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Strategy Name Dogs of the Dow - Low Priced 5
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As you can guess from the name, this strategy completely replicates the 'Dogs of the Dow' strategy but selects only 5 tickers with the lowest price. That is, out of the 10 highest dividend yielding stocks of the Dow Jones Industrial Average index, we select only the 5 lowest-priced stocks. 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) and sortby(dvd_yield,desc,10)
Prioritize Stocks by [?] Lowest Price
Order Execution Model: Close Prices
 Backtest Parameters 
Initial Capital: $10,000
Capital at Risk: 20% per trade
Portfolio Max Size: 5 positions
Comm. per Trade: 0.05%  
Avg Bid-Ask Spread: 0.1%  
Close position at the end of: Year
Period: 1/1/2020 - 12/31/2020
The report displays results for the current year only. Please sign up to view the full report.
 Results 
Total Profit: $-462   Total Trades: 5  
Capital Growth:-4.62%   Profit Trades, % of Total:40%  
Profit Factor: [?] 0.27  Avg Trade Duration, days:233  
Payoff Ratio: [?] 0.41   Avg Profit per Trade:-4.74%  
Max Drawdown:28%   Avg Profit per Day:-0.02%  
Max Drawdown, $: 2,756   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] -0.17   Overall Viability Score: [?]
1 / 10
 
Avg Annual Return: -4.62%  
 Equity Graph 
 Performance 
YearTotal JanFeb MarAprMay JunJulAug SepOctNov Dec
2020 -4.62 -5.80 -9.71 -9.40 8.56 0.92 -4.24 5.12 1.96 -0.59 -3.58 10.75 3.71
    Export   
Performed Trades: All  
 Symbol Entry Date Entry Price, $ Exit Date Exit Price, $ Shares Profit, $  Exit On  MI [?]
 PFE 01/02/2020 37.13 12/03/2020 40.09 53 152.71  Period End Minor
 DOW 01/02/2020 53.75 12/03/2020 53.60 37 -9.52  Period End Minor
 KO 01/02/2020 54.99 12/03/2020 52.78 36 -83.40  Period End Minor
 WBA 01/02/2020 59.08 12/03/2020 42.82 33 -539.67  Period End Minor
 VZ 01/02/2020 61.05 12/03/2020 61.74 32 18.14  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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