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Stock Trends: Portfolio
NYSE ST-IM Select Bullish Crossover
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Trading History

   

The Stock Trends NYSE ST-IM Select Bullish Crossover Portfolio trading strategy, defined below, has averaged 14% annual returns over the 14-year period January 2004 to December 2017!

 

NYSE ST-IM Select Bullish Crossover Portfolio Strategy Performance - 2005 to 2017:
Year Avg Invested
Capital
Net Gain/(Loss) % Returns
ST
Portfolio *
S&P 500
Index
Difference
2017 422,075 2,555 0.6 19.4 -18.8
2016 428,113 43,311 10.2 9.5 0.7
2015 210,943 -3,569 -1.7 -1.3 -0.4
2014 259,434 -22,194 -8.5 13.4 -21.9
2013 282,075 122,846 43.6 31.3 12.3
2012 123,962 10,841 8.9 11.5 -2.6
2011 304,717 -39,307 -12.7 0.0 -12.7
2010 608,113 103,531 17.0 12.8 4.2
2009 442,642 255,714 58.7 29.1 29.6
2008 61,321 -35,403 -56.7 -41.0 -15.7
2007 212,075 25,161 11.8 4.2 7.6
2006 226,226 50,147 22.3 13.6 8.7
2005 174,340 11,951 6.9 3.0 3.9

* 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 ST-IM Select Bullish Crossover 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 ST-IM SELECT BULLISH CROSSOVER 
PORTFOLIO TRADING STRATEGY


The trading criteria defined for the Stock Trends NYSE ST-IM Select Bullish Crossover Portfolio are as follows:

BUY a stock when:

  • tagged been tagged with a "Bullish Crossover" indicator () , and
  • weekly volume is above 100,000 shares, and
  • the stock is a Stock Trends Inference Model (ST-IM) 'Select' stock.

 

Stock Trends Inference Model 'Select' stocks must have Stock Trends indicator combinations that have a lower limit of its mean return confidence interval above the base period mean random return for all three periods: 4-week, 13-week, and 40-week. Base period mean returns are: 4-week[ 0% ], 13-week[ 2.19% ], 40-week[ 6.45% ]. The assumed probability distribution is a normal curve. Probability of exceeding the 13-week base period random returns must be >= 55%.

 

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 #1: A Bearish Crossover (). 

 

Stock Trends NYSE ST-IM Select Bullish Crossover Portfolio has a winning percentage (the number of trades that provided positive returns as a percentage of the total number of trades) of 53%. 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: 452
# of winning positions (winning %): 233 (52%)
Average gain(%) per winning position: 33%
Average loss(%) per losing position: 11%
Profit factor**: 3.2
Maximum gain(%) on a position: 271%
Maximum loss(%): -64%
Annualized return on average invested capital: 14%
Average invested capital: $274,658
Average # of positions held: 28
Average # of weeks invested in each position: 44

* 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 ST-IM Bullish Crossover Portfolio Distribution of Returns

 

 

 

 

 

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