S&P/TSX 60 Bullish CrossoverCurrent Strategy SummaryBuys: 0 Sells: 2 Performance2023 ytd: +0.2% |
Current Portfolio Report | Portfolio History Report |
(subscribers only - Login ID and password required) |
The S&P/TSX 60 Bullish Crossover Portfolio trading strategy:
|
---|
BUY a component stock of the S&P/TSX 60 index when:
tagged with a “Bullish Crossover” indicator
|
SELL a stock when:
tagged with a “Bearish Crossover” indicator
|
Exposure to each position is limited to $10,000.
Transaction costs are factored into the cost of purchases and the net proceeds of sales at 1% in and 1% out, or 2% commission on a round trip.
S&P/TSX 60 Bullish Crossover Portfolio strategy Performance - 1991 to 2021:
Year | Avg Invested Capital ($) | Net Gain/(Loss) ($) | ST Portfolio (%)* | S&P/TSX(%) | Difference (%) |
Since inception | $333,099 | $1,350,804 | +14.8% | +5.8% | +9.0% |
2021 | 447,547 | 134,912 | 30.1 | 21.7 | 8.4 |
2020 | 258,302 | -49,977 | -19.6 | 2.7 | -22.3 |
2019 | 317,925 | 18,187 | 5.8 | 20.7 | -14.9 |
2018 | 298,868 | -66,895 | -22.2 | -12.3 | -9.9 |
2017 | 360,377 | -792 | -0.2 | 6.0 | -6.2 |
2016 | 361,698 | 62,530 | 17.3 | 17.5 | -0.2 |
2015 | 207,547 | -27,842 | -13.4 | -8.9 | -4.5 |
2014 | 414,151 | 38,333 | 9.2 | 7.5 | 1.7 |
2013 | 373,396 | 47,035 | 12.6 | 10.3 | 2.3 |
2012 | 302,830 | -15,395 | -5.1 | 3.0 | -8.1 |
2011 | 324,717 | -45,841 | -14.0 | -11.1 | -2.9 |
2010 | 404,151 | 43,278 | 10.7 | 14.5 | -3.8 |
2009 | 314,717 | 62,560 | 20.1 | 41.4 | -21.3 |
2008 | 210,566 | -125,085 | -58.4 | -39.9 | -18.5 |
2007 | 412,453 | 79,510 | 19.2 | 7.1 | 12.1 |
2006 | 413,208 | 119,749 | 29.0 | 14.3 | 14.7 |
2005 | 491,698 | 257,363 | 52.3 | 21.9 | 30.4 |
2004 | 420,943 | 118,858 | 28.4 | 13.5 | 14.9 |
2003 | 402,075 | 184,768 | 46.2 | 23.1 | 23.1 |
2002 | 296,981 | 9,089 | 3.0 | -13.6 | 16.6 |
2001 | 348,491 | 52,987 | 15.1 | -13.8 | 28.9 |
2000 | 299,434 | 144,180 | 48.3 | 5.6 | 42.7 |
1999 | 265,094 | 69,945 | 26.2 | 29.6 | -3.4 |
1998 | 214,906 | -31,791 | -14.7 | -1.1 | -13.6 |
1997 | 309,623 | 135,589 | 43.7 | 11.5 | 32.2 |
1996 | 329,057 | 89,958 | 27.3 | 25.1 | 2.2 |
1995 | 264,717 | 35,953 | 13.6 | 11.6 | 2.0 |
* ST portfolio annual returns are based on average invested capital for the year.
Trading Statistics
Total # of positions taken: | 1,082 |
# of winning positions (winning %): | 444 (41%) |
Average gain(%) per winning position: | 49% |
Average loss(%) per losing position: | 13% |
Profit factor**: | 2.7 |
Maximum gain(%) on a position: | 793% |
Maximum loss(%): | -79% |
Annualized return on average invested capital: | 14.8% |
Average invested capital: | $333,099 |
Average # of positions held: | 33 |
Average # of weeks invested in each position: | 44 |
* trading stats compiled at December 31, 2021 **Profit Factor = (% of winning trades X average $ gains on winning trades) / ABSOLUTE VALUE[(% of losing trades X average $ losses on losing trades)] |
Stock Trends S&P/TSX 60 Crossover Distribution of Returns