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April 1, 2015

TrendBand Results for Q1 2015

The first quarter of my forward test of my TrendBands equity system showed a positive result of +2.60%. This result beats the +0.43% posted by the S&P 500. The results are especially encouraging given that the portfolio was never more than about one-third invested. So it seems the trend model was successful at picking stocks with strong relative strength. No stocks were shorted during the quarter.

The positive result was strongly influenced by the inclusion of Kraft Foods (KRFT) which came under a buyout offer in March. Another big winner included Columbia Sportswear (COLM) which was "sporting" a 38% gain as the quarter came to a close. Only four of the 14 equities purchased during this inaugural quarter showed losses, with the largest dent to performance coming from Market Vectors Gold Mining (GDX). GDX was purchased under an "early entry" rule. The only other early entry purchase was Atwood Oceanics (ATW), which also showed a small loss at quarter end.

For more information on the TrendBands experiment, including the full portfolio, click on the "Trading with TrendBands" tab above.

 

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