Total Profit Benchmark Hedge
Total Profit
Benchmark
Hedge (%)
Number of Trades
Buy Count
Yearly Profit
Benchmark
Hedge (%)
Number of Trades
Buy Count
Yearly Profit
Annual Return
Total Profit Annual Return
Total Profit Annual Return
Benchmark
Hedge (%)
Number of Trades
Buy Count
Yearly Profit
Results for portfolio starting on 2-Jan-1990 Combined return: 2596444.74% (43.40% annually) Annualized return last 100 trading days: 21.20% Annualized return last 50 trading days: 61.80% Annual statistics (mean, stdev, min, max): 54.28%, 65.35%, -26.63%, 226.00% Maximum drawdown: 54.77%, Change from previous day: 0.14% Cash: (5.08%), Hedge: 77.47% Current positions: FAST (35.9%) INTC (37.5%) CA (36.4%) GOOGL (36.0%) JD (35.8%) Next best candidate: WDAY Most recent portfolio change on 9-Feb-2018: EBAY (Sell) JD (Buy) Last hedge correction on 30-Oct-2017 Last rebalancing on 2-Jan-2018 Number of days traded: 538 Number of trades: Total=1805, Buy=350, Sell=350, Rebalance=120, Hedge=670, Sell All=155, Buy All=160 Exception encountered in writing out buy count
Results for portfolio starting on 3-Jan-2000 Combined return: 24496.73% (35.33% annually) Annualized return last 100 trading days: 21.18% Annualized return last 50 trading days: 61.78% Annual statistics (mean, stdev, min, max): 41.53%, 51.44%, -0.38%, 207.62% Maximum drawdown: 54.79%, Change from previous day: 0.14% Cash: (5.08%), Hedge: 77.48% Current positions: FAST (35.9%) INTC (37.5%) CA (36.4%) GOOGL (36.0%) JD (35.8%) Next best candidate: WDAY Most recent portfolio change on 9-Feb-2018: EBAY (Sell) JD (Buy) Last hedge correction on 30-Oct-2017 Last rebalancing on 2-Jan-2018 Number of days traded: 322 Number of trades: Total=1047, Buy=215, Sell=215, Rebalance=75, Hedge=357, Sell All=90, Buy All=95 Exception encountered in writing out buy count
Results for portfolio starting on 4-Jan-2010 Combined return: 270.12% (17.32% annually) Annualized return last 100 trading days: 19.37% Annualized return last 50 trading days: 59.83% Annual statistics (mean, stdev, min, max): 17.04%, 13.40%, -1.17%, 37.68%
Maximum drawdown: 29.36%, Change from previous day: 0.14% Cash: (6.55%), Hedge: 80.78% Current positions: FAST (37.1%) INTC (38.7%) CA (37.7%) GOOGL (36.6%) JD (36.4%) Next best candidate: WDAY Most recent portfolio change on 9-Feb-2018: EBAY (Sell) JD (Buy) Last hedge correction on 27-Oct-2017 Last rebalancing on 2-Jan-2018 Number of days traded: 133 Number of trades: Total=352, Buy=111, Sell=111, Rebalance=40, Hedge=55, Sell All=15, Buy All=20 Exception encountered in writing out buy count
Current ranking of stocks that have a buy signal 1: CA
(lossability = 0.042; days candidate = 81; volatilaty = 0.226; strength = 0.961)
2: JD
(lossability = 0.017; days candidate = 45; volatilaty = 0.333; strength = 0.890)
3: SNPS
(lossability = 0.008; days candidate = 414; volatilaty = 0.164; strength = 0.941)
4: TTWO
(lossability = 0.007; days candidate = 689; volatilaty = 0.349; strength = 0.860)
5: WDAY
(lossability = 0.005; days candidate = 47; volatilaty = 0.281; strength = 0.981)
6: MSFT
(lossability = 0.003; days candidate = 408; volatilaty = 0.184; strength = 0.973)
7: FAST
(lossability = 0.002; days candidate = 117; volatilaty = 0.241; strength = 0.994)
8: INTC
(lossability = -0.001; days candidate = 125; volatilaty = 0.239; strength = 0.975)
9: EBAY
(lossability = -0.004; days candidate = 276; volatilaty = 0.248; strength = 0.922)
10: GOOGL
(lossability = -0.010; days candidate = 101; volatilaty = 0.193; strength = 0.969)
11: AMGN
(lossability = -0.011; days candidate = 35; volatilaty = 0.191; strength = 0.966)
12: CTAS
(lossability = -0.012; days candidate = 477; volatilaty = 0.201; strength = 0.972)
13: MELI
(lossability = -0.014; days candidate = 65; volatilaty = 0.433; strength = 0.935)
14: ESRX
(lossability = -0.016; days candidate = 21; volatilaty = 0.260; strength = 0.932)
15: KLAC
(lossability = -0.016; days candidate = 105; volatilaty = 0.284; strength = 0.987)
16: EA
(lossability = -0.018; days candidate = 23; volatilaty = 0.272; strength = 1.000)
17: MAR
(lossability = -0.018; days candidate = 332; volatilaty = 0.204; strength = 0.960)
18: STX
(lossability = -0.019; days candidate = 36; volatilaty = 0.387; strength = 0.989)
19: CTXS
(lossability = -0.019; days candidate = 93; volatilaty = 0.189; strength = 0.996)
20: IDXX
(lossability = -0.020; days candidate = 64; volatilaty = 0.229; strength = 0.994)
21: VRSK 22: HAS
(lossability = -0.021; days candidate = 92; volatilaty = 0.161; strength = 0.985) (lossability = -0.021; days candidate = 21; volatilaty = 0.259; strength = 0.787)
23: DLTR
(lossability = -0.022; days candidate = 93; volatilaty = 0.272; strength = 0.809)
24: COST
(lossability = -0.022; days candidate = 94; volatilaty = 0.197; strength = 0.935)
25: FISV
(lossability = -0.022; days candidate = 312; volatilaty = 0.146; strength = 0.996)
26: MXIM 27: AAL
(lossability = -0.022; days candidate = 295; volatilaty = 0.261; strength = 0.948) (lossability = -0.023; days candidate = 68; volatilaty = 0.291; strength = 0.945)
28: CMCSA 29: JBHT 30: ADP 31: ADBE 32: VOD
(lossability = -0.023; days candidate = 48; volatilaty = 0.230; strength = 0.841) (lossability = -0.024; days candidate = 154; volatilaty = 0.198; strength = 0.955)
(lossability = -0.024; days candidate = 164; volatilaty = 0.207; strength = 0.947) (lossability = -0.025; days candidate = 481; volatilaty = 0.239; strength = 0.990) (lossability = -0.025; days candidate = 81; volatilaty = 0.175; strength = 0.871)
33: SBUX
(lossability = -0.025; days candidate = 76; volatilaty = 0.177; strength = 0.939)
34: AMAT
(lossability = -0.026; days candidate = 5; volatilaty = 0.315; strength = 0.978)
35: PCAR
(lossability = -0.026; days candidate = 159; volatilaty = 0.209; strength = 0.849)
36: MU
(lossability = -0.026; days candidate = 336; volatilaty = 0.413; strength = 0.984)
37: MYL
(lossability = -0.028; days candidate = 34; volatilaty = 0.323; strength = 0.875)
38: INTU
(lossability = -0.028; days candidate = 319; volatilaty = 0.198; strength = 1.000)
39: ATVI
(lossability = -0.029; days candidate = 264; volatilaty = 0.276; strength = 0.938)
40: GILD
(lossability = -0.029; days candidate = 24; volatilaty = 0.225; strength = 0.902)
41: FOXA
(lossability = -0.030; days candidate = 78; volatilaty = 0.275; strength = 0.962)
42: MCHP
(lossability = -0.030; days candidate = 3; volatilaty = 0.254; strength = 0.973)
43: WDC
(lossability = -0.032; days candidate = 8; volatilaty = 0.309; strength = 0.991)
44: ROST
(lossability = -0.032; days candidate = 56; volatilaty = 0.258; strength = 0.899)
45: PAYX
(lossability = -0.032; days candidate = 116; volatilaty = 0.171; strength = 0.959)
46: CSX
(lossability = -0.033; days candidate = 81; volatilaty = 0.258; strength = 0.961)
47: XLNX
(lossability = -0.035; days candidate = 5; volatilaty = 0.253; strength = 0.984)
48: ADI
(lossability = -0.039; days candidate = 152; volatilaty = 0.221; strength = 0.971)
49: QCOM
(lossability = -0.040; days candidate = 42; volatilaty = 0.267; strength = 0.880)
50: ASML
(lossability = -0.041; days candidate = 300; volatilaty = 0.250; strength = 1.000)
51: SIRI
(lossability = -0.041; days candidate = 39; volatilaty = 0.222; strength = 0.970)
52: ISRG
(lossability = -0.041; days candidate = 268; volatilaty = 0.226; strength = 0.983)
53: BIDU
(lossability = -0.042; days candidate = 5; volatilaty = 0.279; strength = 0.963)
54: CSCO
(lossability = -0.044; days candidate = 120; volatilaty = 0.195; strength = 0.995)
55: VRTX
(lossability = -0.045; days candidate = 35; volatilaty = 0.399; strength = 0.982)
56: ALGN
(lossability = -0.047; days candidate = 505; volatilaty = 0.377; strength = 0.961)
57: CHTR
(lossability = -0.050; days candidate = 27; volatilaty = 0.263; strength = 0.844)
58: WYNN
(lossability = -0.050; days candidate = 272; volatilaty = 0.328; strength = 0.931)
59: AMZN
(lossability = -0.052; days candidate = 94; volatilaty = 0.235; strength = 0.990)
60: CTSH
(lossability = -0.054; days candidate = 196; volatilaty = 0.149; strength = 1.000)
61: MNST
(lossability = -0.055; days candidate = 48; volatilaty = 0.228; strength = 0.844)
62: NVDA
(lossability = -0.055; days candidate = 211; volatilaty = 0.414; strength = 0.998)
63: NTES
(lossability = -0.055; days candidate = 77; volatilaty = 0.367; strength = 0.878)
64: AAPL
(lossability = -0.058; days candidate = 321; volatilaty = 0.196; strength = 0.983)
65: TXN
(lossability = -0.058; days candidate = 479; volatilaty = 0.213; strength = 0.925)
66: NFLX
(lossability = -0.060; days candidate = 307; volatilaty = 0.339; strength = 0.969)
67: PCLN
(lossability = -0.060; days candidate = 15; volatilaty = 0.233; strength = 0.849)
68: TSLA
(lossability = -0.067; days candidate = 16; volatilaty = 0.368; strength = 0.846)
69: ILMN
(lossability = -0.067; days candidate = 247; volatilaty = 0.286; strength = 0.992)
70: FB
(lossability = -0.409; days candidate = 274; volatilaty = 0.209; strength = 0.952)
Price
ST SlopeH
LT SlopeH
Number of Stocks Included in the Analysis 15-Mar-2018 = 99 stocks 23-Jan-2015 = 98 stocks 9-Jan-2013 = 97 stocks 24-Dec-2012 = 99 stocks 9-Aug-2012 = 98 stocks 19-Dec-2011 = 99 stocks 22-Dec-2008 = 98 stocks 18-Dec-2006 = 99 stocks 24-Oct-2006 = 100 stocks 19-Dec-2005 = 99 stocks 22-Dec-2003 = 100 stocks 4-Apr-2002 = 99 stocks 24-Dec-2001 = 98 stocks 18-Dec-2000 = 99 stocks 27-Oct-2000 = 98 stocks 14-Jul-1999 = 97 stocks 21-Dec-1998 = 98 stocks 27-Aug-1998 = 99 stocks 27-Nov-1995 = 98 stocks 6-Mar-1995 = 97 stocks 15-Dec-1992 = 96 stocks 10-Jun-1992 = 95 stocks 27-Jan-1992 = 94 stocks 16-Dec-1991 = 93 stocks 12-Dec-1991 = 92 stocks 1-Oct-1991 = 91 stocks 16-Sep-1991 = 90 stocks 13-Aug-1991 = 89 stocks 30-Jul-1991 = 88 stocks 17-Jun-1991 = 87 stocks 18-Mar-1991 = 86 stocks 15-Jun-1990 = 85 stocks 23-Mar-1990 = 70 stocks 13-Mar-1990 = 69 stocks 15-Feb-1990 = 68 stocks 29-Dec-1989 = 0 stocks
Total stocks processed: 0 (0 delisted)
Benchmark
Hedge (%)
Number of Trades
Buy Count
Yearly Profit
Benchmark
Hedge (%)
Number of Trades
Buy Count
Yearly Profit
Annual Return
Total Profit Annual Return
Total Profit Annual Return
Benchmark
Hedge (%)
Number of Trades
Buy Count
Yearly Profit
Results for portfolio starting on 2-Jan-1990 Combined return: 2596444.74% (43.40% annually) Annualized return last 100 trading days: 21.20% Annualized return last 50 trading days: 61.80% Annual statistics (mean, stdev, min, max): 54.28%, 65.35%, -26.63%, 226.00% Maximum drawdown: 54.77%, Change from previous day: 0.14% Cash: (5.08%), Hedge: 77.47% Current positions: FAST (35.9%) INTC (37.5%) CA (36.4%) GOOGL (36.0%) JD (35.8%) Next best candidate: WDAY Most recent portfolio change on 9-Feb-2018: EBAY (Sell) JD (Buy) Last hedge correction on 30-Oct-2017 Last rebalancing on 2-Jan-2018 Number of days traded: 538 Number of trades: Total=1805, Buy=350, Sell=350, Rebalance=120, Hedge=670, Sell All=155, Buy All=160 Exception encountered in writing out buy count
Results for portfolio starting on 3-Jan-2000 Combined return: 24496.73% (35.33% annually) Annualized return last 100 trading days: 21.18% Annualized return last 50 trading days: 61.78% Annual statistics (mean, stdev, min, max): 41.53%, 51.44%, -0.38%, 207.62% Maximum drawdown: 54.79%, Change from previous day: 0.14% Cash: (5.08%), Hedge: 77.48% Current positions: FAST (35.9%) INTC (37.5%) CA (36.4%) GOOGL (36.0%) JD (35.8%) Next best candidate: WDAY Most recent portfolio change on 9-Feb-2018: EBAY (Sell) JD (Buy) Last hedge correction on 30-Oct-2017 Last rebalancing on 2-Jan-2018 Number of days traded: 322 Number of trades: Total=1047, Buy=215, Sell=215, Rebalance=75, Hedge=357, Sell All=90, Buy All=95 Exception encountered in writing out buy count
Results for portfolio starting on 4-Jan-2010 Combined return: 270.12% (17.32% annually) Annualized return last 100 trading days: 19.37% Annualized return last 50 trading days: 59.83% Annual statistics (mean, stdev, min, max): 17.04%, 13.40%, -1.17%, 37.68%
Maximum drawdown: 29.36%, Change from previous day: 0.14% Cash: (6.55%), Hedge: 80.78% Current positions: FAST (37.1%) INTC (38.7%) CA (37.7%) GOOGL (36.6%) JD (36.4%) Next best candidate: WDAY Most recent portfolio change on 9-Feb-2018: EBAY (Sell) JD (Buy) Last hedge correction on 27-Oct-2017 Last rebalancing on 2-Jan-2018 Number of days traded: 133 Number of trades: Total=352, Buy=111, Sell=111, Rebalance=40, Hedge=55, Sell All=15, Buy All=20 Exception encountered in writing out buy count
Current ranking of stocks that have a buy signal 1: CA
(lossability = 0.042; days candidate = 81; volatilaty = 0.226; strength = 0.961)
2: JD
(lossability = 0.017; days candidate = 45; volatilaty = 0.333; strength = 0.890)
3: SNPS
(lossability = 0.008; days candidate = 414; volatilaty = 0.164; strength = 0.941)
4: TTWO
(lossability = 0.007; days candidate = 689; volatilaty = 0.349; strength = 0.860)
5: WDAY
(lossability = 0.005; days candidate = 47; volatilaty = 0.281; strength = 0.981)
6: MSFT
(lossability = 0.003; days candidate = 408; volatilaty = 0.184; strength = 0.973)
7: FAST
(lossability = 0.002; days candidate = 117; volatilaty = 0.241; strength = 0.994)
8: INTC
(lossability = -0.001; days candidate = 125; volatilaty = 0.239; strength = 0.975)
9: EBAY
(lossability = -0.004; days candidate = 276; volatilaty = 0.248; strength = 0.922)
10: GOOGL
(lossability = -0.010; days candidate = 101; volatilaty = 0.193; strength = 0.969)
11: AMGN
(lossability = -0.011; days candidate = 35; volatilaty = 0.191; strength = 0.966)
12: CTAS
(lossability = -0.012; days candidate = 477; volatilaty = 0.201; strength = 0.972)
13: MELI
(lossability = -0.014; days candidate = 65; volatilaty = 0.433; strength = 0.935)
14: ESRX
(lossability = -0.016; days candidate = 21; volatilaty = 0.260; strength = 0.932)
15: KLAC
(lossability = -0.016; days candidate = 105; volatilaty = 0.284; strength = 0.987)
16: EA
(lossability = -0.018; days candidate = 23; volatilaty = 0.272; strength = 1.000)
17: MAR
(lossability = -0.018; days candidate = 332; volatilaty = 0.204; strength = 0.960)
18: STX
(lossability = -0.019; days candidate = 36; volatilaty = 0.387; strength = 0.989)
19: CTXS
(lossability = -0.019; days candidate = 93; volatilaty = 0.189; strength = 0.996)
20: IDXX
(lossability = -0.020; days candidate = 64; volatilaty = 0.229; strength = 0.994)
21: VRSK 22: HAS
(lossability = -0.021; days candidate = 92; volatilaty = 0.161; strength = 0.985) (lossability = -0.021; days candidate = 21; volatilaty = 0.259; strength = 0.787)
23: DLTR
(lossability = -0.022; days candidate = 93; volatilaty = 0.272; strength = 0.809)
24: COST
(lossability = -0.022; days candidate = 94; volatilaty = 0.197; strength = 0.935)
25: FISV
(lossability = -0.022; days candidate = 312; volatilaty = 0.146; strength = 0.996)
26: MXIM 27: AAL
(lossability = -0.022; days candidate = 295; volatilaty = 0.261; strength = 0.948) (lossability = -0.023; days candidate = 68; volatilaty = 0.291; strength = 0.945)
28: CMCSA 29: JBHT 30: ADP 31: ADBE 32: VOD
(lossability = -0.023; days candidate = 48; volatilaty = 0.230; strength = 0.841) (lossability = -0.024; days candidate = 154; volatilaty = 0.198; strength = 0.955)
(lossability = -0.024; days candidate = 164; volatilaty = 0.207; strength = 0.947) (lossability = -0.025; days candidate = 481; volatilaty = 0.239; strength = 0.990) (lossability = -0.025; days candidate = 81; volatilaty = 0.175; strength = 0.871)
33: SBUX
(lossability = -0.025; days candidate = 76; volatilaty = 0.177; strength = 0.939)
34: AMAT
(lossability = -0.026; days candidate = 5; volatilaty = 0.315; strength = 0.978)
35: PCAR
(lossability = -0.026; days candidate = 159; volatilaty = 0.209; strength = 0.849)
36: MU
(lossability = -0.026; days candidate = 336; volatilaty = 0.413; strength = 0.984)
37: MYL
(lossability = -0.028; days candidate = 34; volatilaty = 0.323; strength = 0.875)
38: INTU
(lossability = -0.028; days candidate = 319; volatilaty = 0.198; strength = 1.000)
39: ATVI
(lossability = -0.029; days candidate = 264; volatilaty = 0.276; strength = 0.938)
40: GILD
(lossability = -0.029; days candidate = 24; volatilaty = 0.225; strength = 0.902)
41: FOXA
(lossability = -0.030; days candidate = 78; volatilaty = 0.275; strength = 0.962)
42: MCHP
(lossability = -0.030; days candidate = 3; volatilaty = 0.254; strength = 0.973)
43: WDC
(lossability = -0.032; days candidate = 8; volatilaty = 0.309; strength = 0.991)
44: ROST
(lossability = -0.032; days candidate = 56; volatilaty = 0.258; strength = 0.899)
45: PAYX
(lossability = -0.032; days candidate = 116; volatilaty = 0.171; strength = 0.959)
46: CSX
(lossability = -0.033; days candidate = 81; volatilaty = 0.258; strength = 0.961)
47: XLNX
(lossability = -0.035; days candidate = 5; volatilaty = 0.253; strength = 0.984)
48: ADI
(lossability = -0.039; days candidate = 152; volatilaty = 0.221; strength = 0.971)
49: QCOM
(lossability = -0.040; days candidate = 42; volatilaty = 0.267; strength = 0.880)
50: ASML
(lossability = -0.041; days candidate = 300; volatilaty = 0.250; strength = 1.000)
51: SIRI
(lossability = -0.041; days candidate = 39; volatilaty = 0.222; strength = 0.970)
52: ISRG
(lossability = -0.041; days candidate = 268; volatilaty = 0.226; strength = 0.983)
53: BIDU
(lossability = -0.042; days candidate = 5; volatilaty = 0.279; strength = 0.963)
54: CSCO
(lossability = -0.044; days candidate = 120; volatilaty = 0.195; strength = 0.995)
55: VRTX
(lossability = -0.045; days candidate = 35; volatilaty = 0.399; strength = 0.982)
56: ALGN
(lossability = -0.047; days candidate = 505; volatilaty = 0.377; strength = 0.961)
57: CHTR
(lossability = -0.050; days candidate = 27; volatilaty = 0.263; strength = 0.844)
58: WYNN
(lossability = -0.050; days candidate = 272; volatilaty = 0.328; strength = 0.931)
59: AMZN
(lossability = -0.052; days candidate = 94; volatilaty = 0.235; strength = 0.990)
60: CTSH
(lossability = -0.054; days candidate = 196; volatilaty = 0.149; strength = 1.000)
61: MNST
(lossability = -0.055; days candidate = 48; volatilaty = 0.228; strength = 0.844)
62: NVDA
(lossability = -0.055; days candidate = 211; volatilaty = 0.414; strength = 0.998)
63: NTES
(lossability = -0.055; days candidate = 77; volatilaty = 0.367; strength = 0.878)
64: AAPL
(lossability = -0.058; days candidate = 321; volatilaty = 0.196; strength = 0.983)
65: TXN
(lossability = -0.058; days candidate = 479; volatilaty = 0.213; strength = 0.925)
66: NFLX
(lossability = -0.060; days candidate = 307; volatilaty = 0.339; strength = 0.969)
67: PCLN
(lossability = -0.060; days candidate = 15; volatilaty = 0.233; strength = 0.849)
68: TSLA
(lossability = -0.067; days candidate = 16; volatilaty = 0.368; strength = 0.846)
69: ILMN
(lossability = -0.067; days candidate = 247; volatilaty = 0.286; strength = 0.992)
70: FB
(lossability = -0.409; days candidate = 274; volatilaty = 0.209; strength = 0.952)
Price
ST SlopeH
LT SlopeH
Number of Stocks Included in the Analysis 15-Mar-2018 = 99 stocks 23-Jan-2015 = 98 stocks 9-Jan-2013 = 97 stocks 24-Dec-2012 = 99 stocks 9-Aug-2012 = 98 stocks 19-Dec-2011 = 99 stocks 22-Dec-2008 = 98 stocks 18-Dec-2006 = 99 stocks 24-Oct-2006 = 100 stocks 19-Dec-2005 = 99 stocks 22-Dec-2003 = 100 stocks 4-Apr-2002 = 99 stocks 24-Dec-2001 = 98 stocks 18-Dec-2000 = 99 stocks 27-Oct-2000 = 98 stocks 14-Jul-1999 = 97 stocks 21-Dec-1998 = 98 stocks 27-Aug-1998 = 99 stocks 27-Nov-1995 = 98 stocks 6-Mar-1995 = 97 stocks 15-Dec-1992 = 96 stocks 10-Jun-1992 = 95 stocks 27-Jan-1992 = 94 stocks 16-Dec-1991 = 93 stocks 12-Dec-1991 = 92 stocks 1-Oct-1991 = 91 stocks 16-Sep-1991 = 90 stocks 13-Aug-1991 = 89 stocks 30-Jul-1991 = 88 stocks 17-Jun-1991 = 87 stocks 18-Mar-1991 = 86 stocks 15-Jun-1990 = 85 stocks 23-Mar-1990 = 70 stocks 13-Mar-1990 = 69 stocks 15-Feb-1990 = 68 stocks 29-Dec-1989 = 0 stocks
Total stocks processed: 0 (0 delisted)
