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Strategy Name Dogs of the Dow
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Dogs of the Dow is an investment strategy that attempts to beat the Dow Jones Industrial Average (DJIA) each year by optimizing towards high-yield investments. The general concept is to allocate money to the the 10 highest dividend-yielding, blue-chip stocks among the 30 components of the DJIA. The strategy requires re-balancing at the beginning of each calendar year.
Type of Positions Long
 Position Opening 
Criteria for Opening a Position: index(dow)
Prioritize Stocks by [?] Highest Dividend 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: 1/1/2023 - 12/31/2023
The backtester displays results for the current year only. Please sign up to view the full report.
 Results 
Total Profit: $171   Total Trades: 10  
Capital Growth:1.71%   Profit Trades, % of Total:60%  
Profit Factor: [?] 2.22  Avg Trade Duration, days:17  
Payoff Ratio: [?] 1.48   Avg Profit per Trade:1.74%  
Max Drawdown:4%   Avg Profit per Day:0.1%  
Max Drawdown, $: 372   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] 0.46   Overall Viability Score: [?]
9 / 10
 
Avg Annual Return: 1.71%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2023 6.02 1.71 1.71
     
Performed Trades: All  
 Symbol Entry Date Entry Price, $ Exit Date Exit Price, $ Shares Profit, $  Exit On  MI [?]
 VZ 01/03/2023 39.50 01/27/2023 40.64 25 26.48  Period End Minor
 DOW 01/03/2023 51.04 01/27/2023 58.97 19 148.50  Period End Minor
 INTC 01/03/2023 26.73 01/27/2023 28.16 37 50.85  Period End Minor
 WBA 01/03/2023 37.19 01/27/2023 37.17 26 -2.45  Period End Minor
 MMM 01/03/2023 122.47 01/27/2023 115.25 8 -59.63  Period End Minor
 IBM 01/03/2023 141.55 01/27/2023 134.39 7 -52.03  Period End Minor
 CVX 01/03/2023 173.99 01/27/2023 179.45 5 25.52  Period End Minor
 CSCO 01/03/2023 47.56 01/27/2023 48.51 21 17.92  Period End Minor
 JPM 01/03/2023 134.13 01/27/2023 140.32 7 41.39  Period End Minor
 AMGN 01/03/2023 261.65 01/27/2023 253.65 3 -25.53  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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