December 2013 Seasonal Trades Walkforward Performance

December 2013 Seasonal Trades Walkforward Performance

Four_seasons

Here the performance figures in 100/30 Long /Short portfolio methodology for December 2013 Seasonal Trades

Bearish Stocks for December Performance 

ps: the performance is adjusted for dividend pay-outs 

Ticker Name Dec Nov Change % P/L%
BBY Best Buy Co. Inc. 39.88 40.38 -1.25 1.25
HAS Hasbro Inc. 55.01 53.82 2.16 -2.16
Average P/L -0.45

Bullish Stocks for December Performance 

Ticker Name Dec Nov Change % P/L%
DHR Danaher Corp. 77.2 74.78 3.13 3.13
ESRX Express Scripts Inc. 70.24 67.35 4.11 4.11
PHM PulteGroup, Inc. 20.37 18.71 8.15 8.15
POM Pepco Holdings, Inc. 19.13 18.81 1.67 1.67
SO Southern Company 41.11 40.63 1.17 1.17
SYK Stryker Corp. 75.14 74.12 1.36 1.36
Average P/L 3.27

100/30 Long /Short Portfolio of Seasonality S&P 500 Stocks for December- 2013 performance

(3.27*100+(-0.45)*30)/130 = 2.41 against 2.53% for $SPY

0.1% under-performance !

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