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TGM S&P 500 Bottom Feeders System - Historical backtest

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This is the historical backtest information for the TGMBFS.

For further information on the system, please see here:

http://10gm.forumotion.com/t35-tgm-sp-500-bottom-feeders-system

First post in the forum to include the bottom feeders system.  The system will officially track picks as if you were already in the system for 6 months or more, but I will also post picks for new followers as well, but will not specifically track these.  Also, the system assumes $5,000 buys and $5 commissions for tracking purposes, but you can also use smaller buys and different commissions when tracking for your own purposes.  First some info on the system:

My hypothesis is that the highest market cap stocks in the S&P 500 are like the "bonds of the stock market" in terms of safety and that we should buy these stocks when they are available at a discount.  This system focuses on identifying those stocks systematically, determines when and how many times to buy (multiple positions) and at what prices, and determines when to sell and at what prices.  No human decision making process is involved in any of these decisions - I run a scan, place the scanned picks in a spreadsheet, and then the spreadsheet picks out the buying and selling strategies.  Basically a black box of sorts.  The other feature - no decisions are made during regular trading hours.  You can go to work or whatever and go about your day during regular trading hours without taking any action until the evening.  That said, no after hours or pre-market transactions are made.  All buy and sell orders are placed with market, limit, and stop orders in the evening as specifically directed by the system, but are are automatically executed during the trading day.

I'll post some past performance information later today and this weekend.  As noted, the system operates as if you were already in the system for 6 months or more, but I will post picks marked with "Non-tracked Picks" as well for new traders and provide advice on how to trade these upon request.

So for today's open, the only pick is a non-tracked pick and it is WYNN.  If you were to buy this, you would set an order to buy this at open for $5,000 (or your position size).

Edit May 1 - from now on I will not post notifications of non-traded picks, since that may just complicate things.



Last edited by Virginiabob on Thu May 07, 2015 3:12 pm; edited 4 times in total

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For picks already in the system, here is what we have for today's action (will post in evening before from now on):

FCX (1,2,3): Sell all 3 postions at open today (4/30).
PXD (1): Current stops/limits at 86.14, 206.74
MRO (1): Current stops/limits at 14.26, 34.22
SLB (1): Current stops/limits at 42.27, 101.44
EQT (1): Current stops/limits at 40.19, 96.46
NOV (1): Current stops/limits at 31.88, 76.50
NOV (2): Current stops/limits at 31.88, 63.72
DOV (1): Current stops/limits at 34.20, 82.08
COG (1): Current stops/limits at 14.25, 34.19
COP (1): Current stops/limits at 32.01,76.81
SNDK (1): Current stops/limits at 39.78, 95.46
SNDK (2): Current stops/limits at 39.78, 79.52
PCP (1): Current stops/limits at 105.41, 252.98
CAT (1): Current stops/limits at 39.96, 95.89
VIAB (1): Current stops/limits at 32.24, 77.36
GMCR (1): Current stops/limits at 57.61, 138.25
WYNN (1): Current stops/limits at 63.96, 153.50, also set limit order for next buy at 106.56
AA (1): Current stops/limits at 6.51, 30.91


Numbers in parenthesis are the position numbers. If this was buy#1, it would say 1, if buy#2, 2, etc.

Any questions, let me know.

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FCX positions closed at 22.68 for a total $298.58 loss total. Phew! These positions were down almost $3,183.06 just a couple of weeks ago. Although still a loss, nice recovery.

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Against my inclinations...having a lot of my poke tied up in energy....
I invested this morning in FCX.....the basis of this strategy....Vb....sold....MUST be ready to go up! HaHa

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You checking this UGAZ action!?

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Lol, I didn't actually own FCX, but the system did.

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Correction: AA limit set at 15.61.

I was cutting and pasting!

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Only pick for tomorrow morning open is WYNN (kind of a broker record, since same pick last few days), but still an untracked pick, since it is already in the system.

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Tomorrow's Orders (let me know if any questions on my syntax):

PXD (1): Current stops/limits at 86.14, 206.74, PXD (2) buy limit order at 143.51
MRO (1): Current stops/limits at 14.26, 34.22, MRO (2) buy limit order at 23.76
SLB (1): Current stops/limits at 42.27, 101.44, SLB (2) buy limit order at 70.41
EQT (1): Current stops/limits at 40.19, 96.46, EQT (2) buy limit order at 66.96
NOV (1): Current stops/limits at 31.88, 76.50
NOV (2): Current stops/limits at 31.88, 63.72, NOV(3) buy limit order at 44.23
DOV (1): Current stops/limits at 34.20, 82.08, DOV(2) buy limit order at 56.98
COG (1): Current stops/limits at 14.25, 34.19, COG (2) buy limit order at 23.73
COP (1): Current stops/limits at 32.01,76.81, COP (2) buy limit order at 53.32
SNDK (1): Current stops/limits at 39.78, 95.46
SNDK (2): Current stops/limits at 39.78, 79.52, SNDK (3) buy limit order at 55.20
PCP (1): Current stops/limits at 105.41, 252.98, PCP (2) buy limit order at 175.61
CAT (1): Current stops/limits at 39.96, 95.89, CAT (2) buy limit order at 66.57
VIAB (1): Current stops/limits at 32.24, 77.36, VIAB (2) buy limit order at 53.70
GMCR (1): Current stops/limits at 57.61, 138.25, GMCR (2) buy limit order at 95.97
WYNN (1): Current stops/limits at 63.96, 153.50, WYNN (2) buy limit order at 106.56
AA (1): Current stops/limits at 6.51, 30.91, AA(2) buy limit order at 10.84

For example:
NOV (1): Current stops/limits at 31.88, 76.50
NOV (2): Current stops/limits at 31.88, 63.72, NOV(3) buy limit order at 44.23

means 2 positions currently owned for NOV. 1st position has stop loss order of 31.88 and sell limit order of 76.50, 2nd position has stop loss order of 31.88 and sell limit order of 63.72. A limit order should be set for a 3rd position to be purchased at 44.23.

All of the orders should be set right now, the evening of 4/30/2015 and will require no interaction from you during tomorrow's trading day.

Any questions?

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Some Performance Information:

ASSUMED COMMISSION:$5.00AVERAGE RETURN PERCENT:9.31%
POSITION SIZE:$5,000.00AVERAGE RETURN DOLLARS:$465.63
AVERAGE DAYS INVESTED:94AVERAGE AMOUNT INVESTED:$76,115.68
AVERAGE ANNUAL RETURN:35%TOTAL EARNED: $57,292.97
TOTAL CLOSED TRADES:133MAX HOLDING PERIOD (MONTHS):6
TOTAL CLOSED WINNING TRADES:111



Last edited by Virginiabob on Fri May 01, 2015 1:56 pm; edited 1 time in total

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2013 Trades (backtest data):

TICKERBUY DATEBUY PRICESELL DATESELL PRICEPROFIT/LOSSPROFIT LOSS %DAYS ANNUALIZED
BBY3-Jan-13$11.8711-Jan-2013$13.10$508.1110.16%8463.65%
ENDP7-Jan-13$25.0522-Jan-2013$27.56$490.009.80%15238.47%
MNST8-Jan-13$50.065-Jun-2013$60.07$990.0019.80%14848.83%
SWKS9-Jan-13$20.7031-Jan-2013$24.29$857.1517.14%22284.42%
AAPL16-Jan-13$70.6617-Jul-2013$61.38-$666.84-13.34%182-26.75%
NEM29-Jan-13$43.0130-Jul-2013$29.89-$1,535.23-30.70%182-61.58%
COH4-Feb-13$49.8610-May-2013$59.83$990.0019.80%9576.07%
MHFI8-Feb-13$43.9229-Apr-2013$54.00$1,137.5422.75%80103.80%
ALXN15-Feb-13$87.9314-May-2013$105.52$990.0019.80%8882.13%
FCX21-Feb-13$32.0422-Aug-2013$30.92-$184.78-3.70%182-7.41%
SWKS22-Feb-13$21.6523-Aug-2013$25.36$846.8116.94%18233.97%
APA26-Feb-13$73.6927-Aug-2013$78.22$297.375.95%18211.93%
GRMN26-Feb-13$34.1121-Aug-2013$40.93$990.0019.80%17641.06%
LVLT26-Feb-13$20.258-May-2013$24.30$990.0019.80%71101.79%
EW20-Mar-13$79.0018-Sep-2013$71.59-$478.99-9.58%182-19.21%
NEM15-Apr-13$34.3630-Jul-2013$29.89-$660.47-13.21%106-45.48%
AAPL18-Apr-13$58.8617-Jul-2013$61.38$203.884.08%9016.54%
CF18-Apr-13$173.6125-Apr-2013$190.97$490.009.80%7511.00%
JNPR22-Apr-13$17.1015-Jul-2013$20.52$990.0019.80%8486.04%
EW24-Apr-13$65.8118-Sep-2013$71.59$429.398.59%14721.32%
FB28-May-13$24.5425-Jul-2013$33.55$1,824.7636.50%58229.67%
FE21-Jun-13$36.5620-Dec-2013$31.76-$665.86-13.32%182-26.71%
HCP21-Jun-13$42.2520-Dec-2013$35.83-$769.76-15.40%182-30.88%



Last edited by Virginiabob on Fri May 01, 2015 9:36 pm; edited 2 times in total

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O21-Jun-13$41.2820-Dec-2013$38.01-$406.08-8.12%182-16.29%
NEM24-Jun-13$28.6230-Jul-2013$29.89$211.534.23%3642.89%
FCX24-Jun-13$26.6915-Aug-2013$32.03$990.0019.80%52138.98%
CTXS25-Jun-13$58.6910-Jul-2013$64.56$490.009.80%15238.47%
DHI8-Jul-13$20.3611-Jul-2013$22.40$490.009.80%31192.33%
MPC8-Jul-13$69.1926-Nov-2013$83.03$990.0019.80%14151.26%
ISRG10-Jul-13$417.548-Jan-2014$374.41-$526.48-10.53%182-21.12%
BRCM25-Jul-13$27.3023-Jan-2014$29.79$446.048.92%18217.89%
DHI26-Jul-13$19.4024-Jan-2014$21.54$541.5510.83%18221.72%
EXPE29-Jul-13$47.9831-Oct-2013$58.61$1,097.7521.96%9485.25%
MOS31-Jul-13$42.5029-Jan-2014$44.85$266.475.33%18210.69%
NEM7-Aug-13$26.619-Aug-2013$29.27$490.009.80%21788.50%
EQIX15-Aug-13$169.8313-Feb-2014$189.99$583.5311.67%18223.41%
VTR16-Aug-13$60.8014-Feb-2014$62.70$146.252.93%1825.87%
HCN19-Aug-13$58.7317-Feb-2014$56.81-$173.46-3.47%182-6.96%
TSO19-Aug-13$48.6627-Nov-2013$58.39$990.0019.80%10072.27%
NEM13-Sep-13$28.1514-Mar-2014$25.77-$432.74-8.65%182-17.36%
GMCR11-Oct-13$66.317-Jan-2014$79.57$990.0019.80%8882.13%
RHT14-Oct-13$42.6220-Dec-2013$56.42$1,608.9632.18%67175.30%
CTXS16-Oct-13$57.3316-Apr-2014$55.56-$164.37-3.29%182-6.59%
VRTX4-Nov-13$67.3116-Jan-2014$80.77$990.0019.80%7399.00%
EW6-Nov-13$62.5031-Mar-2014$75.00$990.0019.80%14549.84%
NEM3-Dec-13$23.4514-Mar-2014$25.77$484.929.70%10135.05%
EA6-Dec-13$21.4319-Dec-2013$23.57$490.009.80%13275.15%

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2014 Trades (backtest data):
       
PXD13-Jan-14$169.3128-Feb-2014$203.17$990.0019.80%46157.11%
BBY17-Jan-14$27.0118-Jul-2014$29.71$489.819.80%18219.65%
BBY31-Jan-14$22.3527-Feb-2014$27.70$1,186.8723.74%27320.89%
CTXS31-Jan-14$54.7619-Jun-2014$65.71$990.0019.80%13951.99%
CTL4-Feb-14$28.1813-Feb-2014$31.00$490.009.80%9397.44%
TSO7-Feb-14$47.921-May-2014$57.50$990.0019.80%8387.07%
KSU19-Feb-14$92.188-Jul-2014$110.62$990.0019.80%13951.99%
SPLS7-Mar-14$11.405-Sep-2014$12.78$595.2611.91%18223.88%
SYMC24-Mar-14$18.504-Apr-2014$20.35$490.009.80%11325.18%
NFLX7-Apr-14$340.5122-Apr-2014$376.63$520.3810.41%15253.25%
VRTX7-Apr-14$66.0024-Jun-2014$98.02$2,415.7648.32%78226.09%
ENDP8-Apr-14$61.3122-May-2014$73.57$990.0019.80%44164.25%
TRIP11-Apr-14$80.2723-May-2014$96.32$990.0019.80%42172.07%
ISRG24-Apr-14$376.3523-Jul-2014$451.62$990.0019.80%9080.30%
AMZN28-Apr-14$304.0024-Jul-2014$364.80$990.0019.80%8783.07%
NFLX28-Apr-14$318.0512-May-2014$349.86$490.009.80%14255.50%
CRM29-Apr-14$49.2313-May-2014$54.15$490.009.80%14255.50%
GMCR29-Apr-14$92.588-May-2014$101.84$490.009.80%9397.44%
UA29-Apr-14$46.799-Jun-2014$56.15$990.0019.80%41176.27%
COH7-May-14$42.685-Nov-2014$33.00-$1,144.02-22.88%182-45.89%
NTAP8-May-14$33.6724-Aug-2014$40.40$990.0019.80%10866.92%
WFM8-May-14$38.966-Nov-2014$43.39$558.5311.17%18222.40%
CRM22-May-14$50.2930-May-2014$55.50$508.0010.16%8463.55%
COH19-Jun-14$35.555-Nov-2014$33.00-$368.65-7.37%139-19.36%
ENDP13-Aug-14$61.5429-Dec-2014$73.85$990.0019.80%13852.37%
WYNN10-Sep-14$182.5811-Mar-2015$129.48-$1,464.16-29.28%182-58.73%
KORS24-Sep-14$74.6525-Mar-2015$67.94-$459.43-9.19%182-18.43%
CBS10-Oct-14$50.5813-Feb-2015$60.70$990.0019.80%12657.36%
ETN10-Oct-14$59.3831-Oct-2014$68.29$740.0014.80%21257.24%
COG13-Oct-14$29.2531-Oct-2014$32.18$490.009.80%18198.72%
EQT13-Oct-14$82.0428-Oct-2014$90.24$490.009.80%15238.47%



Last edited by Virginiabob on Fri May 01, 2015 9:37 pm; edited 1 time in total

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DVN13-Oct-14$59.4113-Apr-2015$65.49$501.7010.03%18320.05%
HAL13-Oct-14$54.0413-Apr-2015$46.45-$712.26-14.25%183-28.47%
NBL13-Oct-14$58.5413-Apr-2015$51.37-$622.40-12.45%183-24.88%
TRIP13-Oct-14$82.3113-Apr-2015$83.13$39.810.80%1831.59%
BHI14-Oct-14$53.7317-Nov-2014$66.54$1,182.0723.64%34253.80%
BWA14-Oct-14$51.3917-Oct-2014$56.53$490.009.80%31192.33%
DAL14-Oct-14$31.7117-Oct-2014$34.88$490.009.80%31192.33%
EOG14-Oct-14$85.4017-Oct-2014$94.20$505.2210.10%31229.37%
GM14-Oct-14$29.907-Jan-2015$35.88$990.0019.80%8585.02%
PNR14-Oct-14$61.5531-Oct-2014$68.08$520.4610.41%17223.49%
PXD14-Oct-14$169.3022-Oct-2014$186.22$490.009.80%8447.13%
APC15-Oct-14$83.0217-Oct-2014$91.32$490.009.80%21788.50%
LYB15-Oct-14$83.7617-Oct-2014$92.29$499.199.98%21822.05%
VLO16-Oct-14$43.0921-Oct-2014$47.40$490.009.80%5715.40%
NFLX17-Oct-14$359.8123-Jan-2015$431.77$990.0019.80%9873.74%
AMZN27-Oct-14$285.7013-Nov-2014$314.27$490.009.80%17210.41%
EOG28-Oct-14$88.816-Nov-2014$97.69$490.009.80%9397.44%
NEM30-Oct-14$20.5927-Jan-2015$24.71$990.0019.80%8981.20%
LYB5-Nov-14$84.4621-Nov-2014$94.00$554.7611.10%16253.11%
TRIP13-Nov-14$68.5612-Feb-2015$82.28$990.0019.80%9179.42%
PXD28-Nov-14$143.512-Apr-2015$172.21$990.0019.80%12557.82%
HAL28-Nov-14$44.3313-Apr-2015$46.45$229.124.58%13712.24%
EOG1-Dec-14$85.5218-Dec-2014$94.07$490.009.80%17210.41%
LYB1-Dec-14$76.2119-Feb-2015$91.45$990.0019.80%8090.34%
NBL1-Dec-14$48.7613-Apr-2015$51.37$257.225.14%13414.05%
BHI9-Dec-14$54.566-Apr-2015$65.47$990.0019.80%11861.25%
WYNN10-Dec-14$152.0911-Mar-2015$129.48-$753.29-15.07%91-60.43%
COP11-Dec-14$63.3018-Dec-2014$69.63$490.009.80%7511.00%
OXY15-Dec-14$75.0723-Dec-2014$82.58$490.009.80%8447.13%
HES16-Dec-14$64.4817-Feb-2015$77.38$990.0019.80%63114.71%
PSX16-Dec-14$64.6019-Dec-2014$71.06$490.009.80%31192.33%

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And this years trades:

PSX13-Jan-15$64.3130-Jan-2015$70.74$490.009.80%17210.41%
PCLN16-Jan-15$997.0119-Feb-2015$1,219.00$1,103.2822.07%34236.88%
DVN13-Oct-14$59.4113-Apr-2015$65.49$501.7010.03%19918.38%
HAL13-Oct-14$54.0413-Apr-2015$46.45-$712.26-14.25%199-26.09%
HAL28-Nov-14$44.3313-Apr-2015$46.45$229.124.58%15310.91%
NBL13-Oct-14$58.5413-Apr-2015$51.37-$622.40-12.45%199-22.80%
NBL1-Dec-14$48.7613-Apr-2015$51.37$257.225.14%15012.49%
TRIP13-Oct-14$82.3113-Apr-2015$83.13$39.810.80%1991.46%
APA14-Oct-14$76.4114-Apr-2015$68.00-$560.32-11.21%198-20.63%
APA1-Dec-14$63.4114-Apr-2015$68.00$351.937.04%15017.09%
HES14-Oct-14$78.1914-Apr-2015$73.31-$322.06-6.44%198-11.86%
APC1-Dec-14$78.7615-Apr-2015$94.51$990.0019.80%13553.53%
MU26-Mar-15$25.7610-Apr-2015$28.02$490.009.80%15238.47%
WMB15-Dec-14$43.3215-Apr-2015$51.98$990.0017.25%13646.18%

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I don't plan to update this table all the time, maybe once every few months or so.  You'll need to keep track on your own for the newer trades, such as FCX.

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COG really close to triggering sell at 20% gains.  If this were bought following this system (I know impossible, since the system didn't exist yet), your limit orders would do the work.



Last edited by Virginiabob on Fri May 01, 2015 9:34 pm; edited 1 time in total

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Just to be clear....the numbers posted are backtesting data....not your live purchase (real money)....yes?

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Correct. I'll clarify that it is backtested data. I have made some of the purchases in my real money account, but it is not my personal intent to follow every trade. It may work for others though. My decision to follow the trades in the future or not will more than likely be based on if I have settled funds on hand the day a pick is made, which is not always the case



Last edited by Virginiabob on Fri May 01, 2015 9:35 pm; edited 1 time in total

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You can see my real money trades in the member profiles section and stock picks section. I think what i'll do is post them in the stock pick section during the day and summarize in the members profile section in the evening. If your intent is the follow this system, this thread you are in now is the only place you need to look.



Last edited by Virginiabob on Fri May 01, 2015 9:52 pm; edited 1 time in total

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Orders to set before Monday's open (no new picks):

PXD (1): Current stops/limits at 86.14, 206.74, PXD (2) buy limit order at 143.51
MRO (1): Current stops/limits at 14.26, 34.22, MRO (2) buy limit order at 23.76
SLB (1): Current stops/limits at 42.27, 101.44, SLB (2) buy limit order at 70.41
EQT (1): Current stops/limits at 40.19, 96.46, EQT (2) buy limit order at 66.96
NOV (1): Current stops/limits at 31.88, 76.50
NOV (2): Current stops/limits at 31.88, 63.72, NOV(3) buy limit order at 44.23
DOV (1): Current stops/limits at 34.20, 82.08, DOV(2) buy limit order at 56.98
COG (1): Current stops/limits at 14.25, 34.19 (so close!), COG (2) buy limit order at 23.73
COP (1): Current stops/limits at 32.01,76.81, COP (2) buy limit order at 53.32
SNDK (1): Current stops/limits at 39.78, 95.46
SNDK (2): Current stops/limits at 39.78, 79.52, SNDK (3) buy limit order at 55.20
PCP (1): Current stops/limits at 105.41, 252.98, PCP (2) buy limit order at 175.61
CAT (1): Current stops/limits at 39.96, 95.89, CAT (2) buy limit order at 66.57
VIAB (1): Current stops/limits at 32.24, 77.36, VIAB (2) buy limit order at 53.70
GMCR (1): Current stops/limits at 57.61, 138.25, GMCR (2) buy limit order at 95.97
WYNN (1): Current stops/limits at 63.96, 153.50, WYNN (2) buy limit order at 106.56
AA (1): Current stops/limits at 6.51, 15.61, AA(2) buy limit order at 10.84

Note that the all the previous buys in the 1st column are previous picks, if you don't own these, do not buy them now. The limit orders on the right are active and what you would actually do now if using this system.

For example, if your intent is to trade this system, you would set a limit order to buy CAT at $66.57, etc.

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If bought and sold utilizing this hypothetical system, COG sold for 20% gains minus commissions, $990 profit.

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Not really part of the system, since I don't like to go back and correct mistakes from the past, but disca was a pick from 13-jan at open. Might be worth it to track for your purposes if interested, but I will not add this to the system. I figure a mistake made when using the system is a mistake made and should not be corrected after the fact. DISCA was correctly picked by stockfetcher, but was not picked by stockcharts, which is what I was originally using for the scans. Anyways, using hindsight, it would have been bought at 31.88 with current price target of 38.26. To clarify, not officially part of the system since I was missed.

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Only action to take is sell PXD at open. Looks like it will be for a loss, will post actual numbers after open price tomorrow known.

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PXD sold 160.19 to the lowest bidder! Haha, anyways, loss of $360.88.

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