ETF Bullish Crossovers w/MomentumCurrent Strategy SummaryBuys: 0 Sells: 0 Performance2023 ytd: -3.1% |
Current Portfolio Report | Portfolio History Report |
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The ETF Bullish Crossover w/Momentum Portfolio trading strategy:
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BUY a qualifying Exchange Traded Fund (ETF) when:
tagged with a “Bullish Crossover” indicator, and
13-week Relative Strength Indicator (RSI) >= 110, and
weekly RSI +/- is +, and
weekly trading volume >= 1,000,000 shares
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SELL a stock when:
tagged with a “Bearish Crossover” indicator
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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.
Trading Statistics
Total # of positions taken: | 226 |
# of winning positions (winning %): | 131 (58%) |
Average gain(%) per winning position: | 27% |
Average loss(%) per losing position: | 16% |
Profit factor**: | 2.3 |
Maximum gain(%) on a position: | 170% |
Maximum loss(%): | -81% |
Annualized return on average invested capital: | 9.5% |
Average invested capital: | $198,604 |
Average # of positions held: | 16 |
Average # of weeks invested in each position: | 48 |
* 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)] |
