NASDAQ 100 Bullish CrossoverCurrent Strategy SummaryBuys: 3 Sells: 2 Performance2023 ytd: +4.7% |
| Current Portfolio Report | Portfolio History Report |
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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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* This strategy makes adjustments for changes in the components of the index, however, existing portfolio stock holdings that are removed from the index remain as holdings until the sell signal is triggered.
The money management rules for the portfolio are as follows:
Exposure on each position is limited to $10,000.
Transaction costs are factored into the cost of purchases and the net proceeds of sales at 1% in and 1% out, or 2% commission on a round trip.
Applying this very simple trading system on the Stock Trends 31-year historical data of current components of the Nasdaq 100 index generates the following results:
Nasdaq 100 Bullish Crossover Portfolio strategy Performance - 1991 to 2021:
| Year | Avg Invested Capital ($) | 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 |
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* 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 NASDAQ 100 Bullish Crossover Distribution of Returns
The current Nasdaq 100 Bullish Crossover Portfolio report is published weekly. It shows current holdings, as well as current buy and sell transactions. Investors can follow the report to emulate the performance of the portfolio or use this model portfolio to adjust their own holdings in these important Nasdaq stocks.