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Stock Trends: Portfolio
TSX Financials Bullish Crossover
Current Portfolio Report
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Trading History

 

The TSX Financials Bullish Crossover Portfolio trading strategy:
BUY a TSX-listed Financials stock when:
tagged with a “Bullish Crossover indicator
SELL a stock when:
tagged with a “Bearish Crossover indicator
 

 
 
 
The money management rules for the portfolio are as follows:

Exposure on each position is limited to $10,000.

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.
 

Applying this very simple trading system on the Stock Trends 23-year historical data of TSX-listed financial stocks generates the following results:
 
ST TSX Financials Bullish Crossovers Portfolio Strategy Performance - 1995 to 2017:
Year Avg Invested
Capital
Net Gain/(Loss) % Returns
ST
Portfolio *
S&P TSX
Index
Difference
2017 135,660 989 0.7 6.0 -5.3
2016 125,660 9,256 7.4 17.5 -10.1
2015 70,566 -16,264 -23.1 -8.9 -14.2
2014 180,377 17,511 9.7 7.5 2.2
2013 171,132 48,118 28.2 10.3 17.9
2012 104,151 -9,428 -9.1 3.0 -12.1
2011 107,547 -10,754 -9.8 -11.1 1.3
2010 137,358 -5,219 -3.8 14.5 -18.3
2009 110,189 31,497 28.9 41.4 -12.5
2008 30,943 -26,357 -84.1 -39.9 -44.2
2007 162,264 16,457 10.1 7.1 3.0
2006 166,226 31,005 18.7 14.3 4.4
2005 182,075 47,016 25.8 21.9 3.9
2004 150,566 15,229 10.1 13.5 -3.4
2003 134,717 31,261 23.4 23.1 0.3
2002 75,660 -16,330 -21.3 -13.6 -7.7
2001 96,226 8,244 8.5 -13.8 22.3
2000 84,528 32,090 38.4 5.6 32.8
1999 33,019 -13,445 -40.4 29.6 -70.0
1998 73,019 -34,410 -46.4 -1.1 -45.3
1997 109,623 89,681 81.7 11.5 70.2
1996 101,698 70,469 69.4 25.1 44.3
1995 87,358 13,809 15.8 11.6 4.2
 
 

 

 

Trading Statistics

   
Total # of positions taken: 302
# of winning positions (winning %): 144 (47.7%)
Average gain(%) per winning position: 34%
Average loss(%) per losing position: 10%
Profit factor**: 3.0
Maximum gain(%) on a position: 370%
Maximum loss(%): -73%
Annualized return on average invested capital: 12.5%
Average invested capital: $113,519
Average # of positions held: 12
Average # of weeks invested in each position: 46

* 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)]

 

 

 

 

  

The current TSX Financials Bullish Crossover Portfolio report is published weekly. It shows current holdings, as well as current buy and sell transactions. Investors can follow the report to emulate the performance of the portfolio or use this model portfolio to adjust their own holdings in these important Nasdaq stocks.
 
 

 

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