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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: $-592   Total Trades: 10  
Capital Growth:-5.92%   Profit Trades, % of Total:30%  
Profit Factor: [?] 0.24  Avg Trade Duration, days:100  
Payoff Ratio: [?] 0.56   Avg Profit per Trade:-6.07%  
Max Drawdown:11%   Avg Profit per Day:-0.061%  
Max Drawdown, $: 1,154   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] -0.51   Overall Viability Score: [?]
1 / 10
 
Avg Annual Return: -5.92%   CAGR: [?]0%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2023 9.53 -5.92 1.86 -4.17 2.57 -0.67 -5.40
     
Performed Trades: All  
 Symbol Entry Date Entry Price, $ Exit Date Exit Price, $ Shares Profit, $  Exit On  MI [?]
 VZ 01/03/2023 38.86 05/26/2023 35.00 25 -98.30  Period End Minor
 INTC 01/03/2023 26.30 05/26/2023 29.00 38 100.45  Period End Minor
 DOW 01/03/2023 50.42 05/26/2023 50.34 19 -3.43  Period End Minor
 WBA 01/03/2023 36.15 05/26/2023 30.01 27 -167.48  Period End Minor
 MMM 01/03/2023 119.06 05/26/2023 96.94 8 -178.60  Period End Minor
 IBM 01/03/2023 137.95 05/26/2023 128.89 7 -65.26  Period End Minor
 CVX 01/03/2023 170.79 05/26/2023 154.08 6 -102.16  Period End Minor
 CSCO 01/03/2023 47.21 05/26/2023 49.86 22 56.14  Period End Minor
 AMGN 01/03/2023 256.94 05/26/2023 216.93 4 -161.86  Period End Minor
 JPM 01/03/2023 133.08 05/26/2023 136.94 8 28.70  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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