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.
Large Cap Margin Metrics as of February 13th, 2019
- 25% Compounded Annual Return (CAR)
- 61% Exposure
- -17% MDD Drawdowns
- Aug 2011 Date of Max Drawdown
- 113 days Max Drawdown Duration
- Average 34 trades/mo.
- 64% Winners
- 24 Max Consecutive Wins
- 12 Max Consecutive Loss
- Filters for stocks in the SP 500, Russell 1000 or NDX 100
- Enter trades with a limit order
- 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.