The Strategic Trader
Detailed Strategy Evaluation

DOW 30 Baseline (Long Only)

As we continue to explore trading methods, we will need a way to compare our results to other markets. Below are the baseline figures for each of the 30 DOW components.

NOTE: I started with just 15,000 trades and 5 bars initially as these are the results relevant to the strategies I am currently testing. The remaining baseline values will be updated as we continue testing and need the results.

15,000 Trades – 5 Bars (Long Only)

AA
Percent Profitable: 52.35%
Expected Return: -$25.92
Target Percent: 54.14%
Target Return: +$34.17

AXP
Percent Profitable: 51.59%
Expected Return: -$5.02
Target Percent: 53.41%
Target Return: +$77

BA
Percent Profitable: 52.19%
Expected Return: -$4.89
Target Percent: 53.8%
Target Return: +$93.36

BAC
Percent Profitable: 52.45%
Expected Return: +$12.12
Target Percent: 54.29%
Target Return: +$99.14

CAT
Percent Profitable: 52.12%
Expected Return: +$16.57
Target Percent: 53.9%
Target Return: +$129.27

CSCO
Percent Profitable: 53.07%
Expected Return: -$13.07
Target Percent: 54.84%
Target Return: +$33.04

CVX
Percent Profitable: 51.97%
Expected Return: +$9.15
Target Percent: 53.82%
Target Return: +$116

DD
Percent Profitable: 52.29%
Expected Return: -$4.24
Target Percent: 54.11%
Target Return: +$67.23

DIS
Percent Profitable: 53.84%
Expected Return: +$9.88
Target Percent: 55.8%
Target Return: +$61.68

GE
Percent Profitable: 52.14%
Expected Return: -$18.58
Target Percent: 54.12%
Target Return: +$31.94

HD
Percent Profitable: 52.12%
Expected Return: -$10.14
Target Percent: 53.75%
Target Return: +$57.14

HPQ
Percent Profitable: 53.73%
Expected Return: +$25.61
Target Percent: 55.68%
Target Return: +$94.37

IBM
Percent Profitable: 51.34%
Expected Return: +$28.61
Target Percent: 53.23%
Target Return: +$185.3

INTC
Percent Profitable: 52.83%
Expected Return: -$6.83
Target Percent: 54.96%
Target Return: +$50.88

JNJ
Percent Profitable: 51.73%
Expected Return: +$4.5
Target Percent: 53.47%
Target Return: +$77.85

JPM
Percent Profitable: 52.26%
Expected Return: -$.16
Target Percent: 54.11%
Target Return: +$88.05

KFT
Percent Profitable: 54.4%
Expected Return: +$11.26
Target Percent: 56.22%
Target Return: +$52.33

KO
Percent Profitable: 53.4%
Expected Return: +$19.82
Target Percent: 55.28%
Target Return: +$96.66

MCD
Percent Profitable: 52.23%
Expected Return: +$15.27
Target Percent: 55%
Target Return: +$74.2

MMM
Percent Profitable: 51.14%
Expected Return: +$1.98
Target Percent: 52.86%
Target Return: +$127.42

MRK
Percent Profitable: 52.07%
Expected Return: -$9.47
Target Percent: 54.05%
Target Return: +$75.55

MSFT
Percent Profitable: 53.02%
Expected Return: -$3.09
Target Percent: 54.96%
Target Return: +$77.03

PFE
Percent Profitable: 52.87%
Expected Return: -$16.74
Target Percent: 54.74%
Target Return: +$26.48

PG
Percent Profitable: 52.77%
Expected Return: +$32.26
Target Percent: 54.41%
Target Return: +$112.04

T
Percent Profitable: 53.01%
Expected Return: -$6.74
Target Percent: 54.8%
Target Return: +$56.14

TRV
Percent Profitable: 51.4%
Expected Return: -$2.12
Target Percent: 54.74%
Target Return: +$65.6

UTX
Percent Profitable: 51.39%
Expected Return: -$3.14
Target Percent: 53.18%
Target Return: +$93.14

VZ
Percent Profitable: 52.63%
Expected Return: -$4.41
Target Percent: 54.3%
Target Return: +$59.05

WMT
Percent Profitable: 52.01%
Expected Return: -$13.17
Target Percent: 53.16%
Target Return: +$58.17

XOM
Percent Profitable: 52.36%
Expected Return: +$10.13
Target Percent: 54.22%
Target Return: +$108.32

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