TSX Portfolio #2Current Strategy SummaryBuys: 0 Sells: 1 Performance2023 ytd: -9.1% |
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The Stock Trends TSX Portfolio #2 trading strategy, defined below, has averaged 17% annual returns over the 27-year period from August 1994 to December 2021!
ST TSX Portfolio #2 Strategy Performance - 1995 to 2021:
| Year | Avg Invested Capital ($) | Net Gain/(Loss) ($) | ST Portfolio (%)* | S&P/TSX (%) | Difference (%) |
| 2021 | 75,660 | 12,612 | 16.6 | 21.7 | -5.1 |
| 2020 | 66,981 | -21,176 | -31.7 | 2.7 | -34.4 |
| 2019 | 46,981 | -4,144 | -8.9 | 20.7 | -29.6 |
| 2018 | 53,585 | -15,796 | -29.3 | -12.3 | -17.0 |
| 2017 | 66,038 | 2,386 | 3.6 | 6.0 | -2.4 |
| 2016 | 94,717 | 28,405 | 30.0 | 17.5 | 12.5 |
| 2015 | 45,660 | -17,308 | -37.7 | -8.9 | -28.8 |
| 2014 | 68,679 | -5,619 | -8.1 | 7.5 | -15.6 |
| 2013 | 67,736 | 29,937 | 44.5 | 10.3 | 34.2 |
| 2012 | 103,396 | -21,945 | -21.1 | 3.0 | -24.1 |
| 2011 | 120,189 | -34,588 | -28.4 | -11.1 | -17.3 |
| 2010 | 149,811 | 81,975 | 55.6 | 14.5 | 41.1 |
| 2009 | 127,170 | 92,646 | 73.1 | 41.4 | 31.7 |
| 2008 | 76,604 | -12,845 | -16.5 | -39.9 | 23.4 |
| 2007 | 135,660 | -4,273 | -3.1 | 7.1 | -10.2 |
| 2006 | 165,849 | 66,074 | 40.1 | 14.3 | 25.8 |
| 2005 | 137,358 | 15,973 | 11.7 | 21.9 | -10.2 |
| 2004 | 118,679 | 14,843 | 12.6 | 13.5 | -0.9 |
| 2003 | 134,528 | 111,930 | 83.8 | 23.1 | 60.7 |
| 2002 | 105,660 | 4,829 | 4.5 | -13.6 | 18.1 |
| 2001 | 158,868 | 32,739 | 20.5 | -13.8 | 34.3 |
| 2000 | 204,340 | -35,924 | -17.4 | 5.6 | -23.0 |
| 1999 | 203,585 | 130,609 | 64.0 | 29.6 | 34.4 |
| 1998 | 66,792 | -12,373 | -18.9 | -1.1 | -17.8 |
| 1997 | 70,189 | 15,312 | 21.6 | 11.5 | 10.1 |
| 1996 | 102,264 | 14,981 | 14.6 | 25.1 | -10.5 |
| 1995 | 60,566 | 21,530 | 35.5 | 11.6 | 23.9 |
* ST portfolio annual returns are based on average invested capital for the year.
You can review a history of ALL completed positions (i.e. a position is 'completed' when it is bought and sold): Trading History
How can you too follow the Stock Trends TSX Portfolio #2?... simply subscribe to Stock Trends Weekly Reporter for $19.95/mo (or choose one of our money-saving annual subscription plans). Each week we run our proprietary Stock Trends Portfolio Buy filter to find new acquisitions for this and other portfolios, and review the current portfolio holdings for our Sell signals - all published in weekly Portfolio reports made available to subscribers.
STOCK TRENDS TSX PORTFOLIO #2 TRADING STRATEGY
The trading criteria defined for the Stock Trends TSX Portfolio #2 are as follows:
BUY a stock when:
- tagged been tagged with a "Weak Bearish" indicator (
) for at least three (3) weeks, and - weekly volume is above 500,000 shares, and volume of trading is at least twice the 13-week average volume (volume tagged as high - ), and
- RSI is at least 100, and price movement on the week exceeds the comparative market index (+ sign beside the RSI), and
- a moving average crossover is likely in the coming weeks, and
- finally, limit the selection to stocks trading above $2 at the time of entry.
Note that 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.
SELL criteria are as follows:
- Sell Trigger #1: A Bearish Crossover (
). - Sell Trigger #6: When the Stock Trends indicator turns from a Weak Bearish () to Bearish (
). - Sell Trigger #7: When the Stock Trends indicator has been Weak Bullish (
) for 4 consecutive weeks.
Stock Trends TSX Portfolio #2 has a winning percentage (the number of trades that provided positive returns as a percentage of the total number of trades) of 37%. What makes the system successful is the ratio of the average gains on positive return trades to the average losses on negative return trades. One way to represent this relationship and measure the profitability of a trading system is the Profit Factor:
|
Trading Statistics | |
|---|---|
| Total # positions taken: | 638 |
| # of winning positions (winning %): | 240 (37.6%) |
| Average gain(%) per winning position: | 50% |
| Average loss(%) per losing position: | 18% |
| Profit factor**: | 1.7 |
| Maximum gain(%) on a position: | 581% |
| Maximum loss(%): | -67% |
| Annualized return on average invested capital: | 17.4% |
| Average invested capital: | $103,507 |
| Average # of positions held: | 11 |
| Average # of weeks invested in each position: | 23 |
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* all 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)] |
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Stock Trends TSX Portfolio #2 Distribution of Returns
