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Top And Bottom Performing Stocks For Week #2
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Top And Bottom Performing Stocks For Week #2

by The MoleJanuary 7, 2018

It’s Sunday so let’s review the performance of last week’s historical top and bottom stock symbols in the S&P 500. As you may recall these symbols are the result of parsing a database containing over 50 years worth of statistical performance data. The idea is to extract the prospective top ten winners and losers of the coming week purely based on historical statistics. The result is then sorted by liquidity and any symbol that is scheduled to report earnings or pass ex-dividend is being excluded.

How To Trade Along

Although being no guarantor of success, the long and short candidates posted here each week are intended to perform along their respective historical bias. One way of trading along would be to simply create a small one-week portfolio by buying the long candidates and selling the short candidates on Monday morning shortly after the open. There are no official stops or targets and all transactions are reversed Friday afternoon right before the bell.

For anyone who wants to keep track I have created a new WP category that allows you to pull all pertinent posts up to date. Eventually I’ll be putting together a summary spreadsheet once we have accumulated sufficient stats.

Results For Week # 1

Long Profits: F=5.68, AMD=15.56, XRX=2.61, AAPL=3.41, MSFT=3.1, MU=11.38, C=1.34, HST=0.05, NE=11.95, KGC=3.01

Long Profits Total: 58.09

Short Profits: PG=0.7, AGN=-5.32, MCD=-1.12, SYY=-1.19, CL=0.04, EOG=-3.95, FLO=1.5, GIS=-1.06, SONC=-2.0, CHD=0.2

Short Profits Total: -12.2

Combined Profits Total: 45.89

Total Results

I’ve finally produced a spreadsheet in my Google drive which shows us the entire P&L stats including adjusted totals, cumulative, and drawdowns. You can open it in your browser by clicking here.


About The Author
The Mole
Mole created Evil Speculator amidst the chaos of the financial crisis in early August of 2008. His vision for Evil Speculator is a refuge of reason, hands-on trading knowledge, and inspiration for traders of all ages and stripes. You can follow him and his nefarious schemes at various social media waterholes below.
  • Mary

    Hi Mole.

    Thank you for keeping up with this. I find it intriguing that so far a significant statistical edge has been demonstrated based on week of year. I can think of no logical reason for this but the results (so far) speak for themselves.

    What ever made you curious about this in the first place?

  • http://evilspeculator.com Sir Mole III

    I simply thought that statistically speaking stocks should perform according to their seasonal bias on average. So if you trade a basket of 20 you ought to eek out a small but reliable edge. Thus far it looks like we may be up to something.

    For retail rats like you guys this system may look boring as watching paint dry. But for an institutional trader who’s got 50 or 100 Million to manage this is manna from heaven as it probably has very low drawdowns and is managed relatively easily. If it can produce 25% to 30% reliably year after year then large clients would be trading it. It’s all about the draw downs and standard deviation. Hope this makes sense.

  • Mary

    I’ve been watching and I have 2 thoughts:

    1. I think your posted results would be even better if the trades were entered at the Friday close.

    2. Check out your weekly SLV stats and you’ll see the next several consecutive weeks show strong positive results. GLD also but not quite as strong.

  • Julie

    Thanks Chief for your hard work and dedication on a weekend when you could be doing other things. It does not go unnoticed Mole XHB setting up for a short IMO. Top of a parallel channel with negative divergences daily chart MACD RSI and CCI. Also negative divergences 60 and 30 min charts. Overbought weekly and daily charts. Resistance at 45.53. Supports at 13 ema 44.46 — 21 ema 44.06 and 44.02 which is the Ichi Cloud basellne (21) JULIE https://uploads.disquscdn.com/images/026f4813fcd1a6930a9014af464e148b8325a2871f2aa8177690a939c2899537.png

  • HD

    I’m impressed! I’m always skeptical but last week sold me. As a stock picking tool it helps the TIME component big time.

    JMHO as far as getting institutional traders or MM you’d have to beat a FANG portfolio. avg 90% returns avg YOY past 5 years. Smarter market and it takes a lot to get their attention.

  • HD
  • Julie

    Hi HD Happy New Year ! I can’t remember if you trade oil (USO) BUT ….. USO a minor 5 waves down from 12.42 — 12.21 ( 12.22 daily 5 ema ) The bounce off the 5 ema looks corrective. Easily seen on a 10 min chart. I may short USO on Monday (tomorrow)
    JULIE

  • HD

    HNY to you too. I posted a EW count/ chart last Th noting the symmetry. I took a $1 on the short side. Just 1 good trade. The hits have been $3.

  • Julie
  • Julie

    HD SPX I have two targets (1) 2741.49 (2) 2752.63
    JULIE

  • Julie

    2741.49 exceeded
    JULIE

  • Julie

    Many times you can use the 144 ema as a trend definer. i.e. direction of the 144 ema and price above or below and coming up into it or away from it. The Dow Jones Brewers Index as an example. This Index may have turned the corner with the triple negative divergences RSI and Macd. Next obstacle is the confluence of the upper channel trend line and the 144 ema. If the bull market continues in 2018 perhaps money will rotate into https://uploads.disquscdn.com/images/eaece933d7d4d9eac8a249a0f9c00b682ad4eb69c9d510546ea1f01b5187613a.png this index JULIE

  • Julie

    Tom Bowley of stockcharts featured this Index this weekend and I expounded upon it
    JULIE

  • https://scottphillipstrading.com/trade-setup Scott Phillips

    Why 144?

  • http://evilspeculator.com Sir Mole III

    Guten Morgen!

  • http://evilspeculator.com Sir Mole III

    24×6? 😉

  • http://evilspeculator.com Sir Mole III

    Thanks darling!

  • http://evilspeculator.com Sir Mole III

    Sample size is still way too small. Let’s keep compiling those stats for a few more months. But I think it’s looking positive.

  • http://evilspeculator.com Sir Mole III

    The stats have a weakness in that they use weekly candles and as such you WOULD HAVE to buy/sell on Friday night and then close out the old positions the following Friday night. Realistically people would buy/sell on Monday morning and that will affect the stats. In the long run however I think it would even out.

    I can only process the charts properly a day later so the system would have to be adjusted to tracking that. It’s possible to use the Monday opens instead of the previous Friday’s close – it’s just more coding. But definitely something I’ll look into if the stats remain positive.

  • https://scottphillipstrading.com/trade-setup Scott Phillips

    Salutations!

  • http://evilspeculator.com Sir Mole III
  • http://www.thecerclerouge.com/ Cercle Rouge

    Fibonacci number