Please click on the years to the right to see the stock trades that would have been generated by one of our patterns.*  The returns indicated assumed that the maximum number of stocks that would be held at any given time was 17.  This means that only 1/17th of the portfolio would have been invested in each stock pick.

The spreadsheet for each year is sorted by date of sale.  For the years 2001 through 2004, the pattern would have generated nominal yields of 37.6%, 37.1%, 59.3%, and 26.3% respectively.

For the entire period of 2001 through 2004, 78% of the trades would have been winning trades.

Although the majority of the trades shown had gains, many of the winning trades would have resulted in losses had they been sold prior to the pattern's sell signal.  This is evident in the graph below which shows the portfolio value (assuming compounding) covering the period from 1/1/2001 through 1/1/2005.  The dates on the chart refer to the first of each month.

Although the portfolio value almost doubled from January 1, 2001 through January 1, 2003, rising from $98,750 to $185,210, there were numerous periods where the portfolio stagnated or declined.

The chart below shows the SP500 during the same period.

*  The pattern used here is typical of the patterns assigned to customers.  All of the patterns have similar expected yields.  The differences between the patterns include average holding time, percentage of winners versus losers, the ratio of the average gain to the average loss, and the largest maximum number of holdings for which the pattern will be effective.