 26,626 23.0 7.5 15.5
2013 111,509 24,565 22.1 10.3 11.8
2012 88,113 5,927 6.8 3.0 3.8
2011 100,000 -20,842 -20.7 -11.1 -9.6
2010 151,321 61,372 40.7 14.5 26.2
2009 132,830 49,750 37.7 41.4 -3.7
2008 89,623 -45,219 -49.7 -39.9 -9.8
2007 201,321 36,903 18.2 7.1 11.1
2006 183,962 -3,261 -1.8 14.3 -16.1
2005 176,038 99,483 56.7 21.9 34.8
2004 150,755 40,403 27.0 13.5 13.5
2003 110,566 37,758 34.5 23.1 11.4
2002 78,491 3,857 4.9 -13.6 18.5
2001 104,906 5,828 5.5 -13.8 19.3
2000 110,943 -19,388 -17.3 5.6 -22.9
1999 163,962 39,428 23.9 29.6 -5.7
1998 148,302 -30,590 -20.6 -1.1 -19.5
1997 342,453 114,110 33.0 11.5 21.5
1996 347,170 81,380 23.5 25.1 -1.6
1995 273,585 23,458 8.6 11.6 -3.0

* ST portfolio annual returns are based on average invested capital for the year.


You can review a history of ALL completed positions (i.e. a position is 'completed' when it it is bought and sold): Trading History

How can you too follow the Stock Trends TSX Weak Bearish Breakout Portfolio?... simply subscribe to Stock Trends Weekly Reporter for $19.95/mo (or choose one of our money-saving annual subscription plans). Each week we run our proprietary Stock Trends Portfolio Buy filter to find new acquisitions for this and other portfolios, and review the current portfolio holdings for our Sell signals - all published in weekly Portfolio reports made available to subscribers. 


STOCK TRENDS TSX WEAK BEARISH BREAKOUT
 TRADING STRATEGY


The trading criteria defined for the Stock Trends TSX Weak Bearish Breakout are as follows:

BUY a stock when:

  • tagged with a "Weak Bearish" indicator (), and
  • weekly volume is above 500,000 shares, and volume of trading is at least twice the 13-week average volume (volume tagged as high - ), and
  • price movement on the week exceeds the comparative market index (+ sign beside the RSI), and
  • week closing price is at the week high, and
  • finally, limit the selection to stocks trading above $2 at the time of entry.

 

Note that transaction costs are factored into the cost of purchases and the net proceeds of sales at 1% in and 1% out, or 2% commission on a round trip. 

 

SELL criteria are as follows:

  • Sell Trigger #2: A Stop Loss provision is defined for each position held, setting the stop price at 20% below the highest closing price (minimum $0.50 below). If a stock is trading at or below the stop price at the end of a trading week, it is sold at the weekly closing price. Stop prices are moved up with any weekly increase in the stock's price, but, once increased, are never moved back down. 

Stock Trends TSX Weak Bearish Breakout Portfolio has a winning percentage (the number of trades that provided positive returns as a percentage of the total number of trades) of 41%. What makes the system successful is the ratio of the average gains on positive return trades to the average losses on negative return trades. One way to represent this relationship and measure the profitability of a trading system is the Profit Factor:

 

Trading Statistics

 
Total # of positions taken: 440
# of winning positions (winning %): 175 (40.7%)
Average gain(%) per winning position: 54%
Average loss(%) per losing position: 16%
Profit factor**: 2.2
Maximum gain(%) on a position: 600%
Maximum loss(%): -57%
Annualized return on average invested capital: 15%
Average invested capital: $141,110
Average # of positions held: 15
Average # of weeks invested in each position: 40

* all trading stats compiled at December 31, 2017 

 **Profit Factor = (% of winning trades X average $ gains on winning trades) / ABSOLUTE VALUE[(% of losing trades X average $ losses on losing trades)]

 

Stock Trends TSX Weak Bearish Breakout Portfolio Distribution of Returns

 

 

 

 

 

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