Strategy BOP_OP_X5 Statistics

Owner name: shlomo Member for: 6 years 7 months Since: Mon, 2011-05-02 09:00
Strategy Allocation: 33% Position Size: 5.00% Max positions: 0
Paired Universe: Medical Asso Total Securities: 137
Comment: Same BOP and RSI(14) based strategy with higher return and higher MDD on Medical universe.
Published: 2012-02-17 Refreshed: 2017-12-01 Users: 0 Link:
Monthly P&L
Month DecJanFebMarAprMayJunJulAugSepOct
P&L -1.20%1.22%0.79%1.35%0.97%5.98%1.84%-3.28%0.24%1.44%5.98%
Equity Curve
Strategy Statistics
Universe Name P&L 1Y P&L/MDD MDD (end of trade) MDD Days Avg. Exposure (?)
Medical Asso 20.35% 2.25 -9.04% 85 22.00%

Strategy data
Allocation Position size Max position Position Priority Entry Entry deep
33% ($33,000.00) 5.00% 0 None Limit 3
Trade Statistics
Trades Wins Even Loses Trade Average P&L
ALL : 19 10 (52.63%) 0 (0.00%) 9 (47.37%) 21.42%
LONG : 19 10 (52.63%) 0 (0.00%) 9 (47.37%) 21.42%
SHORT: 0 0 (0.00%) 0 (0.00%) 0 (0.00%) 0.00%
Note: only one trade per day is displayed. You may miss few trades in the map.

Max Drawdown Data
MDD MDD Days Start Date End Date
-9,038 (-9.04%) 85 2017-07-13 2017-10-06
-4,803 (-4.80%) 30 2017-04-26 2017-05-26
-3,001 (-3.00%) 40 2017-10-11 2017-11-20
-2,053 (-2.05%) 13 2017-06-29 2017-07-12
-1,967 (-1.97%) 12 2017-06-09 2017-06-21
-1,876 (-1.88%) 9 2017-03-20 2017-03-29
-1,472 (-1.47%) 50 2016-12-07 2017-01-26
-1,421 (-1.42%) 14 2017-01-27 2017-02-10
-1,313 (-1.31%) 15 2017-02-22 2017-03-09
-792 (-0.79%) 3 2017-06-23 2017-06-26
-674 (-0.67%) 18 2017-03-30 2017-04-17
-640 (-0.64%) 4 2017-02-13 2017-02-17
-598 (-0.60%) 1 2017-11-21 2017-11-22
-496 (-0.50%) 2 2017-05-31 2017-06-02
-469 (-0.47%) 2 2017-06-06 2017-06-08
-201 (-0.20%) 1 2017-06-27 2017-06-28
-176 (-0.18%) 3 2017-03-14 2017-03-17
-50 (-0.05%) Open 2017-11-28 0000-00-00
-25 (-0.03%) 1 2017-04-20 2017-04-21
Trade List
No. Type Buy Date Buy Close Symbol Sell Date Sell Close P&L (%) Profit
1 Long 2016-12-02 1.25 ENMD 2017-02-28 1.50 20.00% $1000.00
2 Long 2016-12-12 20.25 FONR 2017-05-12 22.30 10.12% $506.00
3 Long 2016-12-28 1.47 PSTI 2017-06-23 1.28 -12.93% $-646.50
4 Long 2017-01-06 4.00 APPY 2017-02-02 3.26 -18.50% $-925.00
5 Long 2017-01-09 3.73 IMMU 2017-08-25 10.76 188.47% $9423.50
6 Long 2017-01-09 1.58 LUNA 2017-04-07 1.77 12.03% $601.50
7 Long 2017-02-08 2.52 CYTR 2017-05-30 4.92 95.24% $4762.00
8 Long 2017-03-07 3.15 DYNT 2017-04-18 2.85 -9.52% $-476.00
9 Long 2017-05-08 0.62 HEB 2017-05-31 0.55 -11.29% $-564.50
10 Long 2017-06-15 0.39 RPRX 2017-11-24 0.47 20.51% $1025.50
11 Long 2017-06-28 1.34 PSTI 2017-09-01 1.20 -10.45% $-522.50
12 Long 2017-07-03 3.40 LIFE 2017-07-18 3.35 -1.47% $-73.50
13 Long 2017-07-06 0.69 OXBT 2017-09-05 0.37 -46.38% $-2319.00
14 Long 2017-08-02 0.78 SNMX 2017-10-03 0.67 -14.10% $-705.00
15 Long 2017-08-14 6.17 ELMD 2017-08-23 6.24 1.13% $56.50
16 Long 2017-09-20 0.61 NABI 2017-10-30 0.96 57.38% $2869.00
17 Long 2017-09-21 5.98 ICCC 2017-11-02 7.96 33.11% $1655.50
18 Long 2017-10-03 5.00 LIFE 2017-11-28 4.30 -14.00% $-700.00
19 Long 2017-10-13 0.79 SNMX 2017-11-24 1.64 107.59% $5379.50

End of Period Holdings
Note: the trades below represent the maximum possible holding at the end of the period. These trades list is subjected to available allocation to enter into these positions. In reality you will find fewer open trades.
No. Symbol Long/Short Entry Date Entry price Last Price P&L (%) P&L ($) Holdings
1 ASTM Long 9-Oct-17 4.753 4.45 -6.37% -318.75 4,681.50
2 BCRX Long 22-Dec-16 6.3923 5.08 -20.53% -1,026.47 3,973.50
3 VRML Long 16-Mar-17 2.134 1.71 -19.87% -993.44 4,006.50
4 ACOR Long 14-Dec-16 20.5155 20.30 -1.05% -52.52 4,947.50
5 CUR Long 16-Dec-16 3.38 1.14 -66.27% -3,313.61 1,686.50
6 CYTR Long 2-Jun-17 4.947 2.18 -55.93% -2,796.64 2,203.50
7 INCY Long 8-Sep-17 130.3098 98.99 -24.03% -1,201.74 3,798.50
8 PHMD Long 12-Dec-16 4.1128 1.03 -74.96% -3,747.81 1,252.00
9 BASI Long 20-Dec-16 0.7372 2.34 217.42% 10,870.86 15,871.00
10 ARWR Long 22-Feb-17 2.0855 3.57 71.18% 3,559.10 8,559.00
11 CLDX Long 22-Dec-16 3.6763 3.00 -18.40% -919.81 4,080.00
12 MASI Long 16-May-17 83.4879 88.84 6.41% 320.53 5,320.50
13 VSCI Long 28-Nov-17 2.74 2.86 4.38% 218.98 5,219.00
14 CBLI Long 3-May-17 3.2301 2.43 -24.77% -1,238.51 3,761.50
15 ETRM Long 3-Jan-17 1.94 1.33 -31.44% -1,572.16 3,428.00
16 NXTM Long 23-Mar-17 26.2676 25.69 -2.20% -109.95 4,890.00
17 STEM Long 14-Dec-16 5.6745 1.14 -79.91% -3,995.51 1,004.50
18 BABY Long 13-Jul-17 36.278 40.05 10.40% 519.87 5,520.00
Subtotal PNL= $ -5,797.57 Open Positions: $84,203.00
X
Enter your Strategy Seeker username.
Enter the password that accompanies your username.
4 + 14 =
Solve this simple math problem and enter the result. E.g. for 1+3, enter 4.
Secure Login

This login is SSL protected

Loading