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Stock Trends: Portfolio
NASDAQ 100 Bullish Crossover
Current Portfolio Report
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Trading History

 

The Nasdaq 100 Bullish Crossover Portfolio trading strategy:
BUY a component stock of the Nasdaq 100 index when:
tagged with a “Bullish Crossover indicator
SELL a stock when:
tagged with a “Bearish Crossover indicator
 

 
* This strategy has been applied on the stock history of the 100 (constituent stocks since March 9, 2012) members of the Nasdaq 100 Index. It does not replicate this strategy on the historical components of the index. The strategy will make adjustments for changes in the components of the index, however, existing portfolio stock holdings that are removed from the index will remain as holdings until the sell signal is triggered.
 
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 27-year historical data of current components of the Nasdaq 100 index generates the following results:
 
 

 

 

 

Nasdaq 100 Bullish Crossover Portfolio strategy Performance - 1991 to 2017:
      % Returns
Year

Average

 Invested 

Capital

Net

Gain/(Loss)

ST

Portfolio*

S&P 500

Index

Difference
Since inception
27.2 years
Nov/1990 to Dec 31/2017
$ 482,304 $ 5,437,334 +41.6%
p.a.
+8.0%
p.a.
+33.6%
p.a.
2017 695,094 222,002 31.9 19.4 12.5
2016 549,623 33,934 6.2 9.5 -3.3
2015 599,623 17,622 2.9 -1.3 4.2
2014 679,245 147,872 21.8 13.4 8.4
2013 758,113 337,504 44.5 31.3 13.2
2012 594,906 27,404 4.6 11.5 -6.9
2011 651,509 57,169 8.7 0.0 8.7
2010 710,000 293,078 41.5 12.8 28.7
2009 538,868 334,573 62.8 29.1 33.7
2008 292,453 -274,194 -92.2 -41.0 -51.2
2007 652,453 267,529 40.8 4.2 36.6
2006 537,358 277,678 51.9 13.6 38.3
2005 540,377 374,813 69.5 3.0 66.5
2004 514,340 336,848 65.6 10.4 55.2
2003 583,774 381,092 65.6 25.2 40.4
2002 358,302 -96,097 -26.7 -24.6 -2.1
2001 331,132 -92,757 -28.1 -12.1 -16.0
2000 453,962 176,662 38.7 -10.1 48.8
1999 493,962 1,010,427 204.4 19.5 184.9
1998 361,887 545,055 150.8 31.0 119.8
1997 465,094 146,248 31.5 23.7 7.8
1996 308,302 87,487 28.5 22.9 5.6
1995 394,340 316,414 80.2 34.1 46.1
1994 252,264 28,947 11.5 -1.5 13.0
1993 276,226 119,425 43.4 7.1 36.3
1992 231,887 180,025 78.1 8.2 69.9
1991 238,868 172,947 72.4 23.7 48.7

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

 

Trading Statistics

   
Total # of positions taken: 1,496
# of winning positions (winning %): 714 (48%)
Average gain(%) per winning position: 92%
Average loss(%) per losing position: 15%
Profit factor**: 5.7
Maximum gain(%) on a position: 5,258%
Maximum loss(%): -67%
Annualized return on average invested capital: 41.6%
Average invested capital: $482,304
Average # of positions held: 49
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 Nasdaq 100 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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