NYSE Weak Bearish Breakout PortfolioCurrent Strategy SummaryBuys: 0 Sells: 0 Performance2023 ytd: +0.6% |
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The Stock Trends NYSE Weak Bearish Breakout trading strategy, defined below, has averaged 18% annual returns over the 32-year period from January 1990 to December 2021!
ST NYSE Weak Bearish Breakout Portfolio Strategy Performance - 1991 to 2021:
| Year | Avg Invested Capital ($) | Net Gain/(Loss) ($) | ST Portfolio (%)* | S&P 500 (%) | Difference (%) |
| 2021 | 79,434 | 7,480 | 9.4 | 26.9 | -17.5 |
| 2020 | 92,642 | -51,249 | -55.2 | 14.3 | -69.5 |
| 2019 | 185,849 | 30,206 | 16.3 | 30.3 | -14.0 |
| 2018 | 255,094 | -43,414 | -16.9 | -7.0 | -9.9 |
| 2017 | 251,509 | 45,359 | 18.1 | 19.4 | -1.3 |
| 2016 | 242,642 | 31,269 | 12.9 | 9.5 | 3.4 |
| 2015 | 246,981 | -34,024 | -13.7 | -1.3 | -12.4 |
| 2014 | 245,472 | -21,008 | -8.6 | 13.4 | -22.0 |
| 2013 | 247,736 | 87,859 | 35.4 | 31.3 | 4.1 |
| 2012 | 144,717 | -555 | -0.4 | 11.5 | -11.9 |
| 2011 | 131,887 | -10,502 | -7.9 | 0.0 | -7.9 |
| 2010 | 118,491 | 6,765 | 5.8 | 12.8 | -7.0 |
| 2009 | 95,283 | 30,997 | 32.6 | 29.1 | 3.5 |
| 2008 | 82,453 | -61,565 | -73.8 | -41.0 | -32.8 |
| 2007 | 130,943 | 20,169 | 15.3 | 4.2 | 11.1 |
| 2006 | 176,226 | 39,849 | 22.6 | 13.6 | 9.0 |
| 2005 | 180,943 | 107,707 | 59.7 | 3.0 | 56.7 |
| 2004 | 172,264 | 69,531 | 40.4 | 10.4 | 30.0 |
| 2003 | 166,226 | 84,728 | 51.2 | 25.2 | 26.0 |
| 2002 | 80,755 | -81 | -0.1 | -24.6 | 24.5 |
| 2001 | 63,585 | -6,596 | -10.5 | -12.1 | 1.6 |
| 2000 | 90,755 | -26,577 | -29.2 | -10.1 | -19.1 |
| 1999 | 169,623 | -71,445 | -42.0 | 19.5 | -61.5 |
| 1998 | 293,962 | 127,506 | 43.1 | 31.0 | 12.1 |
| 1997 | 476,604 | 277,063 | 57.9 | 23.7 | 34.2 |
| 1996 | 438,302 | 154,016 | 35.2 | 22.9 | 12.3 |
| 1995 | 348,868 | 139,022 | 39.9 | 34.1 | 5.8 |
| 1994 | 340,943 | 31,289 | 9.2 | -1.5 | 10.7 |
| 1993 | 372,830 | 96,350 | 25.8 | 7.1 | 18.7 |
| 1992 | 315,283 | 76,019 | 24.2 | 8.2 | 16.0 |
| 1991 | 255,660 | 43,238 | 16.9 | 23.7 | -6.8 |
* 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 NYSE Weak Bearish Breakout Portfolio?... 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 NYSE WEAK BEARISH BREAKOUT TRADING STRATEGY
The trading criteria defined for the Stock Trends NYSE Weak Bearish Breakout are as follows:
BUY a stock when:
- tagged with a "Weak Bearish" indicator (
), 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
- price movement on the week exceeds the comparative market index (+ sign beside the RSI), and
- week closing price is at the week high, 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 #2: A Stop Loss provision is defined for each position held, setting the stop price at 20% below the highest closing price (minimum $0.50 below). If a stock is trading at or below the stop price at the end of a trading week, it is sold at the weekly closing price. Stop prices are moved up with any weekly increase in the stock's price, but, once increased, are never moved back down.
Stock Trends NYSE Weak Bearish Breakout Portfolio has a winning percentage (the number of trades that provided positive returns as a percentage of the total number of trades) of 45%. 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:
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Trading Statistics | |
|---|---|
| Total # of (completed) positions taken: | 490 |
| # of winning positions (winning %): | 217 (44%) |
| Average gain(%) per winning position: | 76% |
| Average loss(%) per losing position: | 17% |
| Profit factor**: | 3.6 |
| Maximum gain(%) on a position: | 1212% |
| Maximum loss(%): | -50% |
| Annualized return on average invested capital: | 18.4% |
| Average invested capital: | $204,481 |
| Average # of positions held: | 21 |
| Average # of weeks invested in each position: | 70 |
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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 NYSE Weak Bearish Breakout Portfolio Distribution of Returns
