The Christmas System
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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
  • $33.95
  • -0.82%
  • $34.03

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
  • $29.43
  • +0.14%
  • $29.19

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
  • $21.95
  • +0.41%
  • $21.42

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
  • $43.30
  • +0.81%
  • $42.82

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

People owning BBY also tend to own: ANVAYEAZOBPZCOHCTRNCVA

  • +
  • 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
  • $38.80
  • -0.77%
  • $39.00

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

People owning TJX also tend to own: AIGAXPAXSBBBYBRK-ABRK-BBRO

  • +
  • BIG
    Big Lots Inc
  • $24.15
  • -2.31%
  • $24.57

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
  • $54.28
  • -0.48%
  • $54.53

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

People owning WMT also tend to own: ABTDGXEPDFMDGSKJNJJOSB

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)

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Q. If Goldman Sachs is stupid, what...
11.21.09 | 17:17 PM Asked by Clementplace

A. Here's another one:
http://seekingalpha.com/article/173986-s
hipping-three-high-risk-high-reward-opti
ons

Also, DSX, for instance moved up after
hours.

It might depend on your timeframe. The
related indexes appear to be trending
up. (this is not a recommendation).

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