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Title: Statistics about our portfolios performances Post by: Super Stock Picker on September 13, 2006, 05:23:17 PM Hello,
We have extracted the following statistics about our portfolios on September 13th, 2006: Portfolio: Earnings Estimate Upgrades Weekly updated weekly. Win ratio: 62 % Winning periods to losing periods: 58/35 Average losing period: -2.090506 % Largest losing period: -7.9144635 % Average winning period: 2.229515 % Largest winning period: 7.311385 % Maximum drawdown: -13.917902 % Average losing stretch: 1.5217391 weeks Worst losing stretch: 4 weeks Average winning stretch: 2.5217392 weeks Best winning stretch: 8 weeks Portfolio: Low PEG Ratio updated monthly. Win ratio: 76 % Winning periods to losing periods: 13/4 Average losing period: -2.9077582 % Largest losing period: -9.210248 % Average winning period: 7.7102284 % Largest winning period: 21.716322 % Maximum drawdown: -25.676529 % Average losing stretch: 1.0 months Worst losing stretch: 1 months Average winning stretch: 2.6 months Best winning stretch: 3 months Portfolio: Price Momentum Weekly updated weekly. Win ratio: 57 % Winning periods to losing periods: 61/46 Average losing period: -3.6577218 % Largest losing period: -14.801299 % Average winning period: 4.6394815 % Largest winning period: 16.605349 % Maximum drawdown: -38.553593 % Average losing stretch: 1.6428572 weeks Worst losing stretch: 3 weeks Average winning stretch: 2.1785715 weeks Best winning stretch: 5 weeks Portfolio: Ultimate Price Momentum v1 updated weekly. Win ratio: 58 % Winning periods to losing periods: 61/44 Average losing period: -3.8434334 % Largest losing period: -15.458204 % Average winning period: 4.9523835 % Largest winning period: 18.152815 % Maximum drawdown: -36.642258 % Average losing stretch: 1.6923077 weeks Worst losing stretch: 3 weeks Average winning stretch: 2.44 weeks Best winning stretch: 6 weeks Portfolio: Ultimate Price Momentum v2 updated weekly. Win ratio: 61 % Winning periods to losing periods: 64/40 Average losing period: -4.4408064 % Largest losing period: -15.699252 % Average winning period: 4.6176367 % Largest winning period: 17.111916 % Maximum drawdown: -40.973446 % Average losing stretch: 1.4814814 weeks Worst losing stretch: 4 weeks Average winning stretch: 2.3703704 weeks Best winning stretch: 5 weeks Portfolio: Ultimate Price Momentum v3 updated weekly. Win ratio: 59 % Winning periods to losing periods: 61/42 Average losing period: -3.8341715 % Largest losing period: -16.45717 % Average winning period: 5.0692244 % Largest winning period: 17.481203 % Maximum drawdown: -39.173656 % Average losing stretch: 1.5555556 weeks Worst losing stretch: 4 weeks Average winning stretch: 2.1785715 weeks Best winning stretch: 8 weeks Portfolio: Ultimate Price Momentum v4 updated weekly. Win ratio: 55 % Winning periods to losing periods: 57/45 Average losing period: -3.8774712 % Largest losing period: -16.460976 % Average winning period: 5.713153 % Largest winning period: 18.35061 % Maximum drawdown: -37.872646 % Average losing stretch: 1.7307693 weeks Worst losing stretch: 4 weeks Average winning stretch: 2.1111112 weeks Best winning stretch: 8 weeks Portfolio: Ultimate Price Momentum v5 updated weekly. Win ratio: 53 % Winning periods to losing periods: 54/47 Average losing period: -4.321115 % Largest losing period: -16.884445 % Average winning period: 6.0392356 % Largest winning period: 20.13407 % Maximum drawdown: -39.408062 % Average losing stretch: 1.6206896 weeks Worst losing stretch: 4 weeks Average winning stretch: 1.862069 weeks Best winning stretch: 5 weeks Title: Re: Statistics about our portfolios performances Post by: jeff on September 30, 2006, 11:12:28 AM very useful statistics. are you going to update those statistics from time to time? and do you also have statistics about the average holding time for the stocks?
thanks for your effort and have a good weekend. jeff Title: Re: Statistics about our portfolios performances Post by: Super Stock Picker on January 05, 2007, 06:54:13 PM Hi jeff,
Yes, we will update those stats from times to times, and actually, it should be in not so long... Also, we will try to add the average holding time for the stocks and also to break those stats in periods, like per year. Title: Re: Statistics about our portfolios performances Post by: bryanmcn on January 07, 2007, 10:34:20 AM Could you explain the "drawdown" term and its importance?
Title: Re: Statistics about our portfolios performances Post by: Super Stock Picker on January 07, 2007, 01:09:56 PM Quote From Wikipedia, Drawdown is the measure of the decline from a historical peak in some variable (e.g., the variable of interest might be the cumulative profit since inception from the purchase of a share of common stock). It is a very important metric because it gives the maximum loss one would take if he would start following the portfolio on the day the value is peaking. This metric is the main reason why we need to break those stats in periods because smaller values are now masked by the -40% we had during the last spring bad run. Title: Updated Statistics (including average holding time) Post by: Super Stock Picker on January 08, 2007, 05:37:03 PM Hello,
Please find below the statistics about our portfolios on the 8th of January, 2007 (The attached csv files holds the same values). The new metrics added into this version are: - Average holding time of a stock. - Average order number per period. Portfolio: Earnings Estimate Upgrades Weekly updated weekly. Win ratio: 61 % Winning periods to losing periods: 67/42 Average holding time of a stock: 8.091743 weeks Average order number per period: 2.0183487 Average losing period: -2.144393 % Largest losing period: -7.9144635 % Average winning period: 2.1964414 % Largest winning period: 7.311385 % Maximum drawdown: -19.328207 % Average losing stretch: 1.6153846 weeks Worst losing stretch: 4 weeks Average winning stretch: 2.4814816 weeks Best winning stretch: 8 weeks Portfolio: Low PEG Ratio updated monthly. Win ratio: 76 % Winning periods to losing periods: 16/5 Average holding time of a stock: 5.904762 months Average order number per period: 2.1904762 Average losing period: -3.866054 % Largest losing period: -9.210248 % Average winning period: 7.642632 % Largest winning period: 21.716322 % Maximum drawdown: -25.676529 % Average losing stretch: 1.0 months Worst losing stretch: 1 months Average winning stretch: 2.6666667 months Best winning stretch: 3 months Portfolio: Price Momentum Weekly updated weekly. Win ratio: 57 % Winning periods to losing periods: 71/52 Average holding time of a stock: 6.0487804 weeks Average order number per period: 1.2682927 Average losing period: -3.544478 % Largest losing period: -14.801299 % Average winning period: 4.9521003 % Largest winning period: 18.224487 % Maximum drawdown: -38.553593 % Average losing stretch: 1.625 weeks Worst losing stretch: 3 weeks Average winning stretch: 2.1515152 weeks Best winning stretch: 5 weeks Portfolio: Ultimate Price Momentum v1 updated weekly. Win ratio: 58 % Winning periods to losing periods: 71/50 Average holding time of a stock: 4.768595 weeks Average order number per period: 0.8264463 Average losing period: -3.69403 % Largest losing period: -15.458204 % Average winning period: 5.3443966 % Largest winning period: 20.48581 % Maximum drawdown: -36.642258 % Average losing stretch: 1.6666666 weeks Worst losing stretch: 3 weeks Average winning stretch: 2.3666666 weeks Best winning stretch: 6 weeks Portfolio: Ultimate Price Momentum v2 updated weekly. Win ratio: 61 % Winning periods to losing periods: 74/46 Average holding time of a stock: 3.975 weeks Average order number per period: 0.7083333 Average losing period: -4.3284287 % Largest losing period: -15.699252 % Average winning period: 4.9689326 % Largest winning period: 23.667784 % Maximum drawdown: -40.973446 % Average losing stretch: 1.483871 weeks Worst losing stretch: 4 weeks Average winning stretch: 2.3125 weeks Best winning stretch: 5 weeks Portfolio: Ultimate Price Momentum v3 updated weekly. Win ratio: 59 % Winning periods to losing periods: 71/48 Average holding time of a stock: 3.2941177 weeks Average order number per period: 0.5714286 Average losing period: -3.8515625 % Largest losing period: -16.45717 % Average winning period: 5.337697 % Largest winning period: 24.958475 % Maximum drawdown: -39.173656 % Average losing stretch: 1.548387 weeks Worst losing stretch: 4 weeks Average winning stretch: 2.21875 weeks Best winning stretch: 8 weeks Portfolio: Ultimate Price Momentum v4 updated weekly. Win ratio: 56 % Winning periods to losing periods: 67/51 Average holding time of a stock: 2.7542372 weeks Average order number per period: 0.5 Average losing period: -3.8627765 % Largest losing period: -16.460976 % Average winning period: 6.031865 % Largest winning period: 30.469658 % Maximum drawdown: -37.872646 % Average losing stretch: 1.7586207 weeks Worst losing stretch: 4 weeks Average winning stretch: 2.2333333 weeks Best winning stretch: 8 weeks Portfolio: Ultimate Price Momentum v5 updated weekly. Win ratio: 53 % Winning periods to losing periods: 63/54 Average holding time of a stock: 2.2735043 weeks Average order number per period: 0.41880342 Average losing period: -4.3123236 % Largest losing period: -16.884445 % Average winning period: 5.641803 % Largest winning period: 20.13407 % Maximum drawdown: -46.48897 % Average losing stretch: 1.6363636 weeks Worst losing stretch: 4 weeks Average winning stretch: 1.8529412 weeks Best winning stretch: 5 weeks Next, we will have to cut those statistics by years... Title: Re: Statistics about our portfolios performances Post by: patbib on January 28, 2007, 06:05:39 PM Hello,
I live in Europe and i'd like ti know if your software could also work european shares. If it's possible, have you got any statistics on its performance. Thanks, Patrick. Title: Re: Statistics about our portfolios performances Post by: Super Stock Picker on January 29, 2007, 11:39:40 AM Hello Patrick,
At that time, our software only deals with Canadian stocks. We could add other markets in the future, but we have no deadlines set for that yet. If you are interested in following our advice from Europe, here is a post in which a French user explains how he uses an American broker to do this: http://www.superstockpicker.com/forum/index.php?topic=107.msg189#msg189 Title: Re: Statistics about our portfolios performances Post by: Super Stock Picker on April 30, 2007, 04:29:50 PM Hello,
Please find below our portfolios' statistics updated on the 30th of April, 2007 (The attached csv files holds the same values). New metrics are available in this version: - Average number of stocks on hold - Minimum number of stocks on hold - Maximum number of stocks on hold Portfolio: Earnings Estimate Upgrades Weekly updated weekly. Win ratio: 63 % Winning periods to losing periods: 79/46 Average number of stocks on hold: 8.001664 Minimum number of stocks on hold: 3 Maximum number of stocks on hold: 15 Average holding time of a stock: 7.736 weeks Average number of orders per period: 1.92 Average losing period: -2.1187484 % Largest losing period: -7.9144635 % Average winning period: 2.1926796 % Largest winning period: 7.311385 % Maximum drawdown: -19.328207 % Average losing stretch: 1.6428572 weeks Worst losing stretch: 4 weeks Average winning stretch: 2.724138 weeks Best winning stretch: 8 weeks Portfolio: Low PEG Ratio updated monthly. Win ratio: 72 % Winning periods to losing periods: 18/7 Average number of stocks on hold: 9.494141 Minimum number of stocks on hold: 3 Maximum number of stocks on hold: 16 Average holding time of a stock: 7.56 months Average number of orders per period: 2.44 Average losing period: -3.008701 % Largest losing period: -9.210248 % Average winning period: 7.8175693 % Largest winning period: 21.716322 % Maximum drawdown: -25.676529 % Average losing stretch: 1.0 months Worst losing stretch: 1 months Average winning stretch: 2.25 months Best winning stretch: 3 months Portfolio: Price Momentum Weekly updated weekly. Win ratio: 58 % Winning periods to losing periods: 81/58 Average number of stocks on hold: 6.405689 Minimum number of stocks on hold: 3 Maximum number of stocks on hold: 9 Average holding time of a stock: 6.1870503 weeks Average number of orders per period: 1.2517985 Average losing period: -3.5750961 % Largest losing period: -14.801299 % Average winning period: 4.8932395 % Largest winning period: 18.224487 % Maximum drawdown: -38.553593 % Average losing stretch: 1.7058823 weeks Worst losing stretch: 4 weeks Average winning stretch: 2.3142858 weeks Best winning stretch: 7 weeks Portfolio: Ultimate Price Momentum v1 updated weekly. Win ratio: 60 % Winning periods to losing periods: 83/54 Average number of stocks on hold: 5.086233 Minimum number of stocks on hold: 2 Maximum number of stocks on hold: 8 Average holding time of a stock: 4.927007 weeks Average number of orders per period: 0.82481754 Average losing period: -3.8850408 % Largest losing period: -15.458204 % Average winning period: 5.0976405 % Largest winning period: 20.48581 % Maximum drawdown: -36.642258 % Average losing stretch: 1.6875 weeks Worst losing stretch: 3 weeks Average winning stretch: 2.59375 weeks Best winning stretch: 9 weeks Portfolio: Ultimate Price Momentum v2 updated weekly. Win ratio: 63 % Winning periods to losing periods: 86/50 Average number of stocks on hold: 4.2515244 Minimum number of stocks on hold: 2 Maximum number of stocks on hold: 7 Average holding time of a stock: 4.132353 weeks Average number of orders per period: 0.6985294 Average losing period: -4.419403 % Largest losing period: -15.699252 % Average winning period: 4.7954164 % Largest winning period: 23.667784 % Maximum drawdown: -40.973446 % Average losing stretch: 1.5151515 weeks Worst losing stretch: 4 weeks Average winning stretch: 2.5294118 weeks Best winning stretch: 9 weeks Portfolio: Ultimate Price Momentum v3 updated weekly. Win ratio: 60 % Winning periods to losing periods: 81/54 Average number of stocks on hold: 3.5560677 Minimum number of stocks on hold: 1 Maximum number of stocks on hold: 7 Average holding time of a stock: 3.4592593 weeks Average number of orders per period: 0.5703704 Average losing period: -3.8959584 % Largest losing period: -16.45717 % Average winning period: 5.297533 % Largest winning period: 24.958475 % Maximum drawdown: -39.173656 % Average losing stretch: 1.6875 weeks Worst losing stretch: 6 weeks Average winning stretch: 2.4545455 weeks Best winning stretch: 8 weeks Portfolio: Ultimate Price Momentum v4 updated weekly. Win ratio: 58 % Winning periods to losing periods: 78/56 Average number of stocks on hold: 2.9907122 Minimum number of stocks on hold: 1 Maximum number of stocks on hold: 6 Average holding time of a stock: 2.9179103 weeks Average number of orders per period: 0.5074627 Average losing period: -4.0633597 % Largest losing period: -16.460976 % Average winning period: 5.8015714 % Largest winning period: 30.469658 % Maximum drawdown: -37.872646 % Average losing stretch: 1.8064516 weeks Worst losing stretch: 4 weeks Average winning stretch: 2.4375 weeks Best winning stretch: 8 weeks Portfolio: Ultimate Price Momentum v5 updated weekly. Win ratio: 55 % Winning periods to losing periods: 74/59 Average number of stocks on hold: 2.4929798 Minimum number of stocks on hold: 0 Maximum number of stocks on hold: 5 Average holding time of a stock: 2.4285715 weeks Average number of orders per period: 0.42105263 Average losing period: -4.6139846 % Largest losing period: -16.884445 % Average winning period: 5.4280257 % Largest winning period: 20.13407 % Maximum drawdown: -46.48897 % Average losing stretch: 1.6857142 weeks Worst losing stretch: 4 weeks Average winning stretch: 2.0555556 weeks Best winning stretch: 8 weeks Title: Re: Statistics about our portfolios performances Post by: bryanmcn on April 30, 2007, 08:10:07 PM Are these stats from inception?
Title: Re: Statistics about our portfolios performances Post by: Super Stock Picker on April 30, 2007, 09:43:10 PM bryanmcn,
Yes, they are. Title: Re: Statistics about our portfolios performances Post by: bryanmcn on May 24, 2007, 08:47:14 PM Is it possible to get stats from the last quarter or last year or last six months?
Title: Re: Statistics about our portfolios performances Post by: Super Stock Picker on May 25, 2007, 03:35:11 PM Yes,
We had in mind to release those stats also on a yearly basis. But that brings this problem: How do we account for the positions that were already open before the analysis window starts? Let's say we want to generate the stats for 2006, but on the January 1st, some stocks were already on hold for a few weeks? Should those extra weeks be accounted for in the 2006 stats? Or do we publish stats with shorter holding time that the actual ones? Don't know if there is a good answer to this question? Title: Re: Statistics about our portfolios performances Post by: bryanmcn on May 25, 2007, 07:05:57 PM You can do it in a number of ways but whatever way you choose just be consistent. Set the rules and stick by them. Do it the same every time. Thats the way the SSP works anyways right?
Title: Re: Statistics about our portfolios performances Post by: Super Stock Picker on July 23, 2008, 11:49:40 AM Hello,
Please find below our portfolios' statistics updated on the 23rd of July, 2008 (The attached csv file holds the same values. Do not forget to log in to have access to the attached files on the forum). Portfolio: Earnings Estimate Upgrades Weekly updated weekly. Win ratio: 59 % Winning periods to losing periods: 113/77 Average number of stocks on hold: 8.459934 Minimum number of stocks on hold: 3 Maximum number of stocks on hold: 19 Average holding time of a stock: 7.936842 weeks Average number of orders per period: 2.031579 Average losing period: -2.2862868 % Largest losing period: -7.9144635 % Average winning period: 2.2695565 % Largest winning period: 7.311385 % Maximum drawdown: -21.639984 % Average losing stretch: 1.6382979 weeks Worst losing stretch: 4 weeks Average winning stretch: 2.4042554 weeks Best winning stretch: 8 weeks Portfolio: Low PEG Ratio updated monthly. Win ratio: 67 % Winning periods to losing periods: 27/13 Average number of stocks on hold: 9.062044 Minimum number of stocks on hold: 3 Maximum number of stocks on hold: 16 Average holding time of a stock: 8.175 months Average number of orders per period: 1.975 Average losing period: -5.860371 % Largest losing period: -17.981108 % Average winning period: 7.676215 % Largest winning period: 21.716322 % Maximum drawdown: -29.245731 % Average losing stretch: 1.0833334 months Worst losing stretch: 2 months Average winning stretch: 2.25 months Best winning stretch: 4 months Portfolio: Price Momentum Weekly updated weekly. Win ratio: 58 % Winning periods to losing periods: 119/85 Average number of stocks on hold: 6.3006134 Minimum number of stocks on hold: 3 Maximum number of stocks on hold: 9 Average holding time of a stock: 6.0931373 weeks Average number of orders per period: 1.2107843 Average losing period: -4.6048865 % Largest losing period: -20.964754 % Average winning period: 5.500549 % Largest winning period: 18.224487 % Maximum drawdown: -38.553593 % Average losing stretch: 1.7 weeks Worst losing stretch: 4 weeks Average winning stretch: 2.38 weeks Best winning stretch: 7 weeks Portfolio: Ultimate Price Momentum v1 updated weekly. Win ratio: 58 % Winning periods to losing periods: 119/83 Average number of stocks on hold: 5.0422244 Minimum number of stocks on hold: 2 Maximum number of stocks on hold: 8 Average holding time of a stock: 4.8762374 weeks Average number of orders per period: 0.8267327 Average losing period: -4.781569 % Largest losing period: -20.811804 % Average winning period: 5.6739597 % Largest winning period: 20.48581 % Maximum drawdown: -36.642258 % Average losing stretch: 1.7291666 weeks Worst losing stretch: 4 weeks Average winning stretch: 2.531915 weeks Best winning stretch: 9 weeks Portfolio: Ultimate Price Momentum v2 updated weekly. Win ratio: 62 % Winning periods to losing periods: 125/76 Average number of stocks on hold: 4.20911 Minimum number of stocks on hold: 2 Maximum number of stocks on hold: 7 Average holding time of a stock: 4.0696516 weeks Average number of orders per period: 0.6766169 Average losing period: -5.366295 % Largest losing period: -21.579597 % Average winning period: 5.612017 % Largest winning period: 23.667784 % Maximum drawdown: -40.973446 % Average losing stretch: 1.5510204 weeks Worst losing stretch: 4 weeks Average winning stretch: 2.5510204 weeks Best winning stretch: 9 weeks Portfolio: Ultimate Price Momentum v3 updated weekly. Win ratio: 61 % Winning periods to losing periods: 122/78 Average number of stocks on hold: 3.528616 Minimum number of stocks on hold: 1 Maximum number of stocks on hold: 7 Average holding time of a stock: 3.41 weeks Average number of orders per period: 0.545 Average losing period: -5.192258 % Largest losing period: -31.467152 % Average winning period: 6.0484953 % Largest winning period: 24.958475 % Maximum drawdown: -46.9935 % Average losing stretch: 1.6595745 weeks Worst losing stretch: 6 weeks Average winning stretch: 2.5957446 weeks Best winning stretch: 8 weeks Portfolio: Ultimate Price Momentum v4 updated weekly. Win ratio: 59 % Winning periods to losing periods: 119/80 Average number of stocks on hold: 2.9822176 Minimum number of stocks on hold: 1 Maximum number of stocks on hold: 6 Average holding time of a stock: 2.884422 weeks Average number of orders per period: 0.46231157 Average losing period: -5.1553655 % Largest losing period: -31.066307 % Average winning period: 6.73195 % Largest winning period: 30.469658 % Maximum drawdown: -47.12354 % Average losing stretch: 1.7391304 weeks Worst losing stretch: 4 weeks Average winning stretch: 2.5869565 weeks Best winning stretch: 8 weeks Portfolio: Ultimate Price Momentum v5 updated weekly. Win ratio: 59 % Winning periods to losing periods: 117/81 Average number of stocks on hold: 2.5226078 Minimum number of stocks on hold: 0 Maximum number of stocks on hold: 5 Average holding time of a stock: 2.4343433 weeks Average number of orders per period: 0.3939394 Average losing period: -5.652348 % Largest losing period: -31.529953 % Average winning period: 6.824052 % Largest winning period: 25.714287 % Maximum drawdown: -48.037647 % Average losing stretch: 1.6530613 weeks Worst losing stretch: 4 weeks Average winning stretch: 2.3877552 weeks Best winning stretch: 9 weeks Title: Re: Statistics about our portfolios performances Post by: Super Stock Picker on October 15, 2008, 02:38:11 PM Hello,
Please find below our portfolios' statistics updated on the 15th of October, 2008 (The attached csv file holds the same values. Do not forget to log in to have access to the attached files on the forum). Portfolio: Earnings Estimate Upgrades Weekly updated weekly. Win ratio: 57 % Winning periods to losing periods: 117/85 Average number of stocks on hold: 8.378099 Minimum number of stocks on hold: 2 Maximum number of stocks on hold: 19 Average holding time of a stock: 8.173267 weeks Average number of orders per period: 2.0148516 Average losing period: -2.8692527 % Largest losing period: -20.612524 % Average winning period: 2.2774425 % Largest winning period: 7.311385 % Maximum drawdown: -55.189228 % Average losing stretch: 1.7346939 weeks Worst losing stretch: 4 weeks Average winning stretch: 2.34 weeks Best winning stretch: 8 weeks Portfolio: Low PEG Ratio updated monthly. Win ratio: 64 % Winning periods to losing periods: 27/15 Average number of stocks on hold: 8.753129 Minimum number of stocks on hold: 3 Maximum number of stocks on hold: 16 Average holding time of a stock: 8.119047 months Average number of orders per period: 1.9285715 Average losing period: -6.6787515 % Largest losing period: -17.981108 % Average winning period: 7.676215 % Largest winning period: 21.716322 % Maximum drawdown: -50.67319 % Average losing stretch: 1.25 months Worst losing stretch: 3 months Average winning stretch: 2.25 months Best winning stretch: 4 months Portfolio: Price Momentum Weekly updated weekly. Win ratio: 55 % Winning periods to losing periods: 120/96 Average number of stocks on hold: 6.288889 Minimum number of stocks on hold: 3 Maximum number of stocks on hold: 9 Average holding time of a stock: 6.2314816 weeks Average number of orders per period: 1.2546296 Average losing period: -4.7529674 % Largest losing period: -20.964754 % Average winning period: 5.484456 % Largest winning period: 18.224487 % Maximum drawdown: -66.83753 % Average losing stretch: 1.882353 weeks Worst losing stretch: 7 weeks Average winning stretch: 2.3529413 weeks Best winning stretch: 7 weeks Portfolio: Ultimate Price Momentum v1 updated weekly. Win ratio: 56 % Winning periods to losing periods: 121/93 Average number of stocks on hold: 5.007782 Minimum number of stocks on hold: 2 Maximum number of stocks on hold: 8 Average holding time of a stock: 4.9719625 weeks Average number of orders per period: 0.8551402 Average losing period: -5.340939 % Largest losing period: -23.461409 % Average winning period: 5.6567492 % Largest winning period: 20.48581 % Maximum drawdown: -76.78522 % Average losing stretch: 1.8979592 weeks Worst losing stretch: 6 weeks Average winning stretch: 2.4693878 weeks Best winning stretch: 9 weeks Portfolio: Ultimate Price Momentum v2 updated weekly. Win ratio: 60 % Winning periods to losing periods: 128/85 Average number of stocks on hold: 4.16129 Minimum number of stocks on hold: 1 Maximum number of stocks on hold: 7 Average holding time of a stock: 4.1361504 weeks Average number of orders per period: 0.7089202 Average losing period: -6.220489 % Largest losing period: -25.274725 % Average winning period: 5.5597205 % Largest winning period: 23.667784 % Maximum drawdown: -82.519554 % Average losing stretch: 1.7 weeks Worst losing stretch: 5 weeks Average winning stretch: 2.509804 weeks Best winning stretch: 9 weeks Portfolio: Ultimate Price Momentum v3 updated weekly. Win ratio: 59 % Winning periods to losing periods: 126/86 Average number of stocks on hold: 3.4577603 Minimum number of stocks on hold: 0 Maximum number of stocks on hold: 7 Average holding time of a stock: 3.4433963 weeks Average number of orders per period: 0.5613208 Average losing period: -5.714974 % Largest losing period: -31.467152 % Average winning period: 5.9030466 % Largest winning period: 24.958475 % Maximum drawdown: -75.872185 % Average losing stretch: 1.755102 weeks Worst losing stretch: 6 weeks Average winning stretch: 2.52 weeks Best winning stretch: 8 weeks Portfolio: Ultimate Price Momentum v4 updated weekly. Win ratio: 58 % Winning periods to losing periods: 124/87 Average number of stocks on hold: 2.9091806 Minimum number of stocks on hold: 0 Maximum number of stocks on hold: 6 Average holding time of a stock: 2.9004738 weeks Average number of orders per period: 0.47393364 Average losing period: -5.695493 % Largest losing period: -31.066307 % Average winning period: 6.5536065 % Largest winning period: 30.469658 % Maximum drawdown: -68.92834 % Average losing stretch: 1.8125 weeks Worst losing stretch: 4 weeks Average winning stretch: 2.4313726 weeks Best winning stretch: 8 weeks Portfolio: Ultimate Price Momentum v5 updated weekly. Win ratio: 58 % Winning periods to losing periods: 122/88 Average number of stocks on hold: 2.4484127 Minimum number of stocks on hold: 0 Maximum number of stocks on hold: 5 Average holding time of a stock: 2.4380953 weeks Average number of orders per period: 0.4 Average losing period: -6.238963 % Largest losing period: -31.529953 % Average winning period: 6.6452394 % Largest winning period: 25.714287 % Maximum drawdown: -72.37431 % Average losing stretch: 1.7254902 weeks Worst losing stretch: 4 weeks Average winning stretch: 2.2592592 weeks Best winning stretch: 9 weeks |