How To Get a 70% win ratio trading StockMarketsVane’s Swing Picks

Boring stuff first! The data and results presented in this post are not guaranteed to be accurate and are not an indication of future performance of anything. I am not a financial adviser, this is just a hobby for me. Read the Disclaimer if you have not done so yet.

I’ve been analyzing all picks(1500+) published daily since the beginning of July on the Current Positions page trying to come up with a set of rules for entering and exiting these positions (This is the rules for BUY signals, reverse them for SELL signals):

  • Right before the end of the trading day go over the stock picks of the previous day, enter the trade only IF the stock is down 1% or more since the previous day close.
  • Review active positions every day just before market close(~15:50), if a position matches ANY of these, sell immediately:
  1. The position has a P/L of +2%
  2. The position has a P/L of -10%
  3. The position has been held for 20 days or more

That’s it. Note that this strategy is expecting that the stock is going through a short term retracement. An oversold(for BUY signals) or overbought(For Short signals) condition that will be followed shortly by a bounce back to its longer time frame trend. When doing these trades you will sometimes have the feeling that you are trying to catch a falling knife, stick to your sell rules!

The targets to sell on a +2% profit or -10% loss or the expiry of 20 days can be tweaked of course but for me those values seem to be the sweet spot.

Out of the all the posted picks, about 30% were selected based on the enter criteria (stock is down more than 1% compared to previous day). Of these selected trades, almost 80% were profitable. You can see more interesting stats in the table below.

Note that the numbers published below use the close price of the day, if you would have bought/sold a few minutes before the close you would most likely not have gotten the same price but the difference should be negligible.
This table will get updated from time to time to show the most up to date results.

Summary (from Tue Jul 01 00:00:00 EDT 2014 to Fri Mar 13 19:25:23 EDT 2015)
Total published picks 1695
Total selected picks 507
Total winners 401(79%)
Total long winners 111(74%)
Total short winners 290(81%)
Average transaction Profit/Loss 1.72%
Average Profit/Loss for winners 4.41%
Average Profit/Loss for loosers -8.46%
Average Profit/Loss for long positions winners 3.88%
Average Profit/Loss for short positions winners 4.62%
Profit Factor 1.97%
Total Profit/Loss when investing 1000$ per position 8732.87$

Transactions
Symbol Signal Entry Date Entry Price Exit Date Exit Price P/L
FNSR SHORT 2014-07-02 20.40 2014-07-08 19.98 2.10%
FST SHORT 2014-07-02 2.31 2014-07-07 2.23 3.58%
PCYC SHORT 2014-07-03 94.28 2014-07-17 91.50 3.03%
BGCP BUY 2014-07-07 7.43 2014-07-18 7.72 3.90%
DNR BUY 2014-07-07 17.75 2014-08-01 16.87 -4.90%
JASO BUY 2014-07-07 9.92 2014-07-15 10.12 2.01%
ACT BUY 2014-07-08 216.89 2014-08-04 215.77 -0.51%
DEE.TO BUY 2014-07-08 4.01 2014-08-05 3.84 -4.23%
ETE BUY 2014-07-08 56.82 2014-07-22 58.75 3.39%
FANG BUY 2014-07-08 85.97 2014-07-21 87.99 2.34%
FB BUY 2014-07-08 62.76 2014-07-09 64.97 3.52%
IGT BUY 2014-07-08 15.20 2014-07-16 16.92 11.31%
JKS BUY 2014-07-08 26.99 2014-07-15 27.66 2.48%
MTDR BUY 2014-07-08 26.81 2014-07-22 27.40 2.20%
NKTR BUY 2014-07-08 12.15 2014-07-11 12.58 3.53%
NOW BUY 2014-07-08 55.88 2014-07-10 57.50 2.89%
PGH BUY 2014-07-08 6.85 2014-08-04 6.48 -5.40%
PVA BUY 2014-07-08 15.63 2014-07-31 13.02 -16.69%
SPWR BUY 2014-07-08 37.06 2014-07-09 38.43 3.69%
TRLA BUY 2014-07-08 41.66 2014-07-24 53.74 28.96%
VNDA BUY 2014-07-08 14.10 2014-07-09 14.46 2.55%
WDAY BUY 2014-07-08 81.79 2014-07-30 86.00 5.14%
SLB BUY 2014-07-10 115.40 2014-08-06 107.57 -6.78%
CNQ BUY 2014-07-11 44.34 2014-07-22 45.65 2.95%
HK BUY 2014-07-11 6.78 2014-07-23 6.99 3.09%
TDC SHORT 2014-07-11 41.24 2014-08-07 41.62 -0.91%
PAAS BUY 2014-07-15 14.73 2014-07-17 15.46 4.95%
CUM.TO BUY 2014-07-16 2.73 2014-07-22 2.83 3.66%
UBS SHORT 2014-07-16 18.72 2014-07-17 18.32 2.18%
GILD BUY 2014-07-17 85.07 2014-07-18 89.18 4.84%
ANS.TO SHORT 2014-07-18 2.73 2014-08-05 2.65 3.01%
NQ SHORT 2014-07-21 5.42 2014-07-23 6.55 -17.25%
ARTX SHORT 2014-07-22 3.66 2014-07-30 3.58 2.23%
BMRN SHORT 2014-07-23 62.08 2014-07-25 60.60 2.44%
GALE SHORT 2014-07-23 3.04 2014-07-24 2.94 3.40%
MM SHORT 2014-07-23 3.83 2014-07-24 3.67 4.35%
SALE SHORT 2014-07-23 25.03 2014-07-31 24.45 2.33%
USG SHORT 2014-07-23 28.81 2014-07-24 27.60 4.38%
AEGR SHORT 2014-07-25 30.00 2014-07-30 35.65 -15.84%
CRM SHORT 2014-07-25 54.89 2014-08-01 53.48 2.63%
TWGP SHORT 2014-07-25 2.10 2014-08-21 2.10 0.00%
PXLW BUY 2014-07-28 7.97 2014-07-29 8.17 2.50%
FE SHORT 2014-07-28 32.41 2014-07-30 31.65 2.40%
TSL SHORT 2014-07-29 11.54 2014-07-31 11.21 2.94%
VLO SHORT 2014-07-29 49.85 2014-08-25 54.18 -7.99%
ADM BUY 2014-07-30 46.74 2014-08-05 48.56 3.89%
USU BUY 2014-07-30 60.19 2014-07-31 62.05 3.07%
ARWR SHORT 2014-07-30 13.18 2014-07-31 12.65 4.18%
YNDX SHORT 2014-07-30 31.25 2014-07-31 30.28 3.20%
GPRE BUY 2014-07-31 37.49 2014-08-01 39.41 5.12%
PPC BUY 2014-07-31 23.60 2014-08-01 24.32 3.07%
PXT.TO BUY 2014-07-31 14.21 2014-08-06 14.55 2.39%
AMD SHORT 2014-07-31 3.91 2014-08-27 4.16 -6.00%
BGCP BUY 2014-08-01 7.70 2014-08-18 7.90 2.59%
CNR.TO BUY 2014-08-01 72.11 2014-08-14 74.37 3.13%
TRP.TO BUY 2014-08-01 53.98 2014-08-14 55.29 2.42%
WNR BUY 2014-08-01 38.41 2014-08-04 39.23 2.13%
GLNG BUY 2014-08-06 59.76 2014-08-08 60.96 2.00%
HBM.TO BUY 2014-08-06 11.00 2014-08-20 11.36 3.27%
TRLA BUY 2014-08-06 57.95 2014-08-15 59.14 2.05%
Z BUY 2014-08-06 138.30 2014-08-20 141.32 2.18%
ABC BUY 2014-08-07 74.96 2014-08-14 76.62 2.21%
AKRX BUY 2014-08-07 33.41 2014-08-08 34.32 2.72%
DEPO SHORT 2014-08-07 11.99 2014-08-19 14.94 -19.74%
FOXA SHORT 2014-08-07 33.96 2014-09-04 36.13 -6.00%
TEX SHORT 2014-08-08 35.48 2014-09-05 36.91 -3.87%
CDE SHORT 2014-08-11 8.35 2014-08-14 8.07 3.46%
MTZ SHORT 2014-08-12 28.81 2014-08-13 27.98 2.96%
ALK SHORT 2014-08-14 45.20 2014-09-11 47.36 -4.56%
GNW SHORT 2014-08-14 13.45 2014-09-09 13.11 2.59%
MY SHORT 2014-08-14 3.07 2014-08-27 2.94 4.42%
BAR.TO BUY 2014-08-15 1.82 2014-08-18 1.92 5.49%
PNE.V BUY 2014-08-15 1.73 2014-08-20 1.84 6.35%
BAS SHORT 2014-08-15 24.04 2014-08-20 23.42 2.64%
S.TO SHORT 2014-08-15 4.06 2014-09-10 3.89 4.37%
XLNX SHORT 2014-08-15 42.13 2014-09-12 42.45 -0.75%
DWA SHORT 2014-08-18 22.55 2014-08-19 21.93 2.82%
GT SHORT 2014-08-18 25.43 2014-09-09 24.83 2.41%
LYV SHORT 2014-08-18 21.77 2014-09-15 23.45 -7.16%
SPLK SHORT 2014-08-18 43.48 2014-08-21 42.21 3.00%
BXE.TO SHORT 2014-08-19 8.72 2014-08-20 8.52 2.46%
CBI SHORT 2014-08-20 62.38 2014-09-15 60.89 2.44%
CMI SHORT 2014-08-20 147.28 2014-08-26 144.17 2.15%
MYL SHORT 2014-08-20 48.59 2014-09-04 46.94 3.51%
BIDU BUY 2014-08-22 214.19 2014-09-02 224.80 4.95%
XCO SHORT 2014-08-25 4.54 2014-09-19 4.40 3.18%
KMI BUY 2014-08-26 40.06 2014-09-23 38.21 -4.61%
GGB SHORT 2014-08-26 5.93 2014-08-28 5.77 2.77%
MM SHORT 2014-08-26 2.50 2014-08-27 2.42 3.30%
SPLK SHORT 2014-08-26 46.22 2014-08-28 45.29 2.05%
VVUS SHORT 2014-08-26 4.28 2014-08-28 4.14 3.38%
HA BUY 2014-09-03 15.26 2014-09-10 15.60 2.22%
THC BUY 2014-09-03 60.10 2014-09-11 62.84 4.55%
GTAT BUY 2014-09-04 16.72 2014-09-08 17.15 2.57%
PBF BUY 2014-09-04 27.39 2014-09-05 28.03 2.33%
DEE.TO BUY 2014-09-05 4.12 2014-09-19 3.62 -12.13%
PBF BUY 2014-09-08 27.53 2014-09-12 24.74 -10.13%
SLCA BUY 2014-09-08 65.05 2014-09-10 69.41 6.70%
PBR BUY 2014-09-09 17.83 2014-09-23 15.92 -10.71%
BKW BUY 2014-09-11 30.82 2014-10-08 30.04 -2.53%
CODE BUY 2014-09-15 21.58 2014-09-16 22.68 5.09%
LVLT BUY 2014-09-15 44.06 2014-09-16 45.24 2.67%
TSL BUY 2014-09-16 13.50 2014-09-17 14.47 7.18%
NUS SHORT 2014-09-18 44.09 2014-09-22 42.19 4.50%
CCE SHORT 2014-09-19 46.27 2014-09-23 45.06 2.68%
ISIL BUY 2014-09-22 15.11 2014-10-06 13.49 -10.68%
UTIW BUY 2014-09-22 10.89 2014-10-17 10.54 -3.21%
DHX.TO BUY 2014-09-23 7.84 2014-09-24 8.07 2.93%
INFN BUY 2014-09-24 10.79 2014-10-09 9.68 -10.28%
SPLS BUY 2014-09-25 12.59 2014-10-22 12.43 -1.27%
ING BUY 2014-09-29 14.16 2014-10-24 14.32 1.12%
KERX SHORT 2014-10-01 14.39 2014-10-03 16.10 -10.62%
MM SHORT 2014-10-03 2.06 2014-10-06 1.94 6.18%
HLF SHORT 2014-10-06 47.30 2014-10-07 45.68 3.54%
PIR SHORT 2014-10-06 12.25 2014-10-07 11.82 3.63%
SFUN SHORT 2014-10-06 10.24 2014-10-14 9.80 4.48%
SHLD SHORT 2014-10-06 27.08 2014-10-09 24.51 10.47%
PT SHORT 2014-10-07 2.09 2014-10-08 2.03 2.95%
CIG SHORT 2014-10-08 7.07 2014-10-09 6.86 3.06%
VNET SHORT 2014-10-08 21.54 2014-10-09 19.39 11.08%
DO SHORT 2014-10-13 35.60 2014-11-03 34.72 2.55%
GILD BUY 2014-10-14 97.18 2014-10-17 100.75 3.67%
NI BUY 2014-10-14 39.11 2014-10-20 40.74 4.16%
LO BUY 2014-10-15 58.72 2014-10-21 60.76 3.47%
MO BUY 2014-10-15 45.53 2014-10-21 47.02 3.27%
PEP BUY 2014-10-15 91.76 2014-10-21 93.73 2.13%
RAI BUY 2014-10-15 57.34 2014-10-20 59.13 3.12%
THI.TO BUY 2014-10-15 86.73 2014-10-24 89.12 2.75%
CDE SHORT 2014-10-15 4.88 2014-10-17 4.78 2.09%
PAAS SHORT 2014-10-15 10.78 2014-10-17 10.55 2.18%
BDX BUY 2014-10-16 120.78 2014-10-21 123.31 2.09%
DTE BUY 2014-10-16 76.88 2014-10-20 78.64 2.28%
CMLS SHORT 2014-10-17 3.70 2014-10-30 3.62 2.20%
EOG SHORT 2014-10-20 92.76 2014-10-27 88.43 4.89%
FCEL SHORT 2014-10-20 1.84 2014-10-21 1.77 3.95%
GTE.TO SHORT 2014-10-20 5.55 2014-10-24 5.42 2.39%
GTI SHORT 2014-10-20 4.67 2014-10-22 4.54 2.86%
HP SHORT 2014-10-20 87.47 2014-10-27 82.28 6.30%
PEIX SHORT 2014-10-20 11.55 2014-10-27 11.26 2.57%
SUNE SHORT 2014-10-20 17.90 2014-11-03 20.01 -10.54%
TOG.TO SHORT 2014-10-20 11.79 2014-10-22 11.25 4.80%
YGE SHORT 2014-10-20 2.95 2014-10-22 2.83 4.24%
BEAV SHORT 2014-10-21 57.90 2014-10-22 53.91 7.41%
KMX SHORT 2014-10-21 48.80 2014-10-27 54.77 -10.90%
LVLT SHORT 2014-10-21 42.21 2014-10-31 46.91 -10.01%
SPWR SHORT 2014-10-21 31.76 2014-10-22 30.49 4.16%
VSH SHORT 2014-10-21 13.94 2014-10-22 13.61 2.42%
PRW.TO SHORT 2014-10-22 1.08 2014-10-28 1.00 8.00%
ALU SHORT 2014-10-23 2.57 2014-10-24 2.51 2.39%
AXAS SHORT 2014-10-23 4.13 2014-10-24 4.04 2.22%
BXE.TO SHORT 2014-10-23 5.71 2014-10-24 5.48 4.37%
CKE.TO SHORT 2014-10-23 1.64 2014-10-27 1.51 8.60%
CNQ.TO SHORT 2014-10-23 39.55 2014-10-27 37.95 4.21%
COS.TO SHORT 2014-10-23 17.98 2014-10-27 17.05 5.45%
ERF.TO SHORT 2014-10-23 17.33 2014-10-24 16.90 2.54%
FANG SHORT 2014-10-23 67.22 2014-10-27 64.13 4.81%
HAL SHORT 2014-10-23 55.85 2014-10-27 52.39 6.60%
NBR SHORT 2014-10-23 18.99 2014-10-27 17.48 8.63%
P SHORT 2014-10-23 23.12 2014-10-24 20.00 15.60%
PD.TO SHORT 2014-10-23 10.14 2014-10-27 9.13 11.06%
PDS SHORT 2014-10-23 9.03 2014-10-27 8.11 11.34%
SAVE SHORT 2014-10-23 63.52 2014-10-28 71.06 -10.61%
SEAS SHORT 2014-10-23 18.55 2014-11-12 16.85 10.08%
SLCA SHORT 2014-10-23 50.64 2014-10-27 47.60 6.38%
TRLA SHORT 2014-10-23 46.09 2014-10-24 44.93 2.58%
WDC SHORT 2014-10-23 90.58 2014-11-03 100.75 -10.08%
XEC SHORT 2014-10-23 111.23 2014-10-27 105.68 5.25%
XRX SHORT 2014-10-23 12.78 2014-11-19 13.43 -4.83%
SAN SHORT 2014-10-24 8.93 2014-10-27 8.70 2.64%
TYC SHORT 2014-10-24 41.59 2014-11-20 41.31 0.67%
HCBK SHORT 2014-10-28 9.32 2014-11-24 9.77 -4.60%
CNX SHORT 2014-10-29 36.00 2014-11-07 39.98 -9.93%
JNPR SHORT 2014-10-29 20.95 2014-11-11 20.28 3.35%
ATVI SHORT 2014-10-30 19.58 2014-11-25 21.73 -9.89%
FCEL SHORT 2014-10-31 2.02 2014-11-12 1.89 6.87%
OCN SHORT 2014-10-31 23.56 2014-11-03 22.72 3.69%
SPWR SHORT 2014-11-03 32.28 2014-11-04 31.36 2.93%
AKRX BUY 2014-11-05 41.68 2014-11-07 36.59 -12.21%
SHLD BUY 2014-11-05 33.25 2014-11-07 42.81 28.71%
CNQ.TO SHORT 2014-11-07 40.87 2014-11-27 38.45 6.29%
CR.TO SHORT 2014-11-07 7.99 2014-11-10 7.55 5.82%
PEY.TO SHORT 2014-11-07 35.10 2014-11-27 33.37 5.18%
NCT SHORT 2014-11-10 4.73 2014-12-08 4.80 -1.25%
PTK.V SHORT 2014-11-10 1.01 2014-11-12 1.15 -12.17%
CNE.TO SHORT 2014-11-11 4.13 2014-11-13 3.67 12.53%
OGC.TO SHORT 2014-11-11 2.01 2014-11-17 2.25 -10.66%
TRMB SHORT 2014-11-11 28.46 2014-12-01 27.57 3.22%
TA.TO SHORT 2014-11-12 11.25 2014-12-01 10.91 3.11%
LVS SHORT 2014-11-13 62.83 2014-12-01 61.47 2.21%
S.TO SHORT 2014-11-13 2.71 2014-11-19 2.61 3.43%
MPEL SHORT 2014-11-14 26.53 2014-11-17 25.97 2.15%
P SHORT 2014-11-14 21.51 2014-11-17 20.16 6.69%
SWC SHORT 2014-11-14 13.17 2014-12-02 12.87 2.33%
VIAB SHORT 2014-11-14 72.96 2014-12-12 72.96 0.00%
ALXN BUY 2014-11-17 186.78 2014-11-18 192.37 2.99%
MU BUY 2014-11-17 32.29 2014-11-19 32.96 2.07%
BTO.TO SHORT 2014-11-17 1.98 2014-11-18 2.18 -9.17%
PAAS SHORT 2014-11-17 10.26 2014-11-28 9.36 9.61%
AUY SHORT 2014-11-18 4.23 2014-11-19 3.96 7.06%
EXH SHORT 2014-11-18 37.23 2014-11-26 36.31 2.53%
P.TO SHORT 2014-11-18 5.00 2014-11-19 4.67 7.06%
VIPS BUY 2014-11-19 22.44 2014-11-26 22.94 2.22%
HLF SHORT 2014-11-20 39.94 2014-12-12 38.79 2.96%
LSG.TO SHORT 2014-11-20 1.02 2014-11-24 0.98 4.08%
PAA SHORT 2014-11-20 54.38 2014-11-28 51.45 5.69%
PSX SHORT 2014-11-20 77.83 2014-11-28 73.01 6.58%
XOMA SHORT 2014-11-20 4.54 2014-11-24 5.27 -13.85%
LUV BUY 2014-11-21 38.02 2014-11-26 39.28 3.31%
BP SHORT 2014-11-21 42.41 2014-11-25 41.57 2.04%
CIE SHORT 2014-11-21 11.22 2014-11-25 10.68 5.14%
EXXI SHORT 2014-11-21 7.37 2014-11-24 7.10 3.80%
GTI SHORT 2014-11-21 4.44 2014-11-28 4.08 8.82%
OKE SHORT 2014-11-21 58.42 2014-11-28 54.16 7.86%
PWT.TO SHORT 2014-11-21 5.23 2014-11-24 5.12 2.34%
RDS.A SHORT 2014-11-21 71.80 2014-11-28 66.41 8.11%
RES SHORT 2014-11-21 16.45 2014-11-25 15.84 3.91%
SD SHORT 2014-11-21 4.03 2014-11-26 3.80 6.05%
SFY SHORT 2014-11-21 6.81 2014-11-25 6.67 2.09%
TLM.TO SHORT 2014-11-21 6.99 2014-11-24 6.76 3.40%
YGE SHORT 2014-11-21 2.96 2014-11-25 2.88 2.77%
CRR SHORT 2014-11-24 50.82 2014-11-25 48.14 5.56%
FSLR SHORT 2014-11-24 50.66 2014-11-28 48.80 3.81%
GLOG SHORT 2014-11-24 21.62 2014-11-28 17.64 22.56%
NUS SHORT 2014-11-24 41.86 2014-12-08 46.58 -10.13%
DWA SHORT 2014-11-26 23.85 2014-12-01 22.51 5.95%
SYNA SHORT 2014-11-26 64.26 2014-12-01 60.63 6.00%
ETE BUY 2014-11-28 59.39 2014-12-08 52.96 -10.82%
PNE.V BUY 2014-11-28 1.76 2014-12-08 1.53 -13.06%
VMC BUY 2014-12-01 64.50 2014-12-03 67.07 3.98%
MNST BUY 2014-12-03 106.96 2014-12-18 112.13 4.83%
M BUY 2014-12-04 62.50 2014-12-18 64.07 2.51%
MYL BUY 2014-12-09 56.59 2015-01-07 56.11 -0.84%
CRUS SHORT 2014-12-09 18.98 2014-12-15 22.95 -17.33%
ACT BUY 2014-12-10 258.81 2014-12-19 265.39 2.54%
AGN BUY 2014-12-10 210.10 2015-01-08 217.03 3.29%
CZR BUY 2014-12-10 14.59 2014-12-12 12.83 -12.06%
INTC BUY 2014-12-10 36.41 2014-12-22 37.21 2.16%
MU BUY 2014-12-10 34.86 2015-01-08 33.66 -3.41%
UTIW BUY 2014-12-10 11.47 2014-12-23 11.82 3.00%
PDCE SHORT 2014-12-10 35.53 2014-12-11 34.02 4.43%
SINA SHORT 2014-12-12 37.31 2015-01-07 35.66 4.64%
EEP BUY 2014-12-15 37.22 2014-12-17 38.41 3.22%
JNS BUY 2014-12-15 15.03 2014-12-17 15.60 3.79%
NKTR BUY 2014-12-15 14.50 2014-12-17 15.20 4.86%
PPC BUY 2014-12-15 27.35 2014-12-18 27.98 2.31%
SNDK BUY 2014-12-15 97.57 2014-12-19 99.99 2.48%
TLM SHORT 2014-12-15 5.12 2014-12-16 7.58 -32.45%
TLM.TO SHORT 2014-12-15 5.96 2014-12-16 8.84 -32.46%
BMRN BUY 2014-12-16 86.06 2014-12-18 91.83 6.70%
FOLD BUY 2014-12-16 7.73 2014-12-19 8.03 3.88%
HCA BUY 2014-12-16 72.46 2014-12-18 74.22 2.42%
KMX BUY 2014-12-16 58.23 2014-12-17 60.11 3.22%
LIF.TO SHORT 2014-12-16 17.42 2015-01-14 17.04 2.25%
PGF.TO SHORT 2014-12-16 3.37 2014-12-19 3.97 -15.11%
PGH SHORT 2014-12-16 2.88 2014-12-17 3.18 -9.43%
RRX.TO SHORT 2014-12-16 6.61 2014-12-17 7.29 -9.32%
ARX.TO SHORT 2014-12-17 26.82 2014-12-22 25.80 3.95%
AXAS SHORT 2014-12-17 2.96 2014-12-23 3.29 -9.87%
BBG SHORT 2014-12-17 10.22 2014-12-18 9.78 4.49%
BHI SHORT 2014-12-17 56.35 2015-01-05 55.16 2.15%
CPE SHORT 2014-12-17 5.23 2015-01-05 5.02 4.18%
CR.TO SHORT 2014-12-17 6.61 2014-12-22 6.10 8.36%
CRR SHORT 2014-12-17 39.22 2014-12-18 38.16 2.75%
FANG SHORT 2014-12-17 58.96 2015-01-05 57.28 2.94%
HSE.TO SHORT 2014-12-17 25.84 2015-01-12 25.08 3.03%
KEL.TO SHORT 2014-12-17 8.22 2014-12-18 7.86 4.70%
OAS SHORT 2014-12-17 15.65 2014-12-22 17.30 -9.53%
PD.TO SHORT 2014-12-17 7.25 2014-12-31 7.06 2.69%
PDS SHORT 2014-12-17 6.21 2014-12-26 6.09 2.13%
PTEN SHORT 2014-12-17 16.14 2015-01-05 15.77 2.37%
RDC SHORT 2014-12-17 22.04 2015-01-15 21.27 3.62%
RES SHORT 2014-12-17 13.18 2015-01-05 12.39 6.37%
RRC SHORT 2014-12-17 61.91 2014-12-18 60.09 3.02%
VET.TO SHORT 2014-12-17 52.66 2014-12-19 58.78 -10.41%
WRES SHORT 2014-12-17 2.06 2014-12-18 1.93 6.73%
XEC SHORT 2014-12-17 106.82 2015-01-05 100.69 6.08%
ALA.TO SHORT 2014-12-18 41.18 2015-01-07 40.00 2.95%
BTE.TO SHORT 2014-12-18 19.68 2015-01-05 17.29 13.82%
BXE.TO SHORT 2014-12-18 4.15 2015-01-05 3.76 10.37%
CIE SHORT 2014-12-18 8.70 2015-01-05 8.25 5.45%
CJES SHORT 2014-12-18 13.65 2014-12-26 13.37 2.09%
COS.TO SHORT 2014-12-18 10.75 2014-12-30 10.50 2.38%
CPG.TO SHORT 2014-12-18 27.06 2015-01-05 24.86 8.84%
CRZO SHORT 2014-12-18 38.46 2015-01-16 44.22 -13.01%
CUS.TO SHORT 2014-12-18 3.15 2015-01-06 2.72 15.80%
CXO SHORT 2014-12-18 93.97 2015-01-07 91.99 2.15%
EGN SHORT 2014-12-18 62.98 2015-01-05 59.47 5.90%
ETE SHORT 2014-12-18 55.72 2015-01-05 54.00 3.18%
FTK SHORT 2014-12-18 18.54 2015-01-05 17.83 3.98%
GEI.TO SHORT 2014-12-18 26.17 2015-01-05 25.54 2.46%
GTE.TO SHORT 2014-12-18 4.35 2015-01-05 4.11 5.83%
HNL.TO SHORT 2014-12-18 2.55 2014-12-23 2.82 -9.57%
HP SHORT 2014-12-18 66.43 2015-01-06 63.66 4.35%
LPI SHORT 2014-12-18 8.93 2014-12-19 10.00 -10.70%
MEG.TO SHORT 2014-12-18 18.34 2015-01-02 20.59 -10.92%
MTDR SHORT 2014-12-18 17.95 2014-12-23 19.85 -9.57%
MUR SHORT 2014-12-18 48.62 2015-01-06 46.58 4.37%
NBR SHORT 2014-12-18 11.89 2014-12-19 13.63 -12.76%
NSC SHORT 2014-12-18 108.98 2015-01-05 106.39 2.43%
NVA.TO SHORT 2014-12-18 7.49 2014-12-30 7.34 2.04%
PES SHORT 2014-12-18 5.56 2015-01-05 5.12 8.59%
PNR SHORT 2014-12-18 65.04 2015-01-06 63.41 2.57%
POU.TO SHORT 2014-12-18 30.59 2014-12-22 28.55 7.14%
PSEC SHORT 2014-12-18 8.63 2014-12-29 8.32 3.72%
PXD SHORT 2014-12-18 147.94 2015-01-05 139.83 5.79%
PXX.TO SHORT 2014-12-18 1.11 2015-01-05 1.03 7.76%
REXX SHORT 2014-12-18 6.02 2014-12-22 5.53 8.86%
SDRL SHORT 2014-12-18 12.36 2014-12-22 11.89 3.95%
SGY SHORT 2014-12-18 16.87 2015-01-05 15.68 7.65%
SN SHORT 2014-12-18 9.26 2014-12-19 10.47 -11.55%
SPN SHORT 2014-12-18 20.78 2014-12-24 20.03 3.74%
SPWR SHORT 2014-12-18 25.69 2015-01-05 24.43 5.15%
SU.TO SHORT 2014-12-18 36.13 2015-01-06 35.23 2.55%
SWN SHORT 2014-12-18 30.71 2014-12-22 29.31 4.77%
TDW SHORT 2014-12-18 31.44 2015-01-05 30.45 3.25%
XEG.TO SHORT 2014-12-18 13.89 2015-01-05 13.25 4.83%
AREX SHORT 2014-12-19 6.87 2014-12-29 6.50 5.69%
ATLS SHORT 2014-12-19 30.96 2014-12-22 30.00 3.20%
ATW SHORT 2014-12-19 30.46 2014-12-22 29.73 2.45%
BP SHORT 2014-12-19 39.40 2014-12-30 38.36 2.71%
CAM SHORT 2014-12-19 50.21 2015-01-05 48.20 4.17%
CNQ SHORT 2014-12-19 31.65 2014-12-22 30.97 2.19%
CNQ.TO SHORT 2014-12-19 36.63 2014-12-30 35.85 2.17%
DEE.TO SHORT 2014-12-19 1.52 2014-12-22 1.36 11.76%
ECA SHORT 2014-12-19 14.15 2014-12-22 13.50 4.81%
ECA.TO SHORT 2014-12-19 16.41 2014-12-22 15.72 4.38%
ECL SHORT 2014-12-19 106.63 2015-01-02 104.31 2.22%
ERF SHORT 2014-12-19 10.18 2014-12-22 9.72 4.73%
ESV SHORT 2014-12-19 32.77 2014-12-22 32.00 2.40%
EXH SHORT 2014-12-19 32.45 2014-12-22 31.47 3.11%
EXXI SHORT 2014-12-19 3.43 2014-12-22 3.32 3.31%
FTI SHORT 2014-12-19 48.20 2014-12-31 46.84 2.90%
FTT.TO SHORT 2014-12-19 24.92 2015-01-05 24.25 2.76%
GPRE SHORT 2014-12-19 25.32 2014-12-22 24.73 2.38%
HES SHORT 2014-12-19 74.50 2015-01-05 70.55 5.59%
HK SHORT 2014-12-19 2.18 2014-12-22 1.98 10.10%
KBR SHORT 2014-12-19 16.81 2015-01-06 16.35 2.81%
KOS SHORT 2014-12-19 8.30 2014-12-22 8.07 2.85%
LINE SHORT 2014-12-19 12.24 2014-12-22 11.40 7.36%
LNCO SHORT 2014-12-19 11.92 2014-12-22 11.15 6.90%
LYB SHORT 2014-12-19 82.00 2014-12-31 79.39 3.28%
MRO SHORT 2014-12-19 28.23 2015-01-05 27.27 3.52%
NBL SHORT 2014-12-19 51.19 2014-12-23 48.98 4.51%
OIS SHORT 2014-12-19 48.68 2015-01-05 46.94 3.70%
RMP.TO SHORT 2014-12-19 4.77 2014-12-22 4.53 5.29%
SD SHORT 2014-12-19 2.02 2014-12-22 1.91 5.75%
SE SHORT 2014-12-19 37.07 2014-12-31 36.30 2.12%
SLB SHORT 2014-12-19 87.51 2014-12-31 85.41 2.47%
SLCA SHORT 2014-12-19 28.41 2014-12-22 26.67 6.52%
STO SHORT 2014-12-19 18.35 2014-12-29 17.83 2.91%
TA.TO SHORT 2014-12-19 10.71 2015-01-06 10.47 2.19%
TBE.TO SHORT 2014-12-19 0.87 2014-12-22 0.83 4.81%
TCW.TO SHORT 2014-12-19 6.15 2014-12-22 5.83 5.48%
TD.TO SHORT 2014-12-19 54.00 2015-01-07 52.89 2.09%
TVE.V SHORT 2014-12-19 3.21 2014-12-30 3.13 2.55%
UPL SHORT 2014-12-19 15.77 2014-12-22 14.06 12.16%
VLCCF SHORT 2014-12-19 4.71 2014-12-22 4.57 3.06%
VLO SHORT 2014-12-19 48.88 2015-01-06 47.68 2.51%
VNET SHORT 2014-12-19 16.01 2014-12-26 15.67 2.16%
VNR SHORT 2014-12-19 18.29 2014-12-22 16.90 8.22%
WFT SHORT 2014-12-19 12.47 2014-12-22 12.13 2.80%
WLK SHORT 2014-12-19 61.50 2014-12-22 60.26 2.05%
WLL SHORT 2014-12-19 34.31 2014-12-30 33.32 2.97%
AMX SHORT 2014-12-22 21.90 2015-01-05 21.37 2.43%
IPL.TO SHORT 2014-12-22 32.25 2014-12-30 35.91 -10.18%
ROSE SHORT 2014-12-22 23.07 2014-12-29 22.22 3.82%
CREE SHORT 2014-12-23 32.56 2014-12-29 31.86 2.19%
CZR SHORT 2014-12-23 15.24 2015-01-05 14.28 6.72%
MGM SHORT 2014-12-23 20.94 2015-01-05 20.44 2.44%
MPEL SHORT 2014-12-23 24.61 2015-01-05 23.76 3.57%
CIG SHORT 2014-12-29 5.03 2015-01-05 4.69 7.24%
ETE SHORT 2014-12-29 57.75 2015-01-05 54.00 6.94%
SRPT SHORT 2014-12-29 14.48 2015-01-06 14.11 2.62%
WNR SHORT 2014-12-29 38.00 2015-01-05 35.94 5.73%
HCA BUY 2014-12-31 73.39 2015-01-08 74.93 2.09%
ORCL BUY 2015-01-02 44.33 2015-01-30 41.89 -5.50%
FM.TO SHORT 2015-01-02 17.12 2015-01-05 15.85 8.07%
P.TO SHORT 2015-01-02 4.68 2015-01-12 5.42 -13.65%
AVGO BUY 2015-01-05 98.49 2015-01-08 103.79 5.38%
FMER BUY 2015-01-05 18.17 2015-02-02 16.91 -6.93%
HD BUY 2015-01-05 101.26 2015-01-07 104.41 3.11%
LPX BUY 2015-01-05 16.19 2015-01-29 16.52 2.03%
MS BUY 2015-01-05 37.50 2015-02-02 34.41 -8.21%
NWL BUY 2015-01-05 37.41 2015-02-02 37.57 0.40%
SCHW BUY 2015-01-05 29.21 2015-01-28 25.95 -11.12%
STI BUY 2015-01-05 40.24 2015-02-02 39.24 -2.48%
CNL.TO SHORT 2015-01-05 2.19 2015-01-09 2.41 -9.12%
EXK SHORT 2015-01-05 2.39 2015-01-08 2.29 4.36%
PAAS SHORT 2015-01-05 9.89 2015-01-16 11.00 -10.09%
AEE BUY 2015-01-06 45.00 2015-01-15 46.05 2.33%
COH BUY 2015-01-06 36.30 2015-01-07 37.41 3.08%
DF BUY 2015-01-06 18.30 2015-01-08 18.76 2.51%
ENB.TO BUY 2015-01-06 56.01 2015-01-20 57.25 2.21%
EXAS BUY 2015-01-06 25.94 2015-01-07 26.57 2.42%
JNS BUY 2015-01-06 15.56 2015-01-07 16.31 4.82%
L.TO BUY 2015-01-06 60.12 2015-01-27 62.15 3.37%
BBRY BUY 2015-01-15 10.10 2015-01-22 10.51 4.00%
TPH BUY 2015-01-15 14.06 2015-01-29 14.59 3.76%
UPL SHORT 2015-01-15 13.31 2015-01-28 12.35 7.77%
REI-UN.TO BUY 2015-01-16 28.34 2015-01-22 29.86 5.36%
CR.TO SHORT 2015-01-16 5.92 2015-01-21 5.66 4.59%
XCO SHORT 2015-01-16 1.89 2015-01-20 1.74 8.62%
JNS BUY 2015-01-20 16.49 2015-01-22 18.39 11.52%
PIR BUY 2015-01-20 16.10 2015-01-21 16.54 2.73%
TNK BUY 2015-01-20 5.80 2015-01-30 5.14 -11.37%
IMGN SHORT 2015-01-20 6.39 2015-01-21 6.17 3.56%
KEL.TO SHORT 2015-01-19 6.67 2015-01-20 6.30 5.87%
TS SHORT 2015-01-21 28.27 2015-01-29 27.48 2.87%
COP SHORT 2015-01-22 65.30 2015-01-28 62.58 4.34%
LEG.TO SHORT 2015-01-22 1.59 2015-01-28 1.47 8.16%
NBR SHORT 2015-01-22 10.97 2015-01-28 10.49 4.57%
PSX SHORT 2015-01-22 67.31 2015-02-03 74.88 -10.10%
RES SHORT 2015-01-22 12.33 2015-01-23 11.83 4.22%
SDRL SHORT 2015-01-22 10.66 2015-01-23 10.06 5.96%
WFT SHORT 2015-01-22 10.77 2015-01-28 10.22 5.27%
WMB SHORT 2015-01-22 43.32 2015-02-12 47.97 -9.69%
FTT.TO SHORT 2015-01-23 22.37 2015-01-27 21.84 2.42%
GPOR SHORT 2015-01-23 39.29 2015-01-28 37.54 4.66%
URI SHORT 2015-01-23 88.43 2015-01-28 86.26 2.51%
ACM SHORT 2015-01-26 26.66 2015-01-29 25.95 2.73%
ASNA SHORT 2015-01-26 11.84 2015-01-30 11.56 2.42%
BBEP SHORT 2015-01-26 6.56 2015-01-28 6.21 5.63%
CIE SHORT 2015-01-26 8.62 2015-02-23 8.53 1.05%
GPRE SHORT 2015-01-26 24.55 2015-01-29 23.34 5.18%
HLF SHORT 2015-01-26 31.05 2015-02-09 35.15 -11.66%
INVN SHORT 2015-01-26 14.97 2015-02-23 15.73 -4.83%
PEIX SHORT 2015-01-26 9.34 2015-01-28 8.97 4.12%
PES SHORT 2015-01-26 4.51 2015-01-28 4.03 11.91%
REXX SHORT 2015-01-26 3.16 2015-01-30 3.54 -10.73%
SRPT SHORT 2015-01-26 12.43 2015-01-28 12.00 3.66%
TSLA SHORT 2015-01-26 206.55 2015-01-28 199.37 3.60%
DO SHORT 2015-01-27 34.28 2015-01-28 32.86 4.32%
EXXI SHORT 2015-01-27 3.16 2015-01-28 2.85 10.49%
SD SHORT 2015-01-27 1.54 2015-01-28 1.38 11.59%
VNR SHORT 2015-01-27 15.52 2015-01-28 14.65 5.93%
WLL SHORT 2015-01-27 30.77 2015-01-28 27.92 10.20%
HSY BUY 2015-01-28 107.68 2015-02-25 104.33 -3.11%
VRTX BUY 2015-01-29 114.14 2015-02-20 118.61 3.91%
EXPR SHORT 2015-01-29 13.49 2015-01-30 13.08 3.13%
AEP BUY 2015-01-30 62.81 2015-02-27 57.58 -8.32%
ELX BUY 2015-01-30 6.26 2015-02-03 6.41 2.39%
FE BUY 2015-01-30 40.33 2015-02-18 36.11 -10.46%
HUM BUY 2015-01-30 146.44 2015-02-04 150.53 2.79%
INFY BUY 2015-01-30 34.08 2015-02-04 34.78 2.05%
MAC BUY 2015-01-30 86.01 2015-02-03 88.39 2.76%
NNN BUY 2015-01-30 42.84 2015-02-27 40.24 -6.06%
AUO BUY 2015-02-02 5.42 2015-02-03 5.53 2.02%
BNK.TO SHORT 2015-02-02 3.00 2015-02-03 3.38 -11.24%
CAM SHORT 2015-02-02 46.22 2015-03-02 46.80 -1.23%
COS.TO SHORT 2015-02-02 9.45 2015-02-03 11.39 -17.03%
ALK BUY 2015-02-03 65.18 2015-02-04 66.70 2.33%
BMRN BUY 2015-02-03 92.76 2015-02-05 95.64 3.10%
CLDX BUY 2015-02-03 20.41 2015-02-13 20.97 2.71%
FTS.TO BUY 2015-02-03 40.60 2015-03-03 39.25 -3.32%
ISIS BUY 2015-02-03 64.70 2015-02-20 67.01 3.57%
LUV BUY 2015-02-03 43.25 2015-02-04 44.64 3.21%
MNK BUY 2015-02-03 104.93 2015-02-05 109.37 4.23%
TSEM BUY 2015-02-03 14.10 2015-02-05 14.64 3.82%
CFX SHORT 2015-02-03 49.14 2015-02-09 47.57 3.30%
CMA SHORT 2015-02-03 43.93 2015-03-03 45.70 -3.87%
CRK SHORT 2015-02-03 5.73 2015-02-04 5.48 4.55%
EXH SHORT 2015-02-03 29.29 2015-02-04 28.67 2.16%
FLR SHORT 2015-02-03 56.72 2015-02-04 54.35 4.36%
FRC.TO SHORT 2015-02-03 8.00 2015-02-04 7.58 5.54%
GLOG SHORT 2015-02-03 19.56 2015-02-23 19.07 2.56%
GNW SHORT 2015-02-03 7.64 2015-02-04 7.46 2.41%
GTE.TO SHORT 2015-02-03 3.14 2015-02-04 3.03 3.63%
OAS SHORT 2015-02-03 17.64 2015-02-04 17.20 2.49%
PGH SHORT 2015-02-03 3.37 2015-02-04 3.21 4.98%
PWE SHORT 2015-02-03 2.10 2015-02-04 2.05 2.92%
ROSE SHORT 2015-02-03 21.65 2015-02-05 23.83 -9.14%
SGY.TO SHORT 2015-02-03 3.30 2015-02-04 2.90 13.79%
SZYM SHORT 2015-02-03 2.42 2015-02-27 2.67 -9.36%
TEX SHORT 2015-02-03 24.76 2015-02-04 23.68 4.56%
TRQ SHORT 2015-02-03 3.23 2015-02-04 3.08 4.87%
SWC SHORT 2015-02-04 14.04 2015-02-06 13.67 2.70%
YOKU SHORT 2015-02-04 17.83 2015-02-10 17.47 2.06%
DFS SHORT 2015-02-05 57.50 2015-03-05 59.10 -2.70%
GS SHORT 2015-02-05 180.77 2015-03-05 190.08 -4.89%
APO BUY 2015-02-06 24.30 2015-03-06 22.28 -8.31%
TTM BUY 2015-02-06 46.66 2015-02-10 47.79 2.40%
OCN SHORT 2015-02-06 8.54 2015-02-09 7.94 7.55%
QCOM SHORT 2015-02-10 70.26 2015-03-10 71.88 -2.26%
SSYS SHORT 2015-02-12 67.50 2015-02-17 63.54 6.23%
CBI SHORT 2015-02-13 38.69 2015-02-25 47.65 -18.80%
VVUS SHORT 2015-02-17 2.90 2015-02-18 2.79 3.94%
CIG SHORT 2015-02-18 4.41 2015-02-20 4.28 3.03%
NOV SHORT 2015-02-18 55.84 2015-02-19 54.24 2.94%
LSCC SHORT 2015-02-19 6.38 2015-03-13 6.73 [*]-5.20%
MDU SHORT 2015-02-19 22.64 2015-03-02 21.77 3.99%
GMCR SHORT 2015-02-20 122.87 2015-03-13 124.69 [*]-1.45%
HNL.TO SHORT 2015-02-20 2.29 2015-03-02 2.22 3.15%
AUY SHORT 2015-02-26 4.21 2015-03-04 4.12 2.18%
CAB SHORT 2015-02-26 54.29 2015-03-13 57.50 [*]-5.58%
P.TO SHORT 2015-02-26 4.43 2015-03-02 4.26 3.99%
STNG SHORT 2015-02-26 8.74 2015-03-10 8.50 2.82%
YRI.TO SHORT 2015-02-26 5.27 2015-03-04 5.12 2.92%
AAPL BUY 2015-02-27 128.46 2015-03-13 123.59 [*]-3.79%
AMCC SHORT 2015-02-27 5.44 2015-03-11 5.23 3.81%
GENE BUY 2015-03-02 5.73 2015-03-05 6.25 9.07%
MAT SHORT 2015-03-03 26.90 2015-03-05 26.08 3.14%
CCK BUY 2015-03-06 50.75 2015-03-13 50.15 [*]-1.20%
CSC BUY 2015-03-06 68.86 2015-03-13 67.37 [*]-2.16%
VRX BUY 2015-03-10 201.48 2015-03-13 197.42 [*]-2.01%
CRIS BUY 2015-03-11 3.03 2015-03-13 3.02 [*]-0.33%
YUM BUY 2015-03-11 76.50 2015-03-13 77.51 [*]1.32%
ARO BUY 2015-03-13 3.06 2015-03-13 3.06 [*]0.00%

I also built a simple 100000$ test portfolio to get a better idea on how it would have performed, the portfolio has 10 positions max and allocates 10% to each positions, if the portfolio has 10 positions open, all picks are ignored until an open position is sold. It’s been returning a ~30% CAGR since July 2014.

StockMarketsVane’s Trend and Swing portfolios don’t benefit from this edge because they are built to have unconditional orders posted the day before. I think both approach can be effective but Swing portfolios can certainly time trades better by looking at the current day price action.

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