BUY signal the
week of 9.13.10 at $126.68. My first stop was $103.19, so my risk
(R)/share was $23.49. Closed Friday at $187.47 with a $173.59 stop. My
new stop for this week is $173.83. The percentage gain on this trade is +48.0%, and the reward-to-risk ratio is +$60.79/$23.49 = +2.59.
History (beginning in 2003):
Compound Annual Growth Rate (CAGR): +31.6%
Alpha% (weekly): +0.45%
Alpha calculations:
Total # of weeks (3 trades): 423
Mean Trade Returns (weekly): +0.69%
Mean S&P 500 Returns (weekly): +0.21%
Risk-Free Rate (baseline assumption): 0.0%
Beta (calculation): 1.16
Alpha (calculation): +0.45%
History (beginning in 2003):
Winning Trades: 3 | 100.0% | +$64.61/share avg.
Losing Trades: 0 | 0.0% | -$0.00/share avg.
Average Trade: +212.0% | +$64.61/share | Reward-to-Risk (R): +13.51Compound Annual Growth Rate (CAGR): +31.6%
Alpha% (weekly): +0.45%
Alpha calculations:
Total # of weeks (3 trades): 423
Mean Trade Returns (weekly): +0.69%
Mean S&P 500 Returns (weekly): +0.21%
Risk-Free Rate (baseline assumption): 0.0%
Beta (calculation): 1.16
Alpha (calculation): +0.45%
do you post signals for the current and last two, three weeks ago !!!!!!!!!!!!!
ReplyDeleteI always post my stops for the past week and the coming week, but honestly I only update once a month because I don't think anyone really wants to read all of the weekly changes to my positions and stops?
ReplyDelete