AAPL Beat Trading

 

The AAPL Beat End-of-week Strength Predictor (ESP) is published every Friday and measures the likelihood of AAPL price moving up during the beginning of the following week, from Friday’s close through Tuesday’s close. The ESP signal is a value from 0 (avoid) to 3 (strong). This page will track trades and cumulative performance. See trading rules and assumptions at the bottom of this page. Analysis is from Jan 2013 onward.

Recent Weekly Results

Current signal will be shown as the last line in this table.

Cumulative Results Chart

Chart shows:  AAPL weekly price, and the cumulative ESP trade results.

Summary Results for each ESP Filter Signal

Note the ‘Win $ %’ column, which represents the winning trade dollars as a percent of total winning plus losing trade dollars. Compare trading every week with the AAPL Beat ESP trade filter applied. This stat plus the drawdown stats shown in the first table above are the key to success.

Trading Rules and Assumptions

  1. Buy on Friday close. Sell on Tuesday close.
  2. No trading from 2 days before to 2 days after an earnings announcement.
  3. No trade on isolated Fridays (day after Thanksgiving and other Thursday holidays). This rule added after analyzing poor results at end of 2014.
  4. ‘0 Avoid’ = no trade
  5. ‘1 Positive’ = 100%, unleveraged position
  6. ‘2 Solid’ = 125%, leveraged position
  7. ‘3 Strong’ = 150%, leveraged position
  8. Slippage of 0.10 is assumed for every trade taken, and is represented in all ‘Mon+Tue’ and ‘ESP’ results above.

Disclaimer

This page is presented for entertainment purposes only. Can the AAPL Beat ESP trade signals continue to reduce drawdown and improve returns going forward in all kinds of market conditions and AAPL price movement? Check back weekly to see. This page will be updated after the close on Friday and Tuesday.