Click here for the Monthly Profit, Trade Count and Trade List tables and a list of all trades going back 30 days so you can compare the strategies’ trades to yours.
Click Here for Year to Date and Since Launch Charts
Large Cap Margin Metrics as of December 31, 2017
Portfolio Metrics
- 25% Compounded Annual Return (CAR)
- 61% Exposure
- -17% MDD Drawdowns
- Aug 2011 Date of Max Drawdown
- 113 days Max Drawdown Duration
Trade Metrics
- Average 34 trades/mo.
- 64% Winners
- 24 Max Consecutive Wins
- 12 Max Consecutive Loss
Strategy Rules
- Filters for stocks in the SP 500, Russell 1000 or NDX 100
- Attempts to buy strength tomorrow, after a short pullback, with a limit order placed a small percentage below the close of today.
- Attempts to sell weakness tomorrow, after a short rally, with limit order placed a small percentage above the close of today.
- Uses a dynamic exit.
- Uses a Connors RSI to exit
- Uses a proprietary formula to determine position size (# of shares/trade)
- Uses a Circuit Breaker to avoid deep drawdowns
- Launched February 2016
A verified version of the signals will be posted by 10:00PM ET before each trading day.
