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Stock Trends: Portfolio
NYSE Weak Bearish Breakout Portfolio
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Trading History

     

The Stock Trends NYSE Weak Bearish Breakout trading strategy, defined below, has averaged 21% annual returns over the 28-year period January 1990 to December 2017!

 

ST NYSE Weak Bearish Breakout Portfolio Strategy Performance - 1991 to 2017:
Year Avg Invested
Capital
Net Gain/(Loss) % Returns
ST
Portfolio *
S&P 500
Index
Difference
2017 251,509 45,359 18.1 19.4 -1.3
2016 242,642 31,269 12.9 9.5 3.4
2015 246,981 -34,024 -13.7 -1.3 -12.4
2014 245,472 -21,008 -8.6 13.4 -22.0
2013 247,736 87,859 35.4 31.3 4.1
2012 144,717 -555 -0.4 11.5 -11.9
2011 131,887 -10,502 -7.9 0.0 -7.9
2010 118,491 6,765 5.8 12.8 -7.0
2009 95,283 30,997 32.6 29.1 3.5
2008 82,453 -61,565 -73.8 -41.0 -32.8
2007 130,943 20,169 15.3 4.2 11.1
2006 176,226 39,849 22.6 13.6 9.0
2005 180,943 107,707 59.7 3.0 56.7
2004 172,264 69,531 40.4 10.4 30.0
2003 166,226 84,728 51.2 25.2 26.0
2002 80,755 -81 -0.1 -24.6 24.5
2001 63,585 -6,596 -10.5 -12.1 1.6
2000 90,755 -26,577 -29.2 -10.1 -19.1
1999 169,623 -71,445 -42.0 19.5 -61.5
1998 293,962 127,506 43.1 31.0 12.1
1997 476,604 277,063 57.9 23.7 34.2
1996 438,302 154,016 35.2 22.9 12.3
1995 348,868 139,022 39.9 34.1 5.8
1994 340,943 31,289 9.2 -1.5 10.7
1993 372,830 96,350 25.8 7.1 18.7
1992 315,283 76,019 24.2 8.2 16.0
1991 255,660 43,238 16.9 23.7 -6.8

* 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 NYSE 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 NYSE WEAK BEARISH BREAKOUT
 TRADING STRATEGY


The trading criteria defined for the Stock Trends NYSE 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 NYSE 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 47%. 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 (completed) positions taken: 447
# of winning positions (winning %): 208 (47%)
Average gain(%) per winning position: 80%
Average loss(%) per losing position: 17%
Profit factor**: 4.1
Maximum gain(%) on a position: 1212%
Maximum loss(%): -50%
Annualized return on average invested capital: 21.3%
Average invested capital: $211,871
Average # of positions held: 21
Average # of weeks invested in each position: 69

* 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 NYSE Weak Bearish Breakout Portfolio Distribution of Returns

 

 

 

 

 

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