Optimal Portfolios -- Investment and Life
This blog will post stock picks, results and ideas from my investment research.
To access free stock picks, please go to http://www.cisiova.com/analysis.asp
Wednesday, January 18, 2006
Back Tested Picks (Reduced datamining bias) 1.04 Sharp Ratio
| Money to Invest: | 100000 | 2006-1-18 | |
| Stocks | Weights | Entry Price | Shares |
| MCO | 28.09% | 62.38 | 450 |
| UNH | 18.91% | 61.01 | 310 |
| COH | 5.78% | 32.67 | 177 |
| XTO | 8.13% | 46.34 | 175 |
| ADSK | 6.29% | 42.47 | 148 |
| SAFC | 7.97% | 56.8201 | 140 |
| HSY | 15.12% | 55 | 275 |
| LMT | 9.71% | 65.32 | 149 |
| Portfolio Monthly Return: | 2.5167% |
| Portfolio Variance: | 0.0487% |
| Portfolio Std Dev: | 2.2058% |
| Sum of Weights: | 1 |
| Annual Risk Free: | 2.5000% |
| Monthly Risk-Free Rate: | 0.2060% |
| Reward/Variability (Sharpe): | 1.0476 |
| Annulized Return: | 34.7521% |
| Historical Data Used: | 5 Years |
| Monthly Return 95% Confidence Interval | |
| Upper Limit: | 3.0748% |
| Lower Limit: | 1.9586% |
Here is where I dump my thoughts. You can contact me at zhengfang@hotmail.com for deeper discussion.
Articles by me:
3 Steps To Profitable Stock Picking
Learn Stock Trading From Playing Poker
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