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 $570.25 with a $519.79 stop. My new stop for this week is $522.37.
The percentage gain on this trade is +135.0%, and the reward-to-risk ratio is +$327.61/$39.89 = +8.21.
History (beginning in 2006):
Closed Friday at $570.25 with a $519.79 stop. My new stop for this week is $522.37.
The percentage gain on this trade is +135.0%, and the reward-to-risk ratio is +$327.61/$39.89 = +8.21.
History (beginning in 2006):
Winning Trades: 4 | 80.0% | +$117.35/share avg.
Losing Trades: 1 | 20.0% | -$35.79/share avg.
Average Trade: +57.8% | +$86.72/share | Reward-to-Risk (R): +3.02
Compound Annual Growth Rate (CAGR): +32.0%
Alpha% (weekly): +0.67%
Sharpe Ratio (weekly): +0.1638
Alpha and Sharpe Ratio calculations:
Total # of weeks (5 trades): 271
Mean Trade Returns (weekly): +0.82%
Mean S&P 500 Returns (weekly): +0.13%
Standard Deviation (weekly): +4.98%
Risk-Free Rate (baseline assumption): 0.0%
Beta (calculation): +1.15
Alpha (calculation): +0.67%
Sharpe Ratio (calculation): +0.1638
Compound Annual Growth Rate (CAGR): +32.0%
Alpha% (weekly): +0.67%
Sharpe Ratio (weekly): +0.1638
Alpha and Sharpe Ratio calculations:
Total # of weeks (5 trades): 271
Mean Trade Returns (weekly): +0.82%
Mean S&P 500 Returns (weekly): +0.13%
Standard Deviation (weekly): +4.98%
Risk-Free Rate (baseline assumption): 0.0%
Beta (calculation): +1.15
Alpha (calculation): +0.67%
Sharpe Ratio (calculation): +0.1638
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