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Strategy Name Dobermans of the Dow
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This strategy is a slightly modified version of the 'Dobermans of the Dow' strategy introduced by Michael Cannivet in Forbes magazine in 2019. Unlike the original strategy, we do not rank the components of the DJIA index by ROE (Return On Equity) and FCF (Free Cash Flow), but set the filtering criteria so that the stocks have ROE and FCF above the threshold values. Next, we rank the selected stocks by FCF in descending order and take the top ten. To do this, we use the 'Prioritize Stocks by' parameter and limit the portfolio size to 10 positions. Conditions for closing a position are not set, but the portfolio is rebalanced annually.
Position Type Long
 Strategy Definition 
Criteria for Opening a Position: index(dow) and roe > 10 and fcf_yield > 5
Prioritize Stocks by [?] Highest FCF Yield
 Backtest Parameters 
Initial Capital: $10,000
Capital at Risk: 10% per trade
Portfolio Max Size: 10 positions
Testing Model: Close prices
Comm. per Trade: 0.1%  
Close position at the end of: Year
Period: 1/1/2020 - 12/31/2020
The report displays results for the current year only. Please sign up to view the full report.
 Results 
Total Profit: $-1,208   Total Trades: 10  
Capital Growth:-12%   Profit Trades, % of Total:0%  
Profit Factor: [?] 0.00  Max Drawdown12%($1,208)  
Expected Payoff: [?] $-120.83  Abs Drawdown12%($1,208)  
Payoff Ratio: [?] 0.00  Avg Market Impact [?]
Minor  Minor Market Impact
 
Avg Annual Return, %: -12.08%   
 Equity Graph 
 Performance 
YearTotal JanFeb MarAprMay JunJulAug SepOctNov Dec
2020 -12.08 -2.66 -9.68
    Export   
Performed Trades: All  
 Symbol Entry Date Entry Price, $ Exit Date Exit Price, $ Shares Profit, $  Exit On  Market
Impact
[?]
 TRV 01/24/2020 134.78 02/28/2020 119.81 7 -106.57  Period End Minor
 UNH 01/21/2020 300.53 02/28/2020 254.96 3 -138.38  Period End Minor
 IBM 01/02/2020 135.42 02/28/2020 130.15 7 -38.75  Period End Minor
 WBA 01/02/2020 59.08 02/28/2020 45.76 16 -214.80  Period End Minor
 AXP 01/02/2020 125.85 02/28/2020 109.93 7 -113.09  Period End Minor
 CSCO 01/02/2020 48.42 02/28/2020 39.93 20 -171.57  Period End Minor
 VZ 01/02/2020 61.05 02/28/2020 54.16 16 -112.08  Period End Minor
 INTC 01/02/2020 60.84 02/28/2020 55.52 16 -86.98  Period End Minor
 MMM 01/02/2020 180.00 02/28/2020 149.24 5 -155.45  Period End Minor
 JNJ 01/02/2020 145.97 02/28/2020 134.48 6 -70.62  Period End Minor



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