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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: 1/1/2021 - 12/31/2021
The report displays results for the current year only. Please sign up to view the full report.
 Results 
Total Profit: $1,189   Total Trades: 10  
Capital Growth:11.9%   Profit Trades, % of Total:80%  
Profit Factor: [?] 32.61  Avg Trade Duration, days:73  
Payoff Ratio: [?] 8.15   Avg Profit per Trade:12.6%  
Max Drawdown:4%   Avg Profit per Day:0.17%  
Max Drawdown, $: 384   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] 3.10   Overall Viability Score: [?]
10 / 10
 
Avg Annual Return: 11.9%  
 Equity Graph 
 Performance 
YearTotal JanFeb MarAprMay JunJulAug SepOctNov Dec
2021 11.89 3.60 3.74 4.20 -0.09
    Export   
Performed Trades: All  
 Symbol Entry Date Entry Price, $ Exit Date Exit Price, $ Shares Profit, $  Exit On  MI [?]
 CVX 01/04/2021 84.71 04/20/2021 101.02 11 177.28  Period End Minor
 IBM 01/04/2021 123.94 04/20/2021 138.77 8 116.48  Period End Minor
 DOW 01/04/2021 54.04 04/20/2021 62.49 18 149.93  Period End Minor
 WBA 01/04/2021 41.40 04/20/2021 53.26 24 282.23  Period End Minor
 VZ 01/04/2021 58.85 04/20/2021 58.37 16 -9.55  Period End Minor
 MMM 01/04/2021 171.87 04/20/2021 198.46 5 131.03  Period End Minor
 CSCO 01/04/2021 43.96 04/20/2021 51.96 22 173.80  Period End Minor
 KO 01/04/2021 52.76 04/20/2021 54.52 18 29.73  Period End Minor
 MRK 01/04/2021 80.96 04/20/2021 78.78 12 -28.06  Period End Minor
 JPM 01/04/2021 125.87 04/20/2021 149.89 7 166.13  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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