BUY signal the
week of 10.18.10 at $242.64. My first stop was $202.75, so my risk
(R)/share was $39.89. Closed Friday at $535.33 with a $489.16 stop. My
new stop for this week is $487.92. The percentage gain on this trade is +120.6%, and the reward-to-risk ratio is +$292.69/$39.89 = +7.34.
History (beginning in 2006):
History (beginning in 2006):
Winning Trades: 4 | 80.0% | +$108.62/share avg.
Losing Trades: 1 | 20.0% | -$35.79/share avg.
Average Trade: +54.9% | +$79.73/share | Reward-to-Risk (R): +2.85
Compound Annual Growth Rate (CAGR): +31.2%
Alpha% (weekly): +0.67%
Alpha calculations:
Total # of weeks (5 trades): 266
Mean Trade Returns (weekly): +0.81%
Mean S&P 500 Returns (weekly): +0.12%
Risk-Free Rate (baseline assumption): 0.0%
Beta (calculation): 1.15
Alpha (calculation): +0.67%
Compound Annual Growth Rate (CAGR): +31.2%
Alpha% (weekly): +0.67%
Alpha calculations:
Total # of weeks (5 trades): 266
Mean Trade Returns (weekly): +0.81%
Mean S&P 500 Returns (weekly): +0.12%
Risk-Free Rate (baseline assumption): 0.0%
Beta (calculation): 1.15
Alpha (calculation): +0.67%
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