バックテスト結果②2005〜2014年:S&P 500銘柄におけるPEAD(決算発表後のドリフト)+終値モメンタム戦略

investment strategy

Backtest Report (2005-01-01 – 2014-12-31)

Total Trades

301

CAGR

8.20%

Win Rate

46.5%

Avg. PnL

-0.21%

Profit Factor

0.92

Max Drawdown

27.96%

Total Return

-6.68%

Trade History

Symbol Entry Date Entry Price Exit Date Exit Price Holding Period Shares PnL Rate PnL Exit Reason
FFIV 2005-01-20 $25.45 2005-01-24 $23.85 4 days 196 -6.28% $-313.37 stop_loss
LHX 2005-01-27 $20.43 2005-03-18 $21.41 50 days 243 4.80% $238.48 trailing_stop
ZBH 2005-02-01 $76.23 2005-02-15 $71.44 14 days 65 -6.28% $-311.27 stop_loss
RMD 2005-02-04 $12.70 2005-03-07 $12.43 31 days 390 -2.14% $-106.12 trailing_stop
TTWO 2005-03-04 $26.43 2005-04-04 $26.66 31 days 187 0.87% $42.85 trailing_stop
ADBE 2005-03-18 $34.00 2005-04-14 $31.86 27 days 145 -6.28% $-309.71 stop_loss
VRSN 2005-04-21 $24.84 2005-04-27 $23.28 6 days 198 -6.28% $-309.02 stop_loss
MSI 2005-04-21 $48.33 2005-07-20 $60.23 90 days 101 24.64% $1202.55 max_holding_days
AFL 2005-04-27 $12.63 2005-05-25 $12.78 28 days 405 1.13% $58.05 trailing_stop
CHRW 2005-04-27 $16.85 2005-06-07 $18.75 41 days 297 11.29% $565.05 trailing_stop
ORLY 2005-04-27 $26.04 2005-06-27 $28.88 61 days 194 10.90% $550.64 trailing_stop
ROP 2005-04-29 $30.25 2005-06-01 $31.06 33 days 169 2.70% $138.08 trailing_stop
HIG 2005-04-29 $46.96 2005-06-30 $48.77 62 days 109 3.85% $197.28 trailing_stop
MET 2005-05-04 $30.00 2005-06-03 $29.84 30 days 172 -0.52% $-26.60 trailing_stop
MMC 2005-05-04 $19.24 2005-05-13 $18.03 9 days 268 -6.28% $-323.90 stop_loss
EBAY 2005-07-21 $16.06 2005-08-18 $15.05 28 days 319 -6.28% $-321.80 stop_loss
QCOM 2005-07-21 $25.20 2005-08-24 $25.61 34 days 202 1.64% $83.61 trailing_stop
HAL 2005-07-22 $20.05 2005-08-19 $21.41 28 days 254 6.77% $344.61 trailing_stop
TXN 2005-07-26 $20.71 2005-09-20 $20.94 56 days 248 1.11% $57.21 trailing_stop
SNA 2005-07-28 $23.78 2005-08-24 $22.29 27 days 216 -6.28% $-322.71 stop_loss
CDNS 2005-07-28 $15.76 2005-09-21 $16.00 55 days 324 1.56% $79.44 trailing_stop
ROP 2005-07-28 $35.23 2005-08-17 $33.01 20 days 145 -6.28% $-320.89 stop_loss
RMD 2005-08-23 $15.84 2005-08-29 $14.85 6 days 321 -6.28% $-319.48 stop_loss
ADBE 2005-09-16 $29.52 2005-09-20 $27.66 4 days 171 -6.28% $-317.09 stop_loss
GPN 2005-09-23 $18.03 2005-11-18 $20.33 56 days 278 12.77% $639.86 trailing_stop
MU 2005-09-30 $13.06 2005-10-11 $12.24 11 days 389 -6.28% $-319.11 stop_loss
FFIV 2005-10-26 $25.65 2005-11-28 $26.82 33 days 197 4.59% $232.08 trailing_stop
MPWR 2005-10-27 $11.14 2005-11-01 $10.44 5 days 455 -6.28% $-318.51 stop_loss
CBRE 2005-11-02 $18.83 2005-11-08 $17.65 6 days 268 -6.28% $-317.01 stop_loss
BKNG 2005-11-03 $24.46 2005-11-10 $22.92 7 days 205 -6.28% $-314.96 stop_loss
FICO 2005-11-03 $43.47 2005-12-02 $45.23 29 days 114 4.04% $200.10 trailing_stop
MOH 2005-11-04 $18.38 2005-11-07 $17.23 3 days 272 -6.28% $-314.09 stop_loss
MTD 2005-11-04 $56.37 2005-12-15 $57.14 41 days 88 1.37% $67.96 trailing_stop
DRI 2005-12-16 $19.97 2006-01-20 $20.06 35 days 249 0.49% $24.22 trailing_stop
TRMB 2006-01-25 $10.47 2006-02-01 $9.81 7 days 475 -6.28% $-312.46 stop_loss
ALB 2006-01-26 $16.27 2006-02-24 $16.48 29 days 304 1.23% $60.85 trailing_stop
GILD 2006-01-31 $10.90 2006-02-09 $10.22 9 days 454 -6.28% $-310.89 stop_loss
VMC 2006-02-01 $60.63 2006-03-07 $61.45 34 days 81 1.36% $66.67 trailing_stop
CBRE 2006-02-02 $23.09 2006-02-08 $21.64 6 days 213 -6.28% $-308.95 stop_loss
SBUX 2006-02-02 $14.26 2006-03-08 $14.63 34 days 343 2.64% $128.86 trailing_stop
DIS 2006-02-07 $21.71 2006-03-21 $22.75 42 days 226 4.82% $236.24 trailing_stop
AON 2006-02-10 $30.81 2006-04-04 $32.92 53 days 160 6.84% $337.12 trailing_stop
ADSK 2006-03-01 $41.81 2006-03-06 $39.18 5 days 118 -6.28% $-309.89 stop_loss
ALL 2006-04-19 $34.61 2006-05-17 $35.43 28 days 142 2.38% $117.00 trailing_stop
GILD 2006-04-19 $11.66 2006-04-25 $10.93 6 days 424 -6.28% $-310.66 stop_loss
FMC 2006-04-27 $10.92 2006-05-22 $10.24 25 days 450 -6.28% $-308.80 stop_loss
ISRG 2006-04-28 $14.15 2006-05-12 $13.26 14 days 345 -6.28% $-306.75 stop_loss
EXPD 2006-05-04 $41.62 2006-05-19 $39.01 15 days 116 -6.28% $-303.31 stop_loss
RMD 2006-05-05 $20.33 2006-05-15 $19.06 10 days 237 -6.28% $-302.74 stop_loss
ALB 2006-07-25 $19.40 2006-09-11 $20.59 48 days 247 6.12% $293.24 trailing_stop
J 2006-07-25 $25.02 2006-09-06 $27.02 43 days 193 8.01% $386.63 trailing_stop
MDLZ 2006-07-25 $21.95 2006-08-22 $22.05 28 days 221 0.45% $21.77 trailing_stop
SNA 2006-07-26 $26.39 2006-09-22 $28.57 58 days 184 8.24% $400.28 trailing_stop
AJG 2006-07-26 $15.76 2006-08-23 $15.34 28 days 311 -2.67% $-131.07 trailing_stop
AKAM 2006-07-27 $36.94 2006-08-24 $38.56 28 days 132 4.38% $213.36 trailing_stop
UHS 2006-07-28 $25.75 2006-08-25 $26.39 28 days 191 2.47% $121.38 trailing_stop
BKNG 2006-08-08 $30.67 2006-09-06 $32.07 29 days 160 4.57% $224.46 trailing_stop
CRL 2006-08-09 $38.47 2006-10-27 $43.61 79 days 128 13.37% $658.15 trailing_stop
YUM 2006-10-12 $18.39 2006-12-01 $18.91 50 days 272 2.82% $140.98 trailing_stop
STX 2006-10-25 $11.14 2007-01-03 $13.09 70 days 451 17.51% $879.48 trailing_stop
CBRE 2006-10-26 $28.54 2006-12-13 $32.52 48 days 179 13.96% $713.21 trailing_stop
FICO 2006-11-02 $39.07 2006-12-07 $40.65 35 days 132 4.05% $208.72 trailing_stop
NTAP 2006-11-16 $30.18 2006-12-22 $29.84 36 days 172 -1.14% $-59.28 trailing_stop
MDT 2006-11-21 $35.58 2006-12-22 $35.32 31 days 146 -0.73% $-37.74 trailing_stop
J 2007-01-23 $28.09 2007-02-27 $29.31 35 days 185 4.34% $225.66 trailing_stop
STX 2007-01-24 $14.14 2007-02-02 $13.25 9 days 369 -6.28% $-327.80 stop_loss
TRMB 2007-01-26 $14.19 2007-02-26 $13.89 31 days 366 -2.08% $-107.78 trailing_stop
CHRW 2007-01-31 $36.03 2007-03-01 $33.77 29 days 143 -6.28% $-323.68 stop_loss
GILD 2007-02-01 $12.81 2007-03-02 $12.78 29 days 402 -0.26% $-13.21 trailing_stop
SNA 2007-02-01 $33.73 2007-03-02 $33.07 29 days 152 -1.94% $-99.32 trailing_stop
CDNS 2007-02-01 $20.12 2007-03-02 $20.35 29 days 255 1.13% $58.05 trailing_stop
BKNG 2007-02-13 $50.62 2007-03-14 $51.77 29 days 101 2.25% $115.28 trailing_stop
FSLR 2007-02-14 $43.85 2007-03-30 $52.53 44 days 117 19.79% $1015.15 trailing_stop
MHK 2007-02-16 $94.17 2007-02-27 $88.26 11 days 55 -6.28% $-325.37 stop_loss
ADI 2007-02-22 $23.80 2007-03-22 $23.14 28 days 219 -2.78% $-144.72 trailing_stop
DLR 2007-02-28 $19.41 2007-03-05 $18.19 5 days 268 -6.28% $-326.86 stop_loss
EG 2007-04-24 $69.95 2007-06-07 $71.21 44 days 74 1.80% $93.17 trailing_stop
CBRE 2007-05-02 $38.51 2007-05-15 $36.09 13 days 134 -6.28% $-324.13 stop_loss
HOLX 2007-05-02 $31.22 2007-05-15 $29.26 13 days 165 -6.28% $-323.64 stop_loss
MA 2007-05-03 $12.38 2007-06-07 $12.93 35 days 413 4.40% $224.82 trailing_stop
IT 2007-05-04 $27.75 2007-05-07 $26.01 3 days 185 -6.28% $-322.54 stop_loss
NDSN 2007-05-25 $21.97 2007-06-06 $20.59 12 days 232 -6.28% $-320.26 stop_loss
ISRG 2007-07-20 $22.13 2007-08-16 $20.74 27 days 229 -6.28% $-318.38 stop_loss
RSG 2007-07-27 $20.86 2007-08-08 $19.55 12 days 242 -6.28% $-317.12 stop_loss
TRMB 2007-08-01 $18.20 2007-08-10 $17.06 9 days 275 -6.28% $-314.40 stop_loss
BKNG 2007-08-08 $79.10 2007-08-09 $74.13 1 days 63 -6.28% $-313.04 stop_loss
LYV 2007-08-10 $22.75 2007-08-13 $21.32 3 days 217 -6.28% $-310.10 stop_loss
HIG 2007-10-26 $67.03 2007-11-02 $62.82 7 days 73 -6.28% $-307.40 stop_loss
FICO 2007-10-31 $37.20 2007-11-29 $37.20 29 days 131 0.00% $0.11 trailing_stop
MCK 2007-10-31 $57.67 2007-12-06 $56.92 36 days 84 -1.29% $-62.71 trailing_stop
CRL 2007-11-06 $62.91 2008-01-02 $64.99 57 days 77 3.32% $160.68 trailing_stop
FSLR 2007-11-08 $225.10 2007-11-09 $210.96 1 days 21 -6.28% $-296.96 stop_loss
NSC 2008-01-23 $33.22 2008-02-21 $35.78 29 days 145 7.70% $371.12 trailing_stop
KEY 2008-01-23 $14.99 2008-02-11 $14.05 19 days 325 -6.28% $-306.12 stop_loss
SNA 2008-01-31 $33.29 2008-02-29 $34.21 29 days 146 2.75% $133.71 trailing_stop
LHX 2008-01-31 $35.78 2008-02-29 $33.53 29 days 136 -6.28% $-305.70 stop_loss
AMAT 2008-02-13 $15.07 2008-02-19 $14.12 6 days 322 -6.28% $-304.74 stop_loss
BKNG 2008-02-15 $123.14 2008-02-29 $115.40 14 days 39 -6.28% $-301.69 stop_loss
MS 2008-03-20 $34.38 2008-03-27 $32.22 7 days 139 -6.28% $-300.19 stop_loss
NKE 2008-03-20 $13.59 2008-04-30 $13.55 41 days 351 -0.33% $-15.65 trailing_stop
RJF 2008-04-23 $14.26 2008-05-21 $15.03 28 days 334 5.37% $255.84 trailing_stop
TRMB 2008-04-25 $17.50 2008-04-28 $16.40 3 days 274 -6.28% $-301.26 stop_loss
V 2008-04-29 $18.00 2008-05-22 $16.87 23 days 264 -6.28% $-298.46 stop_loss
WTW 2008-05-01 $67.70 2008-05-02 $63.45 1 days 69 -6.28% $-293.45 stop_loss
A 2008-05-15 $22.67 2008-06-24 $23.63 40 days 207 4.24% $198.92 trailing_stop
LDOS 2008-06-04 $30.19 2008-06-24 $28.29 20 days 156 -6.28% $-295.82 stop_loss
ACN 2008-06-27 $30.27 2008-07-11 $28.37 14 days 155 -6.28% $-294.75 stop_loss
ISRG 2008-07-23 $36.90 2008-07-28 $34.58 5 days 126 -6.28% $-292.10 stop_loss
MOH 2008-07-24 $20.03 2008-08-25 $20.72 32 days 231 3.42% $158.40 trailing_stop
MTD 2008-07-25 $109.12 2008-08-22 $107.11 28 days 42 -1.83% $-84.06 trailing_stop
HIG 2008-07-29 $43.68 2008-08-21 $40.93 23 days 106 -6.28% $-290.85 stop_loss
FIS 2008-08-06 $17.34 2008-09-04 $16.25 29 days 266 -6.28% $-289.75 stop_loss
PSA 2008-08-08 $47.77 2008-09-10 $47.95 33 days 95 0.37% $17.00 trailing_stop
LYV 2008-08-08 $16.20 2008-08-26 $15.18 18 days 283 -6.28% $-287.98 stop_loss
ULTA 2008-09-05 $12.53 2008-09-24 $11.74 19 days 364 -6.28% $-286.46 stop_loss
NKE 2008-09-25 $13.23 2008-10-06 $12.40 11 days 342 -6.28% $-284.18 stop_loss
GPN 2008-10-03 $23.34 2008-10-06 $21.87 3 days 192 -6.28% $-281.51 stop_loss
FMC 2008-10-29 $14.31 2008-11-12 $13.41 14 days 312 -6.28% $-280.53 stop_loss
WYNN 2008-10-31 $36.73 2008-11-03 $34.42 3 days 121 -6.28% $-279.21 stop_loss
MA 2008-11-04 $15.71 2008-11-05 $14.73 1 days 281 -6.28% $-277.37 stop_loss
DRI 2008-12-19 $15.37 2008-12-22 $14.41 3 days 285 -6.28% $-275.20 stop_loss
IBM 2009-01-21 $50.41 2009-02-19 $50.87 29 days 86 0.91% $39.25 trailing_stop
AKAM 2009-02-05 $16.78 2009-03-06 $17.23 29 days 260 2.70% $117.58 trailing_stop
ORLY 2009-02-19 $32.94 2009-03-24 $33.50 33 days 132 1.69% $73.57 trailing_stop
VTRS 2009-02-20 $10.86 2009-03-02 $10.18 10 days 403 -6.28% $-275.03 stop_loss
INTU 2009-02-20 $21.38 2009-03-02 $20.04 10 days 203 -6.28% $-272.66 stop_loss
DRI 2009-03-18 $19.45 2009-03-20 $18.23 2 days 222 -6.28% $-271.20 stop_loss
TPR 2009-04-22 $15.04 2009-05-21 $15.91 29 days 286 5.79% $248.95 trailing_stop
EQIX 2009-04-23 $50.59 2009-05-21 $52.05 28 days 85 2.88% $123.99 trailing_stop
AXP 2009-04-24 $20.10 2009-04-27 $18.84 3 days 216 -6.28% $-272.72 stop_loss
EMN 2009-04-24 $13.00 2009-04-28 $12.18 4 days 332 -6.28% $-271.03 stop_loss
TRMB 2009-04-29 $11.04 2009-05-13 $10.35 14 days 385 -6.28% $-267.08 stop_loss
AJG 2009-04-29 $14.61 2009-05-04 $13.69 5 days 293 -6.28% $-268.87 stop_loss
FSLR 2009-04-30 $187.85 2009-05-01 $176.05 1 days 22 -6.28% $-259.62 stop_loss
MTD 2009-05-01 $75.84 2009-05-22 $71.07 21 days 55 -6.28% $-262.02 stop_loss
PRU 2009-05-07 $24.25 2009-05-11 $22.72 4 days 172 -6.28% $-262.00 stop_loss
VRSN 2009-05-08 $20.66 2009-05-15 $19.36 7 days 201 -6.28% $-260.90 stop_loss
ULTA 2009-06-05 $11.43 2009-06-09 $10.71 4 days 361 -6.28% $-259.13 stop_loss
ACN 2009-06-26 $25.08 2009-08-21 $26.38 56 days 163 5.16% $210.98 trailing_stop
ISRG 2009-07-23 $24.00 2009-08-20 $25.05 28 days 171 4.36% $178.83 trailing_stop
ALB 2009-07-23 $24.33 2009-09-01 $25.43 40 days 170 4.54% $187.66 trailing_stop
ALGN 2009-07-24 $11.49 2009-08-03 $10.77 10 days 362 -6.28% $-261.39 stop_loss
MAS 2009-07-28 $10.06 2009-09-01 $10.84 35 days 411 7.80% $322.57 trailing_stop
FIS 2009-07-29 $18.17 2009-09-01 $18.98 34 days 229 4.48% $186.49 trailing_stop
HIG 2009-07-30 $12.59 2009-08-04 $11.80 5 days 332 -6.28% $-262.66 stop_loss
RL 2009-08-05 $53.54 2009-08-17 $50.18 12 days 77 -6.28% $-258.99 stop_loss
ULTA 2009-09-04 $14.88 2009-09-10 $13.94 6 days 277 -6.28% $-258.90 stop_loss
JBL 2009-09-30 $11.25 2009-10-02 $10.54 2 days 365 -6.28% $-257.94 stop_loss
RJF 2009-10-22 $13.77 2009-10-27 $12.90 5 days 296 -6.28% $-255.99 stop_loss
FFIV 2009-10-22 $48.14 2009-10-30 $45.12 8 days 84 -6.28% $-254.05 stop_loss
BKNG 2009-11-10 $203.03 2009-12-17 $213.02 37 days 19 4.92% $189.81 trailing_stop
ADI 2009-11-24 $20.82 2010-01-12 $21.82 49 days 194 4.80% $193.69 trailing_stop
JBL 2009-12-22 $14.48 2010-01-22 $13.57 31 days 281 -6.28% $-255.62 stop_loss
GILD 2010-01-27 $17.21 2010-02-25 $16.90 29 days 235 -1.79% $-72.48 trailing_stop
TRMB 2010-02-03 $12.35 2010-05-04 $15.37 90 days 326 24.45% $984.72 max_holding_days
MHK 2010-02-26 $51.73 2010-03-26 $53.50 28 days 79 3.40% $139.08 trailing_stop
DPZ 2010-03-03 $11.43 2010-03-31 $11.18 28 days 362 -2.21% $-91.36 trailing_stop
ULTA 2010-03-12 $23.14 2010-03-15 $21.69 3 days 178 -6.28% $-258.76 stop_loss
SBUX 2010-04-22 $11.29 2010-05-06 $10.58 14 days 362 -6.28% $-256.79 stop_loss
TER 2010-04-22 $12.11 2010-04-30 $11.35 8 days 339 -6.28% $-257.90 stop_loss
WDC 2010-04-23 $35.86 2010-04-30 $33.61 7 days 113 -6.28% $-254.55 stop_loss
FIS 2010-04-28 $20.65 2010-05-26 $21.45 28 days 195 3.87% $155.88 trailing_stop
AVB 2010-04-29 $66.37 2010-05-06 $62.20 7 days 61 -6.28% $-254.33 stop_loss
AIZ 2010-04-29 $27.11 2010-05-06 $25.41 7 days 148 -6.28% $-252.10 stop_loss
TEL 2010-04-29 $24.27 2010-05-06 $22.74 7 days 164 -6.28% $-250.03 stop_loss
FSLR 2010-04-29 $151.32 2010-05-04 $141.82 5 days 26 -6.28% $-247.16 stop_loss
AKAM 2010-04-29 $39.75 2010-05-06 $37.25 7 days 99 -6.28% $-247.21 stop_loss
NTAP 2010-05-27 $28.83 2010-06-29 $29.55 33 days 136 2.51% $98.25 trailing_stop
JBL 2010-06-23 $12.79 2010-06-28 $11.98 5 days 307 -6.28% $-246.61 stop_loss
PKG 2010-07-20 $16.12 2010-08-11 $15.11 22 days 242 -6.28% $-245.08 stop_loss
FFIV 2010-07-22 $83.65 2010-08-24 $87.53 33 days 46 4.64% $178.67 trailing_stop
ALGN 2010-07-23 $17.17 2010-08-20 $17.53 28 days 227 2.07% $80.57 trailing_stop
MHK 2010-08-06 $52.05 2010-08-11 $48.78 5 days 75 -6.28% $-245.21 stop_loss
IT 2010-08-10 $28.31 2010-09-08 $28.36 29 days 137 0.16% $6.06 trailing_stop
ULTA 2010-09-03 $26.09 2010-11-16 $31.23 74 days 149 19.71% $766.00 trailing_stop
ORCL 2010-09-17 $22.56 2010-11-09 $23.66 53 days 175 4.90% $193.32 trailing_stop
FFIV 2010-10-27 $117.93 2010-12-15 $132.17 49 days 33 12.07% $469.88 trailing_stop
HIG 2010-11-03 $19.16 2010-11-15 $17.95 12 days 210 -6.28% $-252.72 stop_loss
LULU 2010-12-10 $34.45 2011-01-10 $34.78 31 days 116 0.96% $38.38 trailing_stop
JBL 2010-12-21 $16.80 2011-01-21 $17.64 31 days 238 4.99% $199.69 trailing_stop
EBAY 2011-01-20 $11.74 2011-03-01 $12.55 40 days 343 6.88% $277.19 trailing_stop
BKR 2011-01-26 $34.29 2011-03-02 $35.63 35 days 118 3.92% $158.55 trailing_stop
NFLX 2011-01-27 $30.21 2011-02-25 $31.66 29 days 134 4.79% $194.09 trailing_stop
QCOM 2011-01-27 $38.32 2011-03-07 $40.10 39 days 106 4.65% $189.08 trailing_stop
EA 2011-02-02 $17.73 2011-03-07 $18.16 33 days 232 2.46% $101.04 trailing_stop
WYNN 2011-02-11 $90.52 2011-02-23 $84.83 12 days 45 -6.28% $-255.89 stop_loss
INTU 2011-02-18 $48.23 2011-02-24 $45.20 6 days 84 -6.28% $-254.48 stop_loss
COO 2011-03-04 $17.50 2011-03-15 $16.40 11 days 232 -6.28% $-255.07 stop_loss
DFS 2011-03-23 $17.91 2011-05-04 $18.57 42 days 226 3.68% $148.91 trailing_stop
MU 2011-03-24 $11.29 2011-04-11 $10.58 18 days 359 -6.28% $-254.64 stop_loss
JBHT 2011-04-14 $41.72 2011-05-13 $41.09 29 days 96 -1.52% $-60.83 trailing_stop
INTC 2011-04-20 $14.46 2011-05-23 $15.63 33 days 278 8.13% $326.63 trailing_stop
NSC 2011-04-28 $54.05 2011-05-26 $53.11 28 days 75 -1.75% $-71.04 trailing_stop
EQT 2011-04-29 $26.88 2011-05-11 $25.19 12 days 150 -6.28% $-253.27 stop_loss
OXY 2011-04-29 $73.14 2011-05-04 $68.54 5 days 55 -6.28% $-252.69 stop_loss
SWKS 2011-04-29 $26.27 2011-05-03 $24.62 4 days 152 -6.28% $-250.83 stop_loss
EA 2011-05-05 $21.24 2011-06-07 $22.90 33 days 187 7.77% $308.77 trailing_stop
ULTA 2011-06-08 $55.45 2011-07-18 $62.93 40 days 72 13.50% $538.93 trailing_stop
NKE 2011-06-28 $19.16 2011-07-27 $19.33 29 days 212 0.90% $36.54 trailing_stop
WDC 2011-07-22 $30.51 2011-07-27 $28.59 5 days 133 -6.28% $-254.90 stop_loss
SWKS 2011-07-22 $22.53 2011-07-28 $21.11 6 days 179 -6.28% $-253.32 stop_loss
EQIX 2011-07-28 $80.72 2011-08-02 $75.65 5 days 49 -6.28% $-248.48 stop_loss
CDNS 2011-07-29 $10.36 2011-08-02 $9.71 4 days 385 -6.28% $-250.59 stop_loss
AMT 2011-08-03 $40.73 2011-08-05 $38.17 2 days 97 -6.28% $-248.16 stop_loss
ULTA 2011-09-09 $67.90 2011-09-29 $63.63 20 days 58 -6.28% $-247.38 stop_loss
CDNS 2011-10-27 $11.18 2011-11-22 $10.48 26 days 350 -6.28% $-245.89 stop_loss
TYL 2011-10-27 $32.16 2011-11-22 $30.14 26 days 121 -6.28% $-244.43 stop_loss
DECK 2011-10-28 $19.67 2011-11-01 $18.43 4 days 195 -6.28% $-240.94 stop_loss
ALGN 2011-10-28 $23.72 2011-11-01 $22.23 4 days 163 -6.28% $-242.89 stop_loss
VRSK 2011-11-02 $34.55 2012-01-04 $37.51 63 days 110 8.56% $325.27 trailing_stop
EOG 2011-11-02 $36.03 2011-12-13 $37.14 41 days 106 3.09% $118.17 trailing_stop
SBUX 2011-11-04 $18.31 2011-11-17 $17.16 13 days 211 -6.28% $-242.73 stop_loss
BKNG 2011-11-08 $549.64 2011-11-17 $515.11 9 days 6 -6.28% $-207.17 stop_loss
ULTA 2011-12-02 $73.59 2011-12-13 $68.97 11 days 51 -6.28% $-235.77 stop_loss
PTC 2012-01-26 $25.72 2012-03-05 $26.66 39 days 147 3.67% $138.71 trailing_stop
UAL 2012-01-27 $23.16 2012-02-21 $21.70 25 days 164 -6.28% $-238.60 stop_loss
STX 2012-02-01 $13.99 2012-03-15 $14.96 43 days 270 6.91% $261.01 trailing_stop
CMI 2012-02-03 $86.25 2012-03-05 $86.68 31 days 44 0.50% $18.99 trailing_stop
CBOE 2012-02-10 $22.58 2012-04-02 $22.66 52 days 168 0.32% $12.29 trailing_stop
EW 2012-04-25 $13.68 2012-06-01 $14.10 37 days 279 3.05% $116.53 trailing_stop
SWKS 2012-04-27 $23.22 2012-05-03 $21.76 6 days 164 -6.28% $-239.23 stop_loss
ALGN 2012-07-20 $34.28 2012-08-20 $34.20 31 days 110 -0.23% $-8.72 trailing_stop
TER 2012-07-26 $13.77 2012-08-30 $14.25 35 days 276 3.51% $133.31 trailing_stop
EQIX 2012-07-26 $138.70 2012-09-11 $146.10 47 days 27 5.34% $200.05 trailing_stop
AKAM 2012-07-26 $35.15 2012-09-26 $38.15 62 days 109 8.54% $327.26 trailing_stop
AMGN 2012-07-27 $60.44 2012-09-12 $60.25 47 days 63 -0.31% $-11.81 trailing_stop
TMUS 2012-07-27 $14.72 2012-07-31 $13.80 4 days 262 -6.28% $-242.33 stop_loss
RMD 2012-08-03 $29.98 2012-10-09 $33.57 67 days 128 11.96% $459.08 trailing_stop
URI 2012-10-17 $38.35 2012-11-16 $38.65 30 days 101 0.80% $30.97 trailing_stop
COF 2012-10-19 $48.75 2012-11-13 $45.69 25 days 79 -6.28% $-241.94 stop_loss
TER 2012-10-25 $13.66 2013-01-15 $15.53 82 days 283 13.67% $528.51 trailing_stop
WYNN 2012-10-25 $90.27 2012-11-13 $84.60 19 days 43 -6.28% $-243.84 stop_loss
CTRA 2012-10-26 $17.77 2012-11-28 $17.93 33 days 219 0.90% $35.07 trailing_stop
VRSK 2012-10-31 $49.34 2012-11-15 $46.24 15 days 79 -6.28% $-244.85 stop_loss
TRMB 2012-11-02 $26.42 2013-01-31 $31.16 90 days 146 17.92% $691.40 max_holding_days
ULTA 2012-11-30 $100.58 2012-12-13 $94.26 13 days 39 -6.28% $-246.42 stop_loss
NKE 2012-12-21 $22.89 2013-02-20 $23.50 61 days 171 2.66% $103.94 trailing_stop
NFLX 2013-01-24 $21.04 2013-03-04 $26.03 39 days 186 23.68% $926.76 trailing_stop
VRSN 2013-01-25 $43.09 2013-02-26 $44.76 32 days 93 3.88% $155.38 trailing_stop
RMD 2013-01-25 $40.98 2013-01-31 $38.41 6 days 98 -6.28% $-252.30 stop_loss
TTWO 2013-02-06 $14.48 2013-04-02 $15.55 55 days 277 7.39% $296.49 trailing_stop
CTRA 2013-02-22 $22.41 2013-04-03 $24.74 40 days 180 10.39% $419.13 trailing_stop
CRM 2013-03-01 $45.38 2013-03-19 $42.53 18 days 90 -6.28% $-256.59 stop_loss
COF 2013-04-19 $45.15 2013-06-05 $48.70 47 days 89 7.85% $315.59 trailing_stop
NFLX 2013-04-23 $31.09 2013-05-06 $29.14 13 days 131 -6.28% $-255.87 stop_loss
CCI 2013-04-25 $51.12 2013-05-22 $47.91 27 days 79 -6.28% $-253.72 stop_loss
CDNS 2013-04-25 $13.76 2013-06-12 $14.72 48 days 293 6.99% $281.91 trailing_stop
STX 2013-05-02 $22.88 2013-06-20 $25.31 49 days 177 10.63% $430.49 trailing_stop
COO 2013-06-07 $30.00 2013-08-19 $32.06 73 days 137 6.86% $282.15 trailing_stop
URI 2013-07-17 $55.12 2013-08-14 $54.78 28 days 75 -0.61% $-25.28 trailing_stop
META 2013-07-25 $34.33 2013-10-08 $47.27 75 days 120 37.70% $1553.01 trailing_stop
CSGP 2013-07-25 $15.75 2013-08-22 $15.76 28 days 272 0.06% $2.37 trailing_stop
PFG 2013-07-26 $28.87 2013-08-23 $28.63 28 days 148 -0.82% $-35.11 trailing_stop
NXPI 2013-08-01 $31.77 2013-09-23 $34.20 53 days 133 7.64% $322.74 trailing_stop
WMB 2013-08-01 $18.90 2013-08-20 $17.71 19 days 226 -6.28% $-268.35 stop_loss
MA 2013-08-01 $60.47 2013-08-27 $56.67 26 days 70 -6.28% $-265.89 stop_loss
LYV 2013-08-07 $18.37 2013-08-14 $17.22 7 days 232 -6.28% $-267.80 stop_loss
NOW 2013-10-24 $58.55 2013-10-28 $54.87 4 days 72 -6.28% $-264.80 stop_loss
TSCO 2013-10-24 $12.71 2013-12-05 $12.44 42 days 331 -2.12% $-89.12 trailing_stop
DECK 2013-10-25 $11.70 2013-12-19 $13.80 55 days 359 17.99% $755.68 trailing_stop
TRMB 2013-11-01 $33.51 2013-11-07 $31.41 6 days 128 -6.28% $-269.45 stop_loss
FSLR 2013-11-01 $59.32 2013-12-02 $61.07 31 days 72 2.96% $126.32 trailing_stop
ADSK 2013-11-22 $46.00 2014-01-24 $50.80 63 days 92 10.44% $441.82 trailing_stop
WYNN 2014-01-31 $182.88 2014-02-05 $171.39 5 days 23 -6.28% $-264.24 stop_loss
ALL 2014-02-06 $41.39 2014-04-07 $44.09 60 days 103 6.54% $278.63 trailing_stop
AKAM 2014-02-06 $57.35 2014-03-10 $60.51 32 days 75 5.51% $237.01 trailing_stop
PKG 2014-02-12 $52.17 2014-03-13 $52.34 29 days 83 0.33% $14.15 trailing_stop
TRMB 2014-02-12 $37.30 2014-03-13 $38.28 29 days 116 2.63% $113.83 trailing_stop
AAPL 2014-04-24 $17.83 2014-06-20 $20.05 57 days 243 12.47% $540.24 trailing_stop
EA 2014-05-07 $33.27 2014-07-07 $35.24 61 days 132 5.93% $260.44 trailing_stop
NWS 2014-05-09 $15.48 2014-05-16 $14.50 7 days 286 -6.28% $-278.06 stop_loss
ADSK 2014-05-16 $51.82 2014-07-08 $55.47 53 days 84 7.04% $306.61 trailing_stop
NDSN 2014-05-23 $73.55 2014-06-23 $73.44 31 days 60 -0.15% $-6.60 trailing_stop
INTC 2014-07-16 $26.32 2014-08-06 $24.66 21 days 168 -6.28% $-277.75 stop_loss
ISRG 2014-07-23 $51.45 2014-09-15 $52.06 54 days 85 1.19% $51.83 trailing_stop
TYL 2014-07-24 $97.54 2014-07-31 $91.41 7 days 45 -6.28% $-275.74 stop_loss
VRSN 2014-07-25 $55.76 2014-09-09 $56.13 46 days 78 0.68% $29.36 trailing_stop
EXPE 2014-08-01 $80.16 2014-09-09 $81.71 39 days 54 1.92% $83.30 trailing_stop
CRL 2014-08-07 $56.67 2014-09-23 $60.07 47 days 77 5.99% $261.52 trailing_stop
NTAP 2014-08-14 $31.86 2014-09-25 $32.54 42 days 138 2.13% $93.62 trailing_stop
SNPS 2014-08-21 $41.88 2014-09-19 $40.93 29 days 105 -2.26% $-99.46 trailing_stop
BBY 2014-08-27 $22.16 2014-09-26 $23.06 30 days 199 4.04% $178.20 trailing_stop
NKE 2014-09-26 $39.89 2014-10-15 $37.38 19 days 111 -6.28% $-278.15 stop_loss
SNA 2014-10-16 $97.18 2014-12-01 $107.24 46 days 45 10.35% $452.48 trailing_stop
WAT 2014-10-21 $107.49 2014-12-10 $114.59 50 days 41 6.61% $291.17 trailing_stop
NOW 2014-10-23 $64.73 2014-11-20 $66.04 28 days 69 2.02% $90.36 trailing_stop
TYL 2014-10-23 $104.57 2014-11-20 $108.44 28 days 42 3.69% $162.26 trailing_stop
TSCO 2014-10-23 $12.31 2014-12-16 $13.26 54 days 366 7.72% $347.94 trailing_stop
EW 2014-10-24 $19.52 2014-12-15 $21.40 52 days 232 9.62% $435.43 trailing_stop
AMGN 2014-10-28 $118.11 2014-12-12 $123.56 45 days 38 4.62% $207.37 trailing_stop
V 2014-10-30 $55.13 2014-12-12 $59.61 43 days 85 8.13% $380.82 trailing_stop
AKAM 2014-10-30 $60.01 2014-12-08 $62.50 39 days 78 4.14% $193.93 trailing_stop
MA 2014-10-30 $78.28 2014-12-12 $80.66 43 days 59 3.03% $140.03 trailing_stop
INCY 2014-10-30 $64.37 2014-12-15 $73.68 46 days 71 14.46% $660.94 trailing_stop
EMN 2014-10-31 $59.57 2014-12-01 $61.59 31 days 79 3.39% $159.31 trailing_stop
NRG 2014-11-05 $25.55 2014-12-03 $23.94 28 days 186 -6.28% $-298.51 stop_loss
TSN 2014-11-17 $34.40 2014-12-02 $32.24 15 days 137 -6.28% $-296.04 stop_loss
TGT 2014-11-19 $54.38 2015-01-05 $55.25 47 days 86 1.60% $74.80 trailing_stop
PANW 2014-11-25 $20.09 2014-12-09 $18.83 14 days 234 -6.28% $-295.35 stop_loss
KMX 2014-12-19 $67.52 2015-01-06 $63.28 18 days 69 -6.28% $-292.68 stop_loss
CTAS 2014-12-19 $17.94 2015-03-06 $18.52 77 days 259 3.27% $151.88 trailing_stop

 

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