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

   

The Stock Trends TSX ST-IM Select Bullish Crossover Portfolio trading strategy, defined below, has averaged 17% annual returns over the 13-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 74,717 -5,868 -7.8 6.0 -13.8
2016 64,151 15,981 25.3 17.5 7.8
2015 29,245 -9,875 -33.3 -8.9 -24.4
2014 29,623 3,052 10.2 7.5 2.7
2013 22,830 -6,361 -28.3 10.3 -38.6
2012 13,585 -720 -5.3 3.0 -8.3
2011 75,094 6,738 8.8 -11.1 19.9
2010 100,566 39,892 39.7 14.5 25.2
2009 73,019 34,638 48.0 41.4 6.6
2008 23,396 -22,862 -95.9 -39.9 -56.0
2007 43,774 14,649 33.1 7.1 26.0
2006 42,264 13,771 32.9 14.3 18.6
2005 45,472 26,331 57.5 21.9 35.6

* 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 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 TSX ST-IM SELECT BULLISH CROSSOVER 
PORTFOLIO TRADING STRATEGY


The trading criteria defined for the Stock Trends TSX 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 TSX 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 55%. 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: 78
# of winning positions (winning %): 43 (55%)
Average gain(%) per winning position: 38%
Average loss(%) per losing position: 14%
Profit factor**: 3.1
Maximum gain(%) on a position: 235%
Maximum loss(%): -44%
Annualized return on average invested capital: 17.3%
Average invested capital: $48,706
Average # of positions held: 5
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 TSX ST-IM Bullish Crossover Portfolio Distribution of Returns

 

 

 

 

 

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