How to sell when annualized gain > aa

Research
21

Of the three issues mentioned;

  1. GainPct uses Friday’s close
  2. does not deduct slippage and commissions
  3. does not include dividends

I’m OK with 1 & 2. With 1) since I do weekly portfolio rebalancing and 2) because I want to see the gain within a portfolio before a potential transaction.

Item 3) I’m unsure about. Still mulling the issue.

Walter

22

I was able to significantly increase the annual return of one of my Ports using a sell rule like: ((close(0)/Close(Nobars)^(365.25/NoDays)>1.x & NoBars > yy) or GainPct > zz

The NoBars rule keeps the Sim from selling after only a short hold time and the GainPct rule allows a stock to be sold after a zz% gain even if it has not achieved an annual gain ratio greater than 1.x.

Denny :sunglasses:

23

crastogi, I looked it up. According to the documentation, close(0)/Close(Nobars) does adjust for dividends.