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 $15.93 with a $12.98 stop. My
new stop for this week is $12.73. The percentage gain on this trade is +3.2%, and the reward-to-risk ratio is +$0.50/$2.97 = +0.17.
History (beginning in 2006):
Compound Annual Growth Rate (CAGR): +44.8%
Alpha% (weekly): +1.35%
Alpha calculations:
Total # of weeks (4 trades): 199
Mean Trade Returns (weekly): +1.69%
Mean S&P 500 Returns (weekly): +0.20%
Risk-Free Rate (baseline assumption): 0.0%
Beta (calculation): 1.69
Alpha (calculation): +1.35%
History (beginning in 2006):
Winning Trades: 3 | 75.0% | +$13.77/share avg.
Losing Trades: 1 | 25.0% | -$5.43/share avg.
Average Trade: +156.7% | +$8.97/share | Reward-to-Risk (R): +2.73Compound Annual Growth Rate (CAGR): +44.8%
Alpha% (weekly): +1.35%
Alpha calculations:
Total # of weeks (4 trades): 199
Mean Trade Returns (weekly): +1.69%
Mean S&P 500 Returns (weekly): +0.20%
Risk-Free Rate (baseline assumption): 0.0%
Beta (calculation): 1.69
Alpha (calculation): +1.35%
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