BBBY Long Swing Trade – Update

I have an update to the BBBY Long Swing trade I posted about previously. I spent a little time playing with different length moving averages as the trigger, and found that a 10 Day Simple Moving Average is a good deal better than the 20 Day average I used in the original strategy. The 10 Day is actually the sweet spot – much better than anything else I tested.

Here’s the Stats:

  • Starting Equity $10,000.00
  • Trades 136
  • Winners 71
  • Losers 65
  • % Winners 52%
  • Avg Win per Share per Trade $2.50
  • Avg Loss per Share per Trade  ($1.07)
  • Max Shares 1000
  • Total Win/Share $177.31
  • Total Loss/Share ($69.46)
  • Avg P/L per Trade $522.76
  • Expectancy 2.55
  • Max Consec Winners 5
  • Max Consec Losers 5
  • Max Win/Share $3.80
  • Max Loss/Share ($1.54)
  • Max Drawdown 8%
  • Days in Market 1060
  • Ending Equity $71,095.51

The negative differences between this trade and the 20 Day swing trade are:

  • This system is in the market more than the 20 Day Swing Trade – 1060 days versus 973 days
  • Average Loss is higher
  • Max Drawdown is slightly higher

All in all, I think this is an improvement on the original strategy, even though it has a slightly higher risk.

As always, if you’d like the details of this trade, drop me a note:

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