Earth Day seems like a good day to talk about about warm and fuzzy things like caterpillars.
1. LONG the week of 3.17.03 at $21.99. Using $17.67 for a stop, the initial risk (R) on the trade was $4.32. Stopped out and reversed to short at $31.62 the week of 7.19.04. The percentage gain on the trade was 43.8%, and the reward-to-risk ratio was $9.63/$4.32 = 2.23.
2. SHORT the week of 7.19.04 at $31.62. With the stop at $36.71 the R was $5.09. Stopped out and reversed to long at $34.81 the week of 9.27.04. The percentage loss on the trade was -10.1%, and the reward-to-risk ratio was -$3.19/$5.09 = -0.63.
3. LONG the week of 9.27.04 at $34.81. The stop was $30.29, so R = $4.52. Stopped out and reversed to short the week of 4.11.05 at $36.39. The percentage gain on the trade was 4.5%, and the reward-to-risk ratio was $1.58/$4.52 = 0.35.
4. SHORT the week of 4.11.05 at $36.39. With my stop at $42.44 the R was $6.05. Stopped out and reversed to long at $42.50 the week of 6.6.05. The percentage loss on the trade was -16.8%, and the reward-to-risk ratio was -$6.11/$6.05 = -1.01.
5. LONG the week of 6.6.05 at $42.50. The stop was $36.82, so R = $5.68. Stopped out and reversed to short the week of 9.11.06 at $58.52. The percentage gain on the trade was 37.7%, and the reward-to-risk ratio was $16.02/$5.68 = 2.82.
6. SHORT the week of 9.11.06 at $58.52. Setting my stop at $69.73, the R on the trade was $11.21. Stopped out and reversed to long at $61.09 the week of 2.12.07. The percentage loss on the trade was -4.4%, and the reward-to-risk ratio was -$2.57/$11.21 = -0.23.
8. SHORT the week of 11.5.07 at $64.41. With the stop at $77.41 the R was $13.00. Stopped out and reversed to long the week of 3.31.08 at $71.60. The percentage loss on the trade was -11.2%, and the reward-to-risk ratio was -$7.19/$13.00 = -0.55.
9. LONG the week of 3.31.08 at $71.60. The stop was $58.56, so that means R was $13.04. Stopped out and reversed to short the week of 6.30.08 at $64.98. The percentage loss on the trade was -9.2%, and the reward-to-risk ratio was -$6.62/$13.04 = -0.51.
10. SHORT the week of 6.30.08 at $64.98. With the stop set at $77.85 the R was $12.87. Stopped out and reversed to long at $35.82 the week of 4.27.09. The percentage gain on the trade was 44.9%, and the reward-to-risk ratio was $29.16/$12.87 = 2.27.
11. LONG the week of 4.27.09 at $35.82. The stop was $22.29, so R = $13.53. Closed yesterday at $109.42 with a $97.68 stop. The percentage gain on this trade is 205.5%, and the reward-to-risk ratio is $73.60/$13.53 = 5.44.
Bottom Line:
1. LONG the week of 3.17.03 at $21.99. Using $17.67 for a stop, the initial risk (R) on the trade was $4.32. Stopped out and reversed to short at $31.62 the week of 7.19.04. The percentage gain on the trade was 43.8%, and the reward-to-risk ratio was $9.63/$4.32 = 2.23.
2. SHORT the week of 7.19.04 at $31.62. With the stop at $36.71 the R was $5.09. Stopped out and reversed to long at $34.81 the week of 9.27.04. The percentage loss on the trade was -10.1%, and the reward-to-risk ratio was -$3.19/$5.09 = -0.63.
3. LONG the week of 9.27.04 at $34.81. The stop was $30.29, so R = $4.52. Stopped out and reversed to short the week of 4.11.05 at $36.39. The percentage gain on the trade was 4.5%, and the reward-to-risk ratio was $1.58/$4.52 = 0.35.
4. SHORT the week of 4.11.05 at $36.39. With my stop at $42.44 the R was $6.05. Stopped out and reversed to long at $42.50 the week of 6.6.05. The percentage loss on the trade was -16.8%, and the reward-to-risk ratio was -$6.11/$6.05 = -1.01.
5. LONG the week of 6.6.05 at $42.50. The stop was $36.82, so R = $5.68. Stopped out and reversed to short the week of 9.11.06 at $58.52. The percentage gain on the trade was 37.7%, and the reward-to-risk ratio was $16.02/$5.68 = 2.82.
6. SHORT the week of 9.11.06 at $58.52. Setting my stop at $69.73, the R on the trade was $11.21. Stopped out and reversed to long at $61.09 the week of 2.12.07. The percentage loss on the trade was -4.4%, and the reward-to-risk ratio was -$2.57/$11.21 = -0.23.
7. LONG the week of 2.12.07 at $61.09. Using $53.27 for a stop, the R = $7.82. Stopped out and reversed to short at $64.41 the week of 11.5.07. The percentage gain on the trade was 5.4%, and the reward-to-risk ratio was $3.32/$7.82 = 0.42.
8. SHORT the week of 11.5.07 at $64.41. With the stop at $77.41 the R was $13.00. Stopped out and reversed to long the week of 3.31.08 at $71.60. The percentage loss on the trade was -11.2%, and the reward-to-risk ratio was -$7.19/$13.00 = -0.55.
9. LONG the week of 3.31.08 at $71.60. The stop was $58.56, so that means R was $13.04. Stopped out and reversed to short the week of 6.30.08 at $64.98. The percentage loss on the trade was -9.2%, and the reward-to-risk ratio was -$6.62/$13.04 = -0.51.
10. SHORT the week of 6.30.08 at $64.98. With the stop set at $77.85 the R was $12.87. Stopped out and reversed to long at $35.82 the week of 4.27.09. The percentage gain on the trade was 44.9%, and the reward-to-risk ratio was $29.16/$12.87 = 2.27.
11. LONG the week of 4.27.09 at $35.82. The stop was $22.29, so R = $13.53. Closed yesterday at $109.42 with a $97.68 stop. The percentage gain on this trade is 205.5%, and the reward-to-risk ratio is $73.60/$13.53 = 5.44.
Winning Trades: 6 | 54.5% | $22.22/share avg.
Losing Trades: 5 | 45.5% | -$5.14/share avg.
Average Trade: Gain of 26.4% | $9.78/share | Reward-to-Risk Ratio (R): 0.96
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