BUY signal the
week of 11.26.12 at $28.00. My first stop was $19.07, so my risk
(R)/share was $8.93. Closed Friday at $26.85 with a $25.48 stop. My
new stop for the coming week is $25.55. The percentage loss on this trade is -4.1%, and the reward-to-risk ratio is -$1.15/$8.93 = -0.13.
History (beginning in 2012):
Winning Trades: 0 | 0.0% | +$0.00/share avg.
Losing Trades: 1 | 100.0% | -$1.15/share avg.
Average Trade: -4.1% | -$1.15/share | Reward-to-Risk (R): -0.13
Compound Annual Growth Rate (CAGR): -9.9%
Alpha% (weekly): -0.86%
Alpha calculations:
Total # of weeks (1 trade): 21
Mean Trade Returns (weekly): -0.07%
Mean S&P 500 Returns (weekly): +0.54%
Risk-Free Rate (baseline assumption): 0.0%
Beta (calculation): 1.46
Alpha (calculation): -0.86%
Compound Annual Growth Rate (CAGR): -9.9%
Alpha% (weekly): -0.86%
Alpha calculations:
Total # of weeks (1 trade): 21
Mean Trade Returns (weekly): -0.07%
Mean S&P 500 Returns (weekly): +0.54%
Risk-Free Rate (baseline assumption): 0.0%
Beta (calculation): 1.46
Alpha (calculation): -0.86%
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