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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: 1/1/2019 - 12/31/2019
The report displays results for the current year only. Please sign up to view the full report.
 Results 
Total Profit: $2,034   Total Trades: 10  
Capital Growth:20%   Profit Trades, % of Total:80%  
Profit Factor: [?] 11.32  Max Drawdown1%($113)  
Expected Payoff: [?] $203.35  Abs Drawdown1%($113)  
Payoff Ratio: [?] 2.83  Avg Market Impact [?]
Minor  Minor Market Impact
 
Avg Annual Return, %: 20.34%   
 Equity Graph 
 Performance 
YearTotal JanFeb MarAprMay JunJulAug SepOctNov Dec
2019 20.34 4.52 3.57 0.51 2.94 -5.55 6.78 1.58 -3.37 3.40 1.34 3.57
    Export   
Performed Trades: All  
 Symbol Entry Date Entry Price, $ Exit Date Exit Price, $ Shares Profit, $  Exit On  Market
Impact
[?]
 AXP 01/02/2019 94.29 11/15/2019 120.76 10 262.55  Period End Minor
 IBM 01/02/2019 111.24 11/15/2019 134.40 8 183.31  Period End Minor
 TRV 01/02/2019 115.42 11/15/2019 133.57 8 143.21  Period End Minor
 JPM 01/02/2019 96.30 11/15/2019 129.53 10 330.04  Period End Minor
 WBA 01/02/2019 68.04 11/15/2019 62.14 14 -84.42  Period End Minor
 AAPL 01/02/2019 155.58 11/15/2019 265.76 6 658.55  Period End Minor
 VZ 01/02/2019 53.75 11/15/2019 59.51 18 101.64  Period End Minor
 INTC 01/02/2019 47.08 11/15/2019 57.96 21 226.27  Period End Minor
 DIS 01/02/2019 108.30 11/15/2019 144.67 9 325.05  Period End Minor
 PFE 01/02/2019 42.10 11/15/2019 37.28 23 -112.69  Period End Minor



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