Performance Report
XrossScanner
total portfolio Returns (30 Aug 2015-21)
513%
Kse-100 returns (30 aug 2015-21)
42%
Average call accuracy
57%
average portfolio returns per annum
85.5%
Total Returns %
Annual Returns % (1-Sept to 30-Aug)
Model Details:
Stop Loss2.5%
Average Holding Period8 days
Average Calls per Day1
Suggest Portfolio Size6 stocks
Average Calls per Annum265
Observations
There was NO significant relationship b/w KSE-100 short term trend (21-day SMA) and the model's return
Longer index downtrends (i.e. 2017-18) affected model's call accuracy. But it was able to beat the benchmark
Not adhering to stoplosses seriously affected returns, particularly in downtrends
Dividing the equity into six portions allows maximum trades
Smaller portions (< 6) can not cover all the calls, and increases user subjectivity. However, depending on the user's analysis it can allow returns higher than the system's tested numbers
Longer index downtrends (i.e. 2017-18) affected model's call accuracy. But it was able to beat the benchmark
Not adhering to stoplosses seriously affected returns, particularly in downtrends
Dividing the equity into six portions allows maximum trades
Smaller portions (< 6) can not cover all the calls, and increases user subjectivity. However, depending on the user's analysis it can allow returns higher than the system's tested numbers