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Strategy Name The Friday Gold Rush
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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.
Type of Positions Long
 Position Opening 
Criteria for Opening a Position: ticker(gld) and weekday(thu)
Order Execution Model: Close Prices
 Backtest Parameters 
Initial Capital: $10,000
Capital at Risk: 100% per trade
Portfolio Max Size: 1 positions
Comm. per Trade: 0%  
Stop Loss: 20% 
Close position after: 1 trading days/bars
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: $124   Total Trades: 28  
Capital Growth:1.24%   Profit Trades, % of Total:71%  
Profit Factor: [?] 1.10  Avg Trade Duration, days:1  
Payoff Ratio: [?] 0.44   Avg Profit per Trade:0.05%  
Max Drawdown:6%   Avg Profit per Day:0.05%  
Restoration Factor: [?] 0.18   Avg Market Impact: [?]
Minor  
 
Avg Annual Return: 1.24%   Overall Viability Score: [?]
4 / 10
 
 Equity Graph 
 Performance 
YearTotal JanFeb MarAprMay JunJulAug SepOctNov Dec
2020 1.24 3.30 -1.51 -2.16 -0.17 1.90 -0.35 0.34
    Export   
Performed Trades: All  
 Symbol Entry Date Entry Price, $ Exit Date Exit Price, $ Shares Profit, $  Exit On  MI [?]
 GLD 07/09/2020 169.63 07/10/2020 169.19 59 -25.96  Duration Limit Minor
 GLD 07/02/2020 166.98 07/06/2020 167.98 60 60.00  Duration Limit Minor
 GLD 06/25/2020 165.80 06/26/2020 166.54 60 44.40  Duration Limit Minor
 GLD 06/18/2020 162.24 06/19/2020 164.03 61 109.19  Duration Limit Minor
 GLD 06/11/2020 162.39 06/12/2020 162.62 61 14.03  Duration Limit Minor
 GLD 06/04/2020 161.28 06/05/2020 158.01 62 -202.74  Duration Limit Minor
 GLD 05/28/2020 161.72 05/29/2020 162.91 62 73.78  Duration Limit Minor
 GLD 05/21/2020 162.25 05/22/2020 163.21 61 58.56  Duration Limit Minor
 GLD 05/14/2020 163.01 05/15/2020 163.93 60 55.20  Duration Limit Minor
 GLD 05/07/2020 161.39 05/08/2020 160.42 61 -59.17  Duration Limit Minor
 GLD 04/30/2020 158.80 05/01/2020 159.78 62 60.76  Duration Limit Minor
 GLD 04/23/2020 163.34 04/24/2020 162.64 61 -42.70  Duration Limit Minor
 GLD 04/16/2020 161.71 04/17/2020 158.57 62 -194.68  Duration Limit Minor
 GLD 04/09/2020 158.69 04/13/2020 161.41 63 171.36  Duration Limit Minor
 GLD 04/02/2020 151.90 04/03/2020 152.65 65 48.75  Duration Limit Minor
 GLD 03/26/2020 153.24 03/27/2020 152.25 65 -64.35  Duration Limit Minor
 GLD 03/19/2020 138.04 03/20/2020 140.11 71 146.97  Duration Limit Minor
 GLD 03/12/2020 147.79 03/13/2020 143.28 68 -306.68  Duration Limit Minor
 GLD 03/05/2020 157.49 03/06/2020 157.55 64 3.84  Duration Limit Minor
 GLD 02/27/2020 154.00 02/28/2020 148.38 68 -382.16  Duration Limit Minor
 GLD 02/20/2020 152.41 02/21/2020 154.70 68 155.72  Duration Limit Minor
 GLD 02/13/2020 148.38 02/14/2020 149.00 69 42.78  Duration Limit Minor
 GLD 02/06/2020 147.40 02/07/2020 147.79 70 27.30  Duration Limit Minor
 GLD 01/30/2020 148.47 01/31/2020 149.33 69 59.34  Duration Limit Minor
 GLD 01/23/2020 147.12 01/24/2020 147.98 69 59.34  Duration Limit Minor
 GLD 01/16/2020 146.31 01/17/2020 146.58 69 18.63  Duration Limit Minor
 GLD 01/09/2020 146.03 01/10/2020 146.91 69 60.72  Duration Limit Minor
 GLD 01/02/2020 143.95 01/03/2020 145.86 69 131.79  Duration Limit Minor



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