BUY signal the
week of 1.7.13 at $118.00. My first stop was $96.40, so my risk
(R)/share was $21.60. Closed Friday at $187.76 with a $148.56 stop. My
new stop for the coming week is $147.87. The percentage gain on this trade is +59.1%, and the reward-to-risk ratio is +$69.76/$21.60 = +3.23.
History (beginning in 2013):
Winning Trades: 1 | 100.0% | +$69.76/share avg.
Losing Trades: 0 | 0.0% | -$0.00/share avg.
Average Trade: +59.1% | +$69.76/share | Reward-to-Risk (R): +3.23
Compound Annual Growth Rate (CAGR): +400.4%
Alpha% (weekly): +2.38%
Alpha calculations:
Total # of weeks (1 trade): 15
Mean Trade Returns (weekly): +3.33%
Mean S&P 500 Returns (weekly): +0.49%
Risk-Free Rate (baseline assumption): 0.0%
Beta (calculation): 1.93
Alpha (calculation): +2.38%
Compound Annual Growth Rate (CAGR): +400.4%
Alpha% (weekly): +2.38%
Alpha calculations:
Total # of weeks (1 trade): 15
Mean Trade Returns (weekly): +3.33%
Mean S&P 500 Returns (weekly): +0.49%
Risk-Free Rate (baseline assumption): 0.0%
Beta (calculation): 1.93
Alpha (calculation): +2.38%
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