The initial stage of implementation using Gyro's Trend Checker II showed interesting and promising results. The modifications brought to the original script version were the first steps in implementing trading levels in objective hodling functions.

The bottom line was an average 47% compounded rate of return for the 43 stocks portfolio over the 5.83 years testing period. The choice of 43 stocks was simply the number that could fit on my monitor without using PageUp / PageDown all the time (my preference would have been a higher number). The Alpha Power methodology is based on an over-diversification approach. It has been shown in academic papers that about 30 stocks are sufficient for diversification as the average portfolio price will tend to be within 5% of the average market price.

It is worth noting that in the end, the stock achieving the highest return is also the stock with the highest ending allocation.

 

  ADM 20/4/2011 :: Gyro First Implementation AGQ 20/4/2011 :: Gyro First Implementation AMZN 20/4/2011 :: Gyro First Implementation

BIDU 20/4/2011 :: Gyro First Implementation CCK 20/4/2011 :: Gyro First Implementation CF 20/4/2011 :: Gyro First Implementation

CRDN 20/4/2011 :: Gyro First Implementation CSX 20/4/2011 :: Gyro First Implementation DBS 20/4/2011 :: Gyro First Implementation

DIT 20/4/2011 :: Gyro First Implementation ERX 20/4/2011 :: Gyro First Implementation GLD 20/4/2011 :: Gyro First Implementation

IBM 20/4/2011 :: Gyro First Implementation IMAX 20/4/2011 :: Gyro First Implementation IPGP 20/4/2011 :: Gyro First Implementation

NFLX 20/4/2011 :: Gyro First Implementation NTES 20/4/2011 :: Gyro First Implementation PAAS 20/4/2011 :: Gyro First Implementation

PCLN 20/4/2011 :: Gyro First Implementation SCCO 20/4/2011 :: Gyro First Implementation SINA 20/4/2011 :: Gyro First Implementation

SLW 20/4/2011 :: Gyro First Implementation SOHU 20/4/2011 :: Gyro First Implementation SRZ 20/4/2011 :: Gyro First Implementation

TDSC 20/4/2011 :: Gyro First Implementation TRMB 20/4/2011 :: Gyro First Implementation TRN 20/4/2011 :: Gyro First Implementation

TZOO 20/4/2011 :: Gyro First Implementation ULTA 20/4/2011 :: Gyro First Implementation URI 20/4/2011 :: Gyro First Implementation

WTW 20/4/2011 :: Gyro First Implementation XOP 20/4/2011 :: Gyro First Implementation  


Created on ... April 21, 2011 © Guy R. Fleury. All rights reserved.

Alpha Project