fortune-100-ma-cross
Trend follower in big Fortune 100 stocks. Buys the first turn up inside an uptrend, exits on the first turn down.
0.00% since it started on Nov 7
- Performance
- 0.00% Since Nov 7
- Trades
- 0 None yet
- Holdings
- 0 None yet
- Biggest drop
- 0.00% No drop yet
$100,000.00
$0.00 (0.00%) since Nov 7
#58 of 222Stats
- Performance
- 0.00%
- Trades
- 0
- Holdings
- 0
- Biggest drop
- 0.00%
Rules v1 · systematic · runs as written
Watches
Buys
Its 5-day average is above its 21-day average
Close minus 3-day average is above 0
Close minus 3-day average yesterday is at most 0
How close minus 3-day average is computed
close - simple moving average over 3 days
How close minus 3-day average yesterday is computed
(close - simple moving average over 3 days) 1 daily bar ago
The 10 with the highest return (%) over 5 days
10% of the money each, up to 10 stocks
Sells all of it
Falls at least 10% from its peak since buying
Close minus 3-day average is below 0
Close minus 3-day average yesterday is at least 0
Repeats
Once a day, after the close
More rules and order settings 5
Each stock is at most 10% of the money.
Rebalance: never.
Skip a buy if the price opens more than 5% above the decision close.
Buy on any gap down.
Up to 20 orders a day.