The Christmas System
7233 views

Login to Bookmark
DESCRIPTION:

Date updated:08-25-2009

The Christmas System: A system that trades only 2 weeks every year, based on the idea that retail stocks (as measured by membership in the S&P Retail Index) have a high tendency to bounce back from selloffs during the end of the holiday shopping season.

The system triggers a buy everytime a retail stock has a down 2% day in the last 2 weeks of december. One buys the stock at the next days open and sells it at the close 5 days later.

Results: Simulated on all members of the S&P Retail Index since 2000 from December 15th to the 31st. Simulated using 5% of equity per trade.

Number of Trades: 122 trades, 91 successes (74.5%)

Average Return per trade: 4.98%

Starting Capital: $100,000.00
Ending Capital: $133,120.41

Simulated Using Wealth-Lab, a product of Fidelity.

symbol name last price % change open
  • +
  • JWN
    Nordstrom Inc
  • $33.93
  • +0.03%
  • $33.58

7 of 7 occurences have gone up for an average return of 8.99%

People owning JWN also tend to own: AAPLAMRCOSTDEGOOGGSITA

  • +
  • JCP
    Penney J C Co Hol
  • $30.52
  • +0.66%
  • $30.54

6 of 7 occurences have gone up for an average return of 9.66%

People owning JCP also tend to own: AAPLADBEBBYCMCSAGOOGMDTORCL

  • +
  • GPS
    Gap Inc
  • $23.03
  • +0.74%
  • $22.82

7 of 9 occurences have gone up for an average return of 8.79%

People owning GPS also tend to own: GMMOAAPLABCOAMTDARIIAXP

  • +
  • BBY
    Best Buy Co Inc
  • $40.24
  • +0.47%
  • $39.99

8 of 12 occurences have gone up for an average return of 8.44%

People owning BBY also tend to own: AAPLBACBGTCSCOCTSHDEODVN

  • +
  • CC
    Cc
  • $0.00
  • N/A
  • $N/A

System Triggered a buy at the open of December 20 10 of 11 occurences have gone up for an average return of 5.84%

People owning CC also tend to own: PACTYHOOAMZNBBYDELLEBAYMSFT

  • +
  • TJX
    T J X Cos Inc
  • $38.33
  • +0.18%
  • $38.07

4 of 4 occurences have gone up for an average return of 8.38%

People owning TJX also tend to own: AKAMCMGFCXGOOGJECRIGMSFT

  • +
  • BIG
    Big Lots Inc
  • $25.07
  • -1.30%
  • $25.18

7 of 8 occurences have gone up for an average return of 5.66%

People owning BIG also tend to own: BTHDLTRECLGGPNKMXMDRXMS

  • +
  • WMT
    Wal Mart Stores
  • $51.25
  • -0.06%
  • $51.03

5 of 5 occurences have gone up for an average return of 5.97%

People owning WMT also tend to own: AIGALLBACCCATCBSCOP

previous next

2000: 8.99%
2001: 8.96%
2002: 1.68%
2003: 7.82%
2004: 1.60%
2005: 0.39%
[Reminder: this system is only active 2 weeks of each year]

(click Chart for larger view)

Comments not available

ADD YOUR COMMENTS:

latest articles | popular forums
Jim Cramer's Portfolios of the Week

By Roberto Pedone Posted on Nov. 6, 2009 According to Jim Cramer, the bears are tellinginvestors six lies. On Wednesday’s “Mad Money” TV show, Cramer said if you ...

11.06.09 | 15:52 PM
'Fast Money' Portfolios of the Week

By Roberto Pedone Posted on Nov. 5, 2009 The traders on CNBC’s “Fast Money” told their viewers what they must know after Warren Buffett announced on Tuesday his l...

11.05.09 | 12:05 PM
Squeezing the Shorts: Late Earni...

By Jonas Elmerraji Posted on Nov. 4, 2009 For investors who seek out short-squeeze opportunities, there’s no time as important as earnings season. Earnings are one of...

11.04.09 | 15:18 PM
Cramer's Take on Headline Stocks...

By Stockpickr Staff Posted on Nov. 4, 2009 Regardless of why a stock is in the news, it never hurts to hear what a professional investor has to say about it. The key is...

11.04.09 | 11:12 AM
more articles
General market Technical Analysi...
11.14.07 | 22:55 PM From author ZA
Wealth distribution by race and ...
11.23.08 | 18:44 PM From author Valerie J
Nymph's Trading Daily Trading Diary
04.13.09 | 01:10 AM From author Trading Nymph
Robotic Stock Trading Software
11.05.09 | 14:31 PM From author jm.4769
more forums
recent answers | popular answers
bubble(1)
Q. Pages 78 - 80 of the healthcare ...
11.08.09 | 08:45 AM Asked by Karen Schubeck

A. Type II Diabetes in obese patients is
wrecking our health care system.
Overall, more than $1 in every $10 spent
on health care in the United States goes
toward treating Diabetes. Blood glucose
test strips alone can cost about a
dollar each and if you're testing
several times a day every day, the costs
can add up pretty quickly. XOMA has the
first drug "XOMA 052" in the last 10yrs
which will significantly impact this
industry and you would no longer require
daily insulin injections or insulin at
all, for that matter. This would save
the government billions, search on that
one and you'll make a fortune. The
government cannot continue to pay these
kinds of rising diabetes costs, when
there is an alternative which is so safe
and so effective which just became
patented in Europe.

show all recent stockpickr answers
today 's lists
Biggest % Gainers

Here are some of the largest % gainers from Nov. 2, 2009. more

Rising on Unusual Volume

Here are some stocks that moved up on unusual volume on Nov. 2, 2009. more

Stocks With Unusual Option Activity

Unusually active options can often indicate that a major event in a stock is about to take place, or that unsophisticated investors (using options in lieu of leverage) are ... more

show all today's lists