Here are two algorithmic trading portfolios that I created to help assist with my own trading.
The portfolios have the following rules:
– On the 30th of December 2019, one portfolio started with $25,000 and the other one started with $10,000
– The portfolio uses a list of small cap companies that I compiled from various sources
– The $25,000 portfolio will invest a minimum of $1000 and a maximum of $2500 per stock. The $10,000 portfolio will invest a minimum of $600 and a maximum of $1,000 per stock.
– At the end of each week, the 200 day simple moving average and the standard deviation of the past 52 Friday’s share prices will be calculated.
– On the first trading day of each week (usually Monday), any share that has fallen below the two hundred day moving average plus one standard deviation will be sold at open
– On the second trading day of each week (usually Tuesday), any stock that is not already in the portfolio, has a share price greater than the 200 day simple moving average plus one standard deviation and has a volume greater than the prior Friday (this criteria will be ignored if the volume is 0 on either Friday – meaning there was no trading that day) will be added to the portfolio
– Each trade is assumed to incur transaction costs of $5 per trade (this is the fee OpenTrader charges per trade up to $2500 at the time of writing).
Please check the posts (links are on the right) at the start of each week for details about the trades that are being placed at open on Monday & Tuesday
Please click here to view the $25,000 portfolio
Please click here to view the $10,000 portfolio