Strategy Tester

Strategy Name

Dogs of the Dow

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:

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: [?]

Equity Graph

Performance

Year

S&P 500

Equity

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

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
INTC	01/03/2023	26.30	05/26/2023	29.00	38	100.45	Period End
DOW	01/03/2023	50.42	05/26/2023	50.34	19	-3.43	Period End
WBA	01/03/2023	36.15	05/26/2023	30.01	27	-167.48	Period End
MMM	01/03/2023	119.06	05/26/2023	96.94	8	-178.60	Period End
IBM	01/03/2023	137.95	05/26/2023	128.89	7	-65.26	Period End
CVX	01/03/2023	170.79	05/26/2023	154.08	6	-102.16	Period End
CSCO	01/03/2023	47.21	05/26/2023	49.86	22	56.14	Period End
AMGN	01/03/2023	256.94	05/26/2023	216.93	4	-161.86	Period End
JPM	01/03/2023	133.08	05/26/2023	136.94	8	28.70	Period End

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.