BUY signal the
week of 2.4.13 at $43.56. My first stop was $29.97, so my risk
(R)/share was $13.59.
Closed Friday at $53.68 with a $45.81 stop. My new stop for the coming week is $46.52.
The percentage gain on this trade is +23.2%, and the reward-to-risk ratio is +$10.12/$13.59 = +0.74.
Closed Friday at $53.68 with a $45.81 stop. My new stop for the coming week is $46.52.
The percentage gain on this trade is +23.2%, and the reward-to-risk ratio is +$10.12/$13.59 = +0.74.
History (beginning in 2005):
Winning Trades: 3 | 75.0% | +$29.55/share avg.
Losing Trades: 1 | 25.0% | -$16.82/share avg.
Average Trade: +117.3% | +$17.96/share | Reward-to-Risk (R): +3.44
Compound Annual Growth Rate (CAGR): +34.2%
Alpha% (weekly): +0.83%
Sharpe Ratio (weekly): +0.1539
Alpha and Sharpe Ratio calculations:
Total # of weeks (4 trades): 280
Mean Trade Returns (weekly): +1.00%
Mean S&P 500 Returns (weekly): +0.11%
Standard Deviation (weekly): +6.49%
Risk-Free Rate (baseline assumption): 0.0%
Beta (calculation): 1.60
Alpha (calculation): +0.83%
Sharpe Ratio (calculation): +0.1539
Compound Annual Growth Rate (CAGR): +34.2%
Alpha% (weekly): +0.83%
Sharpe Ratio (weekly): +0.1539
Alpha and Sharpe Ratio calculations:
Total # of weeks (4 trades): 280
Mean Trade Returns (weekly): +1.00%
Mean S&P 500 Returns (weekly): +0.11%
Standard Deviation (weekly): +6.49%
Risk-Free Rate (baseline assumption): 0.0%
Beta (calculation): 1.60
Alpha (calculation): +0.83%
Sharpe Ratio (calculation): +0.1539
No comments:
Post a Comment