1. LONG signal the week of 9.15.03 at $18.08. With the stop at $15.40 the initial risk (R) on the trade was $2.68. Stopped out and reversed to short the week of 1.14.08 at $115.57. The percentage gain on the trade was 539.2%, and the reward-to-risk ratio was $97.49/$2.68 = 36.44.
2. SHORT the week of 1.14.08 at $115.57. With $152.58 for a stop the R was $37.01. Stopped out and reversed to long at $72.97 the week of 4.20.09. The percentage gain on the trade was 36.9%, and the reward-to-risk ratio was $42.60/$37.01 = 1.15.
3. LONG the week of 4.20.09 at $72.97. The stop was $49.45, so R = $23.52. Stopped out and reversed to short at $108.53 the week of 6.21.10. The percentage gain on the trade was 48.7%, and the reward-to-risk ratio was $35.56/$23.52 = 1.51.
4. SHORT the week of 6.21.10 at $108.53. With the stop set at $134.39 the R was $25.86. Stopped out and reversed to long the week of 9.13.10 at $126.68. The percentage loss on the trade was -16.7%, and the reward-to-risk ratio was -$18.15/$25.86 = -0.70.
5. LONG the week of 9.13.10 at $126.68. The stop was $103.19, so that makes R $23.49. Closed at $149.61 last week with a $127.99 stop. The percentage gain on this trade is 14.4%, and the reward-to-risk ratio is $22.93/$23.49 = 0.98.
Scorecard:
Winning Trades: 4 | 80.0% | $49.65/share avg.
Losing Trades: 1 | 20.0% | -$18.15/share
Average Trade: Gain of 125.2% | $36.09/share | Reward-to-Risk Ratio (R): 7.88
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