NASDAQ 100 Bullish CrossoverCurrent Strategy SummaryBuys: 3 Sells: 2 Performance2023 ytd: +4.7% |
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The Nasdaq 100 Bullish Crossover Portfolio trading strategy:
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BUY a component stock of the Nasdaq 100 index when:
tagged with a “Bullish Crossover” indicator
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SELL a stock when:
tagged with a “Bearish Crossover” indicator
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Exposure on each position is limited to $10,000.
Transaction costs are factored into the cost of purchases and the net proceeds of sales at 1% in and 1% out, or 2% commission on a round trip.
Nasdaq 100 Bullish Crossover Portfolio strategy Performance - 1991 to 2021:
Year | Avg Invested Capital ($) | Net Gain/(Loss) ($) | ST Portfolio (%)* | S&P 500 (%) | Difference (%) |
Since inception | $ 495,798 | $5,786,265 | +37.5% | +9.1% | +28.4% |
2021 | 697,547 | 175,775 | 25.2 | 26.9 | -1.7 |
2020 | 540,943 | 105,917 | 19.7 | 14.3 | 5.4 |
2019 | 504,717 | 72,054 | 14.3 | 30.3 | -16.0 |
2018 | 601,509 | -24,416 | -4.0 | -7.0 | 3.0 |
2017 | 695,094 | 222,002 | 31.9 | 19.4 | 12.5 |
2016 | 549,623 | 33,934 | 6.2 | 9.5 | -3.3 |
2015 | 599,623 | 17,622 | 2.9 | -1.3 | 4.2 |
2014 | 679,245 | 147,872 | 21.8 | 13.4 | 8.4 |
2013 | 758,113 | 337,504 | 44.5 | 31.3 | 13.2 |
2012 | 594,906 | 27,404 | 4.6 | 11.5 | -6.9 |
2011 | 651,509 | 57,169 | 8.7 | 0.0 | 8.7 |
2010 | 710,000 | 293,078 | 41.5 | 12.8 | 28.7 |
2009 | 538,868 | 334,573 | 62.8 | 29.1 | 33.7 |
2008 | 292,453 | -274,194 | -92.2 | -41.0 | -51.2 |
2007 | 652,453 | 267,529 | 40.8 | 4.2 | 36.6 |
2006 | 537,358 | 277,678 | 51.9 | 13.6 | 38.3 |
2005 | 540,377 | 374,813 | 69.5 | 3.0 | 66.5 |
2004 | 514,340 | 336,848 | 65.6 | 10.4 | 55.2 |
2003 | 583,774 | 381,092 | 65.6 | 25.2 | 40.4 |
2002 | 358,302 | -96,097 | -26.7 | -24.6 | -2.1 |
2001 | 331,132 | -92,757 | -28.1 | -12.1 | -16.0 |
2000 | 453,962 | 176,662 | 38.7 | -10.1 | 48.8 |
1999 | 493,962 | 1,010,427 | 204.4 | 19.5 | 184.9 |
1998 | 361,887 | 545,055 | 150.8 | 31.0 | 119.8 |
1997 | 465,094 | 146,248 | 31.5 | 23.7 | 7.8 |
1996 | 308,302 | 87,487 | 28.5 | 22.9 | 5.6 |
1995 | 394,340 | 316,414 | 80.2 | 34.1 | 46.1 |
1994 | 252,264 | 28,947 | 11.5 | -1.5 | 13.0 |
1993 | 276,226 | 119,425 | 43.4 | 7.1 | 36.3 |
1992 | 231,887 | 180,025 | 78.1 | 8.2 | 69.9 |
1991 | 238,868 | 172,947 | 72.4 | 23.7 | 48.7 |
* ST portfolio annual returns are based on average invested capital for the year.
Trading Statistics
Total # of positions taken: | 1,776 |
# of winning positions (winning %): | 835 (47%) |
Average gain(%) per winning position: | 86% |
Average loss(%) per losing position: | 15% |
Profit factor**: | 5.1 |
Maximum gain(%) on a position: | 5,258% |
Maximum loss(%): | -70% |
Annualized return on average invested capital: | 37.5% |
Average invested capital: | $495,798 |
Average # of positions held: | 50 |
Average # of weeks invested in each position: | 45 |
* 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 NASDAQ 100 Bullish Crossover Distribution of Returns