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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.
Type of Positions Long
 Position Opening 
Criteria for Opening a Position: index(dow) and roe > 10 and fcf_yield > 5
Prioritize Stocks by [?] Highest FCF Yield
Order Execution Model: Close Prices
 Backtest Parameters 
Initial Capital: $10,000
Capital at Risk: 10% per trade
Portfolio Max Size: 10 positions
Comm. per Trade: 0.05%  
Avg Bid-Ask Spread: 0.1%  
Close position at the end of: Year
Period: 1/1/2025 - 12/31/2025
The backtester displays results for the current year only. Please sign up to view the full report.
 Results 
Total Profit: $282   Total Trades: 9  
Capital Growth:2.82%   Profit Trades, % of Total:78%  
Profit Factor: [?] 3.89  Avg Trade Duration, days:22  
Payoff Ratio: [?] 1.11   Avg Profit per Trade:3.64%  
Max Drawdown:1%   Avg Profit per Day:0.17%  
Max Drawdown, $: 97   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] 2.91   Overall Viability Score: [?]
10 / 10
 
Avg Annual Return: 2.82%   CAGR: [?]2.82%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2025 3.06 2.82 3.44 -0.61
        
Performed Trades: All  
 Symbol Entry Date
Entry
Price, $
Exit Date
Exit
Price, $
Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
 MI [?]
 TRV 01/02/2025 240.89 02/05/2025 246.34 4 19.84  Period End  Minor 
 VZ 01/02/2025 39.51 02/05/2025 40.13 25 13.50  Period End  Minor 
 CVX 01/02/2025 146.71 02/05/2025 152.99 6 35.86  Period End  Minor 
 NKE 01/02/2025 73.67 02/05/2025 74.57 13 9.77  Period End  Minor 
 AXP 01/02/2025 297.73 02/05/2025 320.53 3 66.51  Period End  Minor 
 IBM 01/02/2025 219.94 02/05/2025 263.30 4 171.42  Period End  Minor 
 MRK 01/02/2025 99.17 02/05/2025 89.67 10 -96.84  Period End  Minor 
 JNJ 01/02/2025 144.02 02/05/2025 154.69 6 62.20  Period End  Minor 
 CAT 01/02/2025 358.46 02/05/2025 358.85 2 -0.65  Period End  Minor 

Backtesting Results Disclaimer
Past hypothetical backtest results are neither an indicator nor a guarantee of future returns. Actual results may vary from the analysis. Hypothetical performance results have many inherent limitations and cannot fully account for market factors such as bid-ask spread, slippage, and commission costs. There are numerous other factors related to the markets, which cannot be fully accounted for in the backtesting algorithm, but all of which can adversely affect actual trading results.



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