Stock Screener - US Stocks, Forex and ETFs Please enable JavaScript to view this page content properly Log In | Sign Up
 
Strategy Builder
My Strategies
Popular Strategies
Backtest Log
Optimization
Strategy Name The Friday Gold Rush
Create a Copy 
This strategy, used by fund manager Andre Stagge, is simple: Buy gold every Thursday evening and keep the position 24 hours. On Friday evening the position is sold. This strategy is based on the fact that firms in the jewellery industry tend to buy their raw material on Friday for delivery during the weekend or Monday morning. The strategy is backtested on GLD (the SPDR Gold Shares ETF) with full capital investment.
Position Type Long
 Strategy Definition 
Criteria for Opening a Position: ticker(gld) and weekday(thu)
 Backtest Parameters 
Initial Capital: $10,000
Capital at Risk: 100% per trade
Portfolio Max Size: 1 positions
Testing Model: Close prices
Comm. per Trade: 0%  
Stop Loss: 20% 
Close position after: 1 trading days/bars
Period: 1/1/2019 - 12/31/2019
The report displays results for the current year only. Please sign up to view the full report.
 Results 
Total Profit: $124   Total Trades: 48  
Capital Growth:1%   Profit Trades, % of Total:50%  
Profit Factor: [?] 1.10  Max Drawdown4%($456)  
Expected Payoff: [?] $2.59  Abs Drawdown2%($151)  
Payoff Ratio: [?] 1.10  Avg Market Impact [?]
Minor  Minor Market Impact
 
Avg Annual Return, %: 1.24%   
 Equity Graph 
 Performance 
YearTotal JanFeb MarAprMay JunJulAug SepOctNov Dec
2019 1.24 -0.08 1.13 0.15 0.45 1.51 1.46 -0.70 0.32 -1.02 -0.43 -0.98 -0.55
    Export   
Performed Trades: All  
 Symbol Entry Date Entry Price, $ Exit Date Exit Price, $ Shares Profit, $  Exit On  Market
Impact
[?]
 GLD 12/12/2019 138.43 12/13/2019 139.05 72 44.64  Duration Limit Minor
 GLD 12/05/2019 139.00 12/06/2019 137.62 73 -100.74  Duration Limit Minor
 GLD 11/21/2019 138.00 11/22/2019 137.74 73 -18.98  Duration Limit Minor
 GLD 11/14/2019 138.56 11/15/2019 138.21 73 -25.55  Duration Limit Minor
 GLD 11/07/2019 138.27 11/08/2019 137.39 74 -65.12  Duration Limit Minor
 GLD 10/31/2019 142.43 11/01/2019 142.56 72 9.36  Duration Limit Minor
 GLD 10/24/2019 141.53 10/25/2019 141.86 72 23.76  Duration Limit Minor
 GLD 10/17/2019 140.61 10/18/2019 140.46 73 -10.95  Duration Limit Minor
 GLD 10/10/2019 140.81 10/11/2019 140.03 73 -56.94  Duration Limit Minor
 GLD 10/03/2019 141.90 10/04/2019 141.90 72 0.00  Duration Limit Minor
 GLD 09/26/2019 141.79 09/27/2019 141.06 73 -53.29  Duration Limit Minor
 GLD 09/19/2019 141.28 09/20/2019 142.95 72 120.24  Duration Limit Minor
 GLD 09/12/2019 141.32 09/13/2019 140.15 73 -85.41  Duration Limit Minor
 GLD 09/05/2019 143.14 09/06/2019 141.92 72 -87.84  Duration Limit Minor
 GLD 08/29/2019 144.12 08/30/2019 143.75 72 -26.64  Duration Limit Minor
 GLD 08/22/2019 141.40 08/23/2019 144.17 72 199.44  Duration Limit Minor
 GLD 08/15/2019 143.70 08/16/2019 142.78 71 -65.32  Duration Limit Minor
 GLD 08/08/2019 141.73 08/09/2019 141.26 73 -34.31  Duration Limit Minor
 GLD 08/01/2019 136.41 08/02/2019 135.89 76 -39.52  Duration Limit Minor
 GLD 07/25/2019 133.42 07/26/2019 133.64 77 16.94  Duration Limit Minor
 GLD 07/18/2019 136.48 07/19/2019 134.47 77 -154.77  Duration Limit Minor
 GLD 07/11/2019 132.70 07/12/2019 133.53 78 64.74  Duration Limit Minor
 GLD 06/27/2019 132.84 06/28/2019 133.20 78 28.08  Duration Limit Minor
 GLD 06/20/2019 131.11 06/21/2019 131.98 79 68.73  Duration Limit Minor
 GLD 06/13/2019 126.60 06/14/2019 126.56 81 -3.24  Duration Limit Minor
 GLD 06/06/2019 125.88 06/07/2019 126.59 81 57.51  Duration Limit Minor
 GLD 05/30/2019 121.69 05/31/2019 123.33 83 136.12  Duration Limit Minor
 GLD 05/23/2019 121.17 05/24/2019 121.30 83 10.79  Duration Limit Minor
 GLD 05/16/2019 121.51 05/17/2019 120.65 84 -72.24  Duration Limit Minor
 GLD 05/09/2019 121.20 05/10/2019 121.43 84 19.32  Duration Limit Minor
 GLD 05/02/2019 119.94 05/03/2019 120.65 84 59.64  Duration Limit Minor
 GLD 04/25/2019 120.57 04/26/2019 121.37 83 66.40  Duration Limit Minor
 GLD 04/18/2019 120.37 04/22/2019 120.37 83 0.00  Duration Limit Minor
 GLD 04/11/2019 121.95 04/12/2019 121.83 82 -9.84  Duration Limit Minor
 GLD 04/04/2019 122.11 04/05/2019 121.98 82 -10.66  Duration Limit Minor
 GLD 03/28/2019 121.90 03/29/2019 122.01 82 9.02  Duration Limit Minor
 GLD 03/21/2019 123.68 03/22/2019 123.97 81 23.49  Duration Limit Minor
 GLD 03/14/2019 122.41 03/15/2019 122.97 82 45.92  Duration Limit Minor
 GLD 03/07/2019 121.51 03/08/2019 122.84 81 107.73  Duration Limit Minor
 GLD 02/28/2019 123.99 03/01/2019 121.88 81 -170.91  Duration Limit Minor
 GLD 02/21/2019 125.05 02/22/2019 125.50 80 36.00  Duration Limit Minor
 GLD 02/14/2019 124.06 02/15/2019 124.80 80 59.20  Duration Limit Minor
 GLD 02/07/2019 123.74 02/08/2019 124.21 80 37.60  Duration Limit Minor
 GLD 01/31/2019 124.75 02/01/2019 124.50 80 -20.00  Duration Limit Minor
 GLD 01/24/2019 121.09 01/25/2019 122.86 81 143.37  Duration Limit Minor
 GLD 01/17/2019 122.11 01/18/2019 121.02 81 -88.29  Duration Limit Minor
 GLD 01/10/2019 121.59 01/11/2019 121.80 81 17.01  Duration Limit Minor
 GLD 01/03/2019 122.43 01/04/2019 121.44 81 -80.19  Duration Limit Minor



Disclaimer - Privacy Policy - Cookie Use Policy - FAQ - Contact Us
Copyright ©2008-2019 MarketInOut.com. All rights reserved.
Best viewed in