Showing category "Performance" (Show all posts)

Long-term performance of our JSE timing models

Posted by PowerStocks Research on Tuesday, April 17, 2012, In : Performance 
We have concluded a report on the 15 year performance of all our JSE Index timing models from January 1997 to April 2012. The report is available here.

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Sunday Times competition

Posted by PowerStocks Research on Sunday, March 21, 2010, In : Performance 
Winners for the 12-month leg of the Sunday Times mini portfolio investing competition were announced in todays' Money section of the Sunday Times newspaper. The TOP-40 Magic Formula portfolio submitted by us came fourth, despite the recent demise in one of its shares, namely ACL which lost over 20% in the wake of the Sishen/Kumba dispute. The period measured is March 2009 to end Feb 2010 so it effectively captures the whole run-up of the JSE since the great trough of March 2009.

You can read i...
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CANSLIM Debut Results

Posted by PowerStocks Research on Monday, January 25, 2010, In : Performance 
The 1st-quarter performance of the JSE's first ever CANSLIM model portfolio incepted by us on 29th October 2009 when we launched the CANSLIM strategy has been nothing short of breath-taking for such a short evaluation period.



We will be creating model portfolios each month when we publish new CANSLIM candidates and track each portfolios performance at the CANSLIM blog. Additionally some of the older portfolios will have their performances published at the SCOREBOARD page along with all our oth...
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Piotroski Performance

Posted by PowerStocks Research on Tuesday, November 3, 2009, In : Performance 
We have concluded a 2009 Performance report and analysis on the Piotroski Active Model Portfolio strategy we have been running since November 2008. A win-rate of 69% with an expectancy of 32% return per trade are just some of the interesting observations we make after 32 trades during the year. The report is available in the POST-MORTEMS section of the HOW-TO menu.
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Piotroski Shines

Posted by PowerStocks Research on Monday, August 31, 2009, In : Performance 
We have been running a live Piotroski "Active" Strategy since 20 Nov 2008. Basically, once a month we run a scan on the JSE. Those shares that have a Piotroski score of 8 or 9, and a Price/Book less than 1, are added to the portfolio. Shares already in the portfolio that no longer meet the strict financial health and value criteria are sold out the portfolio.

Since inception the strategy has bought 25 shares and sold 14 shares, to yield a total of 39 transactions in the last 274 days (roughly ...
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Instant Money! But beware...

Posted by PowerStocks Research on Sunday, July 19, 2009, In : Performance 
We have had feedback from numerous elated subscribers that piled into TOPCAK warrants on the 8th July after we issued our special alert on the exceptionally rare 7-to-1 declines-to-advances ratio that occured on the 7th. We predicited that this flushed the last of the sellers from the market and the market would rebound sharply. Within 10 days the market had shot up 10% and the TOPCAK speculators had doubled their money.



We are delighted for our members, even more so that profit was made from ...
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BLUECHIP sets record

Posted by PowerStocks Research on Wednesday, June 10, 2009, In : Performance 
Our "BLUECHIP" portfolio derived from our unique RiskCurves probability model research has set a new record today with a Sharpe of 6.5! The highest we have ever seen at PowerStocks is 3.5. Among the 5 shares making this portfolio, the average growth is 36% with a mere 5% standard deviation. Unbelievable. But then again, that exactly what was designed into it if your read our RiskCurves methodology.

You can use your subscriber password to gain access to the RiskCurves blog and see how the indiv...
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TurboShares May Performance Update

Posted by PowerStocks Research on Tuesday, June 2, 2009, In : Performance 
It looks like our interesting experiment is delivering surprising results. These are the 6 shares we put together in a portfolio based on the fact that each share appeared in at least 3 of the strategies shown on the SCOREBOARD page at the end of April. 





WARNING : This is not a proven or backtested strategy, merely an interesting idea based on the assumption that if a share appears in multiple strategies then by investing in that share you get exposure to multiple strategies and raise your pr...
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"Rebound" Strategy Vindicated

Posted by PowerStocks Research on Wednesday, May 6, 2009, In : Performance 

The "Bouncers" Rebound Strategy, based on research we conducted in "Anatomy of a Crash", is performing incredibly well since the turn of the market in the trough of  3 March 2009.

A YTD analysis of the performance of the two 60-day old rebound strategies "A.Rank Combo" and "B.Top100" are displayed below. DECLINE represents each shares' decline in the 22 May 2008 to 3 March 2009 peak-to-trough and YTD RISE represents their subsequent growth out the trough up till 5 May 2009.



These strategies ar...
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March Performance update

Posted by PowerStocks Research on Tuesday, March 24, 2009, In : Performance 

We formed two new model portfolios on 3 March, namely the T40-5SH-MF2 Magic Formula and the Piotroski "Niners".

T40-5SH-MF2 is a quarterly spawn of our T40-5SH forward test series of the Magic Formula strategy and at 168% CAGR is delivering almost as impressive a result as T40-5SH-MF1 (198% CAGR) created on 20th Nov 2008. Go to the Magic Formula blog to see the graphs showing these two 5-share portfolios most recent performance, as well as that of the shares that make them up.

The Piotroski "Ni...


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This decades best strategies

Posted by PowerStocks Research on Wednesday, March 11, 2009, In : Performance 

What have been the best and most consistant performing mechanical investing strategies of the decade?

PowerStocks used their AAII membership and data-mined the performance reports for over 60 well known strategies they have been maintaining in real time from 1998 to 2009. We then rated each strategy over the total 12 year period for :

1.Total cumulated return (TOTAL)
2.Annual compound growth rate (CAGR)
3.Standard deviation of annual growth (STDEV),
4.Risk adjusted annual return (SHARPE)
5.Perce...

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