BUY signal the
week of 2.19.13 at $15.43. My first stop was $12.46, so my risk
(R)/share was $2.97.
Closed Friday at $17.64 with a $14.08 stop. My new stop for this week is $14.50.
The percentage gain on this trade is +14.3%, and the reward-to-risk ratio is +$2.21/$2.97 = +0.74.
History (beginning in 2006):
Compound Annual Growth Rate (CAGR): +46.2%
Alpha% (weekly): +1.35%
Sharpe Ratio (weekly): +0.1778
Alpha% and Sharpe Ratio calculations:
Total # of weeks (4 trades): 204
Mean Trade Returns (weekly): +1.70%
Mean S&P 500 Returns (weekly): +0.21%
Standard Deviation (weekly): +9.57%
Risk-Free Rate (baseline assumption): 0.0%
Beta (calculation): +1.68
Alpha (calculation): +1.35%
Sharpe Ratio (calculation): +0.1778
Closed Friday at $17.64 with a $14.08 stop. My new stop for this week is $14.50.
The percentage gain on this trade is +14.3%, and the reward-to-risk ratio is +$2.21/$2.97 = +0.74.
History (beginning in 2006):
Winning Trades: 3 | 75.0% | +$14.34/share avg.
Losing Trades: 1 | 25.0% | -$5.43/share avg.
Average Trade: +159.5% | +$9.40/share | Reward-to-Risk (R): +2.88Compound Annual Growth Rate (CAGR): +46.2%
Alpha% (weekly): +1.35%
Sharpe Ratio (weekly): +0.1778
Alpha% and Sharpe Ratio calculations:
Total # of weeks (4 trades): 204
Mean Trade Returns (weekly): +1.70%
Mean S&P 500 Returns (weekly): +0.21%
Standard Deviation (weekly): +9.57%
Risk-Free Rate (baseline assumption): 0.0%
Beta (calculation): +1.68
Alpha (calculation): +1.35%
Sharpe Ratio (calculation): +0.1778
No comments:
Post a Comment