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Top And Bottom Performing Stocks For Week #45
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Top And Bottom Performing Stocks For Week #45

by The MoleNovember 5, 2017

It is Sunday afternoon and that means we get to 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 # 44

Last week we were less fortunate and ended up with small loss of -1.45%. Again, this is a respective change in percent combined, it does not represent a -1.45% loss in total profits. Of course it could be if you would have deployed your entire trading capital equally across last week’s symbols (i.e. 5% each). If it was only 10% then it would be a loss of 0.15%, excluding commissions and other trading cost.

Long Profits: INTC=4.37, CSCO=0.12, KO=-0.22, MRK=-3.74, ORCL=-1.38, BMY=3.8, CLF=-3.49, CSX=-2.34, LSCC=0.68, BSX=-2.25

Long Profits Total: -4.45

Short Profits: PBCT=2.27, HCN=-1.47, AEM=2.88, CVA=3.13, USPH=2.5, SJT=-0.26, PBT=-2.17, KTCC=-4.65, UTL=0.86, SPA=-0.09

Short Profits Total: 3.0

Combined Profits Total: -1.45


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.
  • Julie

    Thanks Mole ! Mark I believe several days ago you stated you were taking a short position FAS or FAZ.. XLF overbought monthly weekly and daily charts. XLF Daily chart triple negative divergences RSI and MACD.’ MACD at an overbought level where previous declines have occurred, Now a possible consolidation as seen on the daily and 30 min chart. Also seen on the daily chart a breakdown of an upper trend line and thus the consolidation. The 30 min chart an excellent view of the consolidation. I may short on the 30 min chart below the red support line drawn (Friday’s low) and add below a break below the blue support line (low of consolidation) This would be below the daily 5 ema and another uptrend line on the daily chart. A confirmation would be a RSI and CCI swing failure on the daily chart. On 30 min chart a break below the red support line would also coincide with a break below the trend line drawn on the CCI and push the MACD below it’s centerline with a bearish signal line cross as confirmation. I will not go long if there is a breakout above the blue resistance line of the consolidation. Shown are the Daily and 30 min charts. JULIE https://uploads.disquscdn.com/images/6bd51f420101910db735d06dbb77df948526a452cd1dd753eb9f6ccabc0f19c1.jpg https://uploads.disquscdn.com/images/6d7f5f3ace3b55530fd00d6853c502c324d502cf01699ccc6f368e65edeaaacf.jpg

  • Julie

    On the 30 min chart I inserted the 7 ema – 18 ema – 30 ema which corresponds to the 10 min 21 ema – 55 ema and 89 ema. The thick black line is the 30 min 65 ema which corresponds to the daily 5 ema You can see on the 30 min chart strong buying volume came in the last 30 min of trading on Friday
    JULIE

  • http://evilspeculator.com Sir Mole III

    Not sure how long you’ll be holding XLF but we’re moving into a difficult period for the Financial Spiders:

    http://evilspeculator.com/stats/XLF_weekly_sharpe_stats.png

  • Mark Shinnick

    Yeah….one might argue it has already had a good move, and risk/reward these daze should have us looking elsewhere, or maybe hanging mostly in cash.

  • Edgy

    Hey Mole, The charts above seem to be highlighting the 44th week. I only noticed because I saw CSCO is in for the second week in a row, but it’s 45th week Sharpe Ratio is 2/3 last week. Is it still really a candidate?

  • http://evilspeculator.com Sir Mole III

    I’ve explained this a few times here before. The charts highlight the CURRENT week and when I post this it’s still week #44. So all you have to do is to look at the NEXT week 😉

  • phantomflash

    I experimented with a real-money portfolio of $4,000 last week, with market orders for entry at Monday’s open, and exit just before Friday’s close. I ended up with a gain of $2 (+0.05%), less $40 in commissions.

  • http://gerb-reloaded.blogspot.com/ Gold_Gerb

    agreed.
    as Scott once said, higher but limited upside.

    http://stockcharts.com/h-sc/ui?s=XLF&p=W&yr=5&mn=0&dy=0&id=p23632561811

    warning, I’ve always been biased against XLF. so pinch of salt from the ol’GG.

  • http://evilspeculator.com Sir Mole III

    That’s a fortune! 😉

  • phantomflash

    Yeah, pretty slim margin, but maybe I can make it up on volume …. :-)