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Top And Bottom Performing Stocks For Week #44

Top And Bottom Performing Stocks For Week #44

by The MoleOctober 29, 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.

Results For Week # 43

Alright, so this week the longs got it on the chin but for some strange reason although being an up week the shorts pulled it out for a juicy total of 30.28%. Again, this is a respective log return (percentage of change) combined, it does not represent a 30.28% gain 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 gain of 3.03%, excluding commissions and other trading cost. And even that would be a nice chunk of change for one week’s of work.

Long Profits: TWX=-2.99, FTR=1.47, BBBY=-5.4, PDLI=-12.86, BRO=0.73, STE=1.71, MTX=0.9, STBA=2.17, EXPO=3.25, ENZ=3.21

Long Profits Total: -7.81

Short Profits: GE=12.76, PFE=2.25, MRO=0.86, RAD=11.8, NKE=-5.47, ABT=1.69, HL=4.8, WMT=-0.83, CVS=9.81, MYL=0.42

Short Profits Total: 38.09

Combined Profits Total: 30.28

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 the usual social media waterholes.
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  • captainboom

    @Mole Reminder that the US doesn’t go off daylight savings time until next week, Nov 5.

  • Sir Mole III

    I know!!! It’s going to be a PITA for me all next week.

    Europe is actually debating getting rid of it once and for all. I would welcome that as it’s very disrupting IMO.

  • captainboom

    I agree that it’s disruptive, and would be happy if the US got rid of it as well. Here’s a timely article on sleep from the BBC:

  • Sir Mole III

    Over the past 150 years humanity seems to always favor economic growth over human progress and health. This stupid time change twice a year is just one one aspect of it, plus it’s mostly antiquated now that almost everything is mechanized.

  • Gold_Gerb
  • Gold_Gerb

    disagree. (on the always)

    Arizonans have plenty of daylight, PLENTY.
    so we said, take your DST and stick it.

  • Mary

    Thanks for continuing with these weekly updates Mole.

    There is no logical reason (that I know of) why this method should work, but …

    Maybe just dumb luck? It seems like too much success for luck.

    I am not a stats person. At what point does this indicate a tradeable edge?

  • captainboom

    Indeed I do. Unfortunately, safety practices in some parts of the world are pretty much nonexistent.

  • Gold_Gerb
  • Gold_Gerb
  • Gold_Gerb

    Embrace risk, but don’t eat a cue ball.

  • Julie

    Hi Everybody. SPX A chart depicting what I am looking for to short. (1) A bearish close below the daily 5 ema and or Ichimoku Cloud cloud conversion line 8 . (2) RSI swing failure (3) Full Stochastic 21,3,3 going below 80. (4) Bearish close below channel mid line. Notice MACD 5,34,5 negative divergence and below it’s signal line. Also MACD overbought zone where previous declines have occurred esp. with a negative divergence. JULIE

  • Sir Mole III

    “There is no logical reason (that I know of) why this method should work,”

    Statistical trading does not work? What gives you that impression?

  • Mary

    That’s not what I meant.

    I meant how many weeks does this need to produce positive results before a tradeable edge is indicated?

    On the surface there is no obvious logical reason (that I know of) that this should work other than statistically.

    I might understand week of month for instance to due 401k deductions being processed, but why week of year for specific symbols?